| Metric | configs_sql/hl_close/c/mkrusd/uniq_fwd_ | MKRUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 63.69% | -54.3% |
| Max Drawdown | -25.4% | -71.54% |
| Sharpe | 1.33 | -0.46 |
| Sortino | 2.54 | -0.7 |
| Payoff Ratio | 1.64 | 1.11 |
| Profit Factor | 1.36 | 0.94 |
| Common Sense Ratio | 1.95 | 0.99 |
| CPC Index | 1.03 | 0.47 |
| Tail Ratio | 1.43 | 1.05 |
| Outlier Win Ratio | 12.76 | 3.18 |
| Outlier Loss Ratio | 4.97 | 2.63 |
| Volatility (ann.) | 50.63% | 94.24% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.9 | -0.82 |
| Skew | 2.66 | 0.73 |
| Kurtosis | 19.22 | 3.05 |
| Expected Daily % | 0.15% | -0.24% |
| Expected Monthly % | 4.19% | -6.32% |
| Expected Yearly % | 27.94% | -32.4% |
| Kelly Criterion | 12.82% | -3.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.17% | -8.23% |
| Expected Shortfall (cVaR) | -4.17% | -8.23% |
| Year | MKRUSD | configs_sql/hl_close/c/mkrusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 72.48 | -1.62 | + |
| 2025 | -17.24 | -5.10 | 0.30 | + |
| Metric | configs_sql/hl_close/c/mkrusd/uniq_fwd_ | MKRUSD |
|---|---|---|
| MTD | 1.15% | -4.94% |
| 3M | -5.1% | -22.58% |
| 6M | 38.02% | -15.41% |
| YTD | -5.1% | -17.24% |
| 1Y | 63.69% | -54.3% |
| 3Y (ann.) | 73.63% | -58.39% |
| 5Y (ann.) | 73.63% | -58.39% |
| Metric | configs_sql/hl_close/c/mkrusd/uniq_fwd_ | MKRUSD |
|---|---|---|
| Max Drawdown | -25.4% | -71.54% |
| Longest DD Days | 124.0 | 321.0 |
| Avg. Drawdown | -7.55% | -36.63% |
| Avg. Drawdown Days | 24.0 | 161.0 |
| Recovery Factor | 2.51 | -0.76 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-04-07 | -25.40 | 124 |
| 2024-07-17 | 2024-11-06 | -19.86 | 112 |
| 2024-06-28 | 2024-07-13 | -13.59 | 15 |
| 2024-06-22 | 2024-06-26 | -9.44 | 4 |
| 2024-11-12 | 2024-11-21 | -7.64 | 9 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| 2024-06-10 | 2024-06-20 | -2.87 | 10 |
| 2024-11-08 | 2024-11-11 | -2.62 | 3 |
| 2024-06-07 | 2024-06-09 | -0.43 | 2 |
| Metric | configs_sql/hl_close/c/mkrusd/uniq_fwd_ | MKRUSD |
|---|---|---|
| Best Day | 22.3% | 23.59% |
| Worst Day | -9.35% | -15.11% |
| Best Week | 19.97% | 45.65% |
| Worst Week | -12.31% | -19.71% |
| Best Month | 44.94% | 46.5% |
| Worst Month | -5.07% | -37.3% |
| Best Year | 72.48% | -17.24% |
| Worst Year | -5.1% | -44.78% |
| Avg. Up Day | 3.08% | 4.29% |
| Avg. Down Day | -1.88% | -3.87% |
| Avg. Up Week | 9.06% | 12.34% |
| Avg. Down Week | -2.73% | -8.4% |
| Avg. Up Month | 17.8% | 19.13% |
| Avg. Down Month | -1.52% | -23.65% |
| Win Days % | 45.83% | 45.4% |
| Win Month % | 54.55% | 33.33% |
| Win Week % | 47.22% | 38.78% |
| Win Quarter % | 80.0% | 0.0% |
| Win Year % | 50.0% | 0.0% |