| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_ | DOGEUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 214.04% | -0.13% |
| Max Drawdown | -31.81% | -68.04% |
| Sharpe | 2.36 | 0.48 |
| Sortino | 5.46 | 0.74 |
| Payoff Ratio | 1.92 | 1.24 |
| Profit Factor | 1.9 | 1.07 |
| Common Sense Ratio | 3.08 | 1.0 |
| CPC Index | 1.77 | 0.66 |
| Tail Ratio | 1.62 | 0.93 |
| Outlier Win Ratio | 11.42 | 3.5 |
| Outlier Loss Ratio | 6.26 | 2.74 |
| Volatility (ann.) | 61.68% | 98.04% |
| R^2 | 0.46 | 0.46 |
| Calmar | 8.18 | -0.0 |
| Skew | 3.8 | 0.71 |
| Kurtosis | 27.67 | 4.21 |
| Expected Daily % | 0.35% | -0.0% |
| Expected Monthly % | 10.01% | -0.01% |
| Expected Yearly % | 77.21% | -0.07% |
| Kelly Criterion | 21.83% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.91% | -8.31% |
| Expected Shortfall (cVaR) | -4.91% | -8.31% |
| Year | DOGEUSD | configs_sql/hl_close/c/dogeusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.69 | 206.36 | 1.86 | + |
| 2025 | -52.60 | 2.51 | -0.05 | + |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_ | DOGEUSD |
|---|---|---|
| MTD | -0.02% | -10.26% |
| 3M | 2.51% | -62.13% |
| 6M | 275.42% | 36.65% |
| YTD | 2.51% | -52.6% |
| 1Y | 214.04% | -0.13% |
| 3Y (ann.) | 260.11% | -0.15% |
| 5Y (ann.) | 260.11% | -0.15% |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -31.81% | -68.04% |
| Longest DD Days | 98.0 | 156.0 |
| Avg. Drawdown | -5.24% | -18.67% |
| Avg. Drawdown Days | 17.0 | 34.0 |
| Recovery Factor | 6.73 | -0.0 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-10-28 | -31.81 | 98 |
| 2024-10-30 | 2024-11-06 | -13.78 | 7 |
| 2024-11-25 | 2024-12-01 | -10.05 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-12-02 | 2024-12-08 | -7.58 | 6 |
| 2024-12-09 | 2025-03-15 | -4.65 | 96 |
| 2024-07-16 | 2024-07-19 | -2.22 | 3 |
| 2024-11-07 | 2024-11-08 | -1.66 | 1 |
| 2025-03-16 | 2025-03-19 | -1.25 | 3 |
| 2025-03-20 | 2025-04-07 | -0.98 | 18 |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_ | DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -9.29% | -16.88% |
| Best Week | 88.7% | 88.72% |
| Worst Week | -16.88% | -25.02% |
| Best Month | 160.3% | 161.4% |
| Worst Month | -14.72% | -38.67% |
| Best Year | 206.36% | 110.69% |
| Worst Year | 2.51% | -52.6% |
| Avg. Up Day | 3.14% | 4.52% |
| Avg. Down Day | -1.63% | -3.65% |
| Avg. Up Week | 11.78% | 16.51% |
| Avg. Down Week | -2.84% | -9.04% |
| Avg. Up Month | 67.43% | 71.81% |
| Avg. Down Month | -4.92% | -16.94% |
| Win Days % | 48.62% | 49.38% |
| Win Month % | 60.0% | 41.67% |
| Win Week % | 61.29% | 42.86% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |