| Metric | configs_sql/hl_close/c/xyousd/uniq_fwd_ | XYOUSD |
|---|---|---|
| Time in Market | 66.0% | 85.0% |
| Cumulative Return | 150.3% | 2.56% |
| Max Drawdown | -36.84% | -78.51% |
| Sharpe | 1.24 | -6.25 |
| Sortino | 3.68 | -7.2 |
| Payoff Ratio | 1.95 | 1.6 |
| Profit Factor | 1.52 | 0.31 |
| Common Sense Ratio | 1.72 | 0.32 |
| CPC Index | 0.86 | 0.01 |
| Tail Ratio | 1.13 | 0.55 |
| Outlier Win Ratio | 112.23 | 2.88 |
| Outlier Loss Ratio | 119.2 | 1.72 |
| Volatility (ann.) | 154.73% | 209.29% |
| R^2 | 0.84 | 0.84 |
| Calmar | 4.87 | -0.72 |
| Skew | 7.53 | -0.69 |
| Kurtosis | 78.3 | 28.62 |
| Expected Daily % | 0.28% | -100.0% |
| Expected Monthly % | 7.95% | -100.0% |
| Expected Yearly % | 58.21% | -100.0% |
| Kelly Criterion | -2.59% | -451.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -12.8% | -467.44% |
| Expected Shortfall (cVaR) | -12.8% | -5120.84% |
| Year | XYOUSD | configs_sql/hl_close/c/xyousd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 143.59 | 179.42 | 1.25 | + |
| 2025 | -57.89 | -10.42 | 0.18 | + |
| Metric | configs_sql/hl_close/c/xyousd/uniq_fwd_ | XYOUSD |
|---|---|---|
| MTD | 0.36% | -14.89% |
| 3M | -10.42% | -63.47% |
| 6M | 192.17% | 29.03% |
| YTD | -10.42% | -57.89% |
| 1Y | 150.3% | 2.56% |
| 3Y (ann.) | 179.34% | -100.0% |
| 5Y (ann.) | 179.34% | -100.0% |
| Metric | configs_sql/hl_close/c/xyousd/uniq_fwd_ | XYOUSD |
|---|---|---|
| Max Drawdown | -36.84% | -78.51% |
| Longest DD Days | 149.0 | 182.0 |
| Avg. Drawdown | -22.28% | -35.98% |
| Avg. Drawdown Days | 52.0 | 64.0 |
| Recovery Factor | 4.08 | -0.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-04-07 | -36.84 | 118 |
| 2024-06-23 | 2024-11-19 | -35.59 | 149 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-05-28 | 2024-06-21 | -13.44 | 24 |
| 2024-05-21 | 2024-05-27 | -0.38 | 6 |
| Metric | configs_sql/hl_close/c/xyousd/uniq_fwd_ | XYOUSD |
|---|---|---|
| Best Day | 96.78% | 1611.11% |
| Worst Day | -20.24% | -2189.86% |
| Best Week | 108.5% | 194.92% |
| Worst Week | -9.28% | -882.28% |
| Best Month | 108.95% | 88.57% |
| Worst Month | -13.69% | -100.0% |
| Best Year | 179.42% | -100.0% |
| Worst Year | -10.42% | -100.0% |
| Avg. Up Day | 18.33% | 220.77% |
| Avg. Down Day | -2.87% | -182.41% |
| Avg. Up Week | 12.97% | 67.23% |
| Avg. Down Week | -3.39% | -141.61% |
| Avg. Up Month | 2.97% | 88.57% |
| Avg. Down Month | -7.01% | -100.0% |
| Win Days % | 39.53% | 24.19% |
| Win Month % | 50.0% | 8.33% |
| Win Week % | 42.11% | 16.67% |
| Win Quarter % | 60.0% | 0.0% |
| Win Year % | 50.0% | 0.0% |