| Metric | configs_sql/hl_close/c/dotusd/uniq_daily_ | DOTUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 290.95% | -20.92% |
| Max Drawdown | -32.11% | -68.14% |
| Sharpe | 1.55 | 0.25 |
| Sortino | 2.88 | 0.37 |
| Payoff Ratio | 1.46 | 1.1 |
| Profit Factor | 1.41 | 1.04 |
| Common Sense Ratio | 1.64 | 1.14 |
| CPC Index | 0.99 | 0.56 |
| Tail Ratio | 1.16 | 1.1 |
| Outlier Win Ratio | 9.87 | 3.45 |
| Outlier Loss Ratio | 6.64 | 2.87 |
| Volatility (ann.) | 44.26% | 76.54% |
| R^2 | 0.57 | 0.57 |
| Calmar | 2.52 | -0.14 |
| Skew | 2.7 | 0.54 |
| Kurtosis | 25.56 | 5.06 |
| Expected Daily % | 0.16% | -0.03% |
| Expected Monthly % | 4.81% | -0.81% |
| Expected Yearly % | 40.61% | -5.7% |
| Kelly Criterion | 12.47% | 2.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.62% | -6.54% |
| Expected Shortfall (cVaR) | -3.62% | -6.54% |
| Year | DOTUSD | configs_sql/hl_close/c/dotusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.54 | -1.94 | 0.26 | + |
| 2023 | 90.52 | 96.84 | 1.07 | + |
| 2024 | -19.21 | 94.86 | -4.94 | + |
| 2025 | -44.43 | 3.94 | -0.09 | + |
| Metric | configs_sql/hl_close/c/dotusd/uniq_daily_ | DOTUSD |
|---|---|---|
| MTD | 0.0% | -8.45% |
| 3M | 3.94% | -52.48% |
| 6M | 131.04% | -12.21% |
| YTD | 3.94% | -44.43% |
| 1Y | 98.2% | -56.07% |
| 3Y (ann.) | 80.84% | -9.7% |
| 5Y (ann.) | 80.84% | -9.7% |
| Metric | configs_sql/hl_close/c/dotusd/uniq_daily_ | DOTUSD |
|---|---|---|
| Max Drawdown | -32.11% | -68.14% |
| Longest DD Days | 252.0 | 387.0 |
| Avg. Drawdown | -5.13% | -12.45% |
| Avg. Drawdown Days | 24.0 | 45.0 |
| Recovery Factor | 9.06 | -0.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-22 | -32.11 | 252 |
| 2023-12-26 | 2024-03-06 | -18.39 | 71 |
| 2024-12-07 | 2025-03-15 | -15.72 | 98 |
| 2023-03-18 | 2023-06-25 | -14.33 | 99 |
| 2023-07-03 | 2023-10-23 | -9.01 | 112 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2023-11-13 | 2023-12-21 | -8.10 | 38 |
| 2023-02-04 | 2023-03-14 | -6.81 | 38 |
| 2023-01-30 | 2023-02-03 | -5.70 | 4 |
| 2023-10-24 | 2023-10-30 | -5.16 | 6 |
| Metric | configs_sql/hl_close/c/dotusd/uniq_daily_ | DOTUSD |
|---|---|---|
| Best Day | 26.34% | 28.35% |
| Worst Day | -10.5% | -18.52% |
| Best Week | 33.05% | 35.94% |
| Worst Week | -15.09% | -27.32% |
| Best Month | 91.06% | 126.38% |
| Worst Month | -8.75% | -33.41% |
| Best Year | 96.84% | 90.52% |
| Worst Year | -1.94% | -44.43% |
| Avg. Up Day | 1.86% | 3.29% |
| Avg. Down Day | -1.27% | -2.98% |
| Avg. Up Week | 5.96% | 10.58% |
| Avg. Down Week | -2.4% | -7.79% |
| Avg. Up Month | 20.69% | 36.94% |
| Avg. Down Month | -3.23% | -16.36% |
| Win Days % | 48.04% | 49.04% |
| Win Month % | 60.71% | 34.48% |
| Win Week % | 51.82% | 44.72% |
| Win Quarter % | 60.0% | 36.36% |
| Win Year % | 75.0% | 25.0% |