| Metric | configs_sql/hl_close/c/nearusd/uniq_ | NEARUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 994.18% | 20.6% |
| Max Drawdown | -30.18% | -76.09% |
| Sharpe | 1.89 | 0.57 |
| Sortino | 3.8 | 0.89 |
| Payoff Ratio | 1.54 | 1.08 |
| Profit Factor | 1.63 | 1.09 |
| Common Sense Ratio | 2.27 | 1.18 |
| CPC Index | 1.25 | 0.58 |
| Tail Ratio | 1.39 | 1.08 |
| Outlier Win Ratio | 12.29 | 3.64 |
| Outlier Loss Ratio | 5.24 | 2.82 |
| Volatility (ann.) | 64.34% | 101.04% |
| R^2 | 0.51 | 0.51 |
| Calmar | 5.87 | 0.11 |
| Skew | 3.36 | 0.81 |
| Kurtosis | 30.68 | 4.73 |
| Expected Daily % | 0.28% | 0.02% |
| Expected Monthly % | 8.6% | 0.65% |
| Expected Yearly % | 81.87% | 4.79% |
| Kelly Criterion | 17.09% | 2.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.21% | -8.54% |
| Expected Shortfall (cVaR) | -5.21% | -8.54% |
| Year | NEARUSD | configs_sql/hl_close/c/nearusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.71 | 0.92 | -0.03 | + |
| 2023 | 191.21 | 332.69 | 1.74 | + |
| 2024 | 34.42 | 194.47 | 5.65 | + |
| 2025 | -56.78 | -14.91 | 0.26 | + |
| Metric | configs_sql/hl_close/c/nearusd/uniq_ | NEARUSD |
|---|---|---|
| MTD | -0.12% | -15.55% |
| 3M | -14.91% | -63.4% |
| 6M | 34.2% | -55.66% |
| YTD | -14.91% | -56.78% |
| 1Y | 58.92% | -69.8% |
| 3Y (ann.) | 177.05% | 8.3% |
| 5Y (ann.) | 177.05% | 8.3% |
| Metric | configs_sql/hl_close/c/nearusd/uniq_ | NEARUSD |
|---|---|---|
| Max Drawdown | -30.18% | -76.09% |
| Longest DD Days | 193.0 | 388.0 |
| Avg. Drawdown | -6.63% | -18.11% |
| Avg. Drawdown Days | 20.0 | 52.0 |
| Recovery Factor | 32.94 | 0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-04-07 | -30.18 | 133 |
| 2024-03-15 | 2024-09-24 | -28.24 | 193 |
| 2023-12-27 | 2024-03-06 | -18.74 | 70 |
| 2023-03-18 | 2023-06-26 | -15.82 | 100 |
| 2024-09-29 | 2024-11-09 | -15.16 | 41 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2023-01-15 | 2023-01-20 | -10.95 | 5 |
| 2023-11-21 | 2023-12-20 | -10.73 | 29 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| Metric | configs_sql/hl_close/c/nearusd/uniq_ | NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 43.04% | 53.56% |
| Worst Week | -12.42% | -30.59% |
| Best Month | 63.54% | 94.04% |
| Worst Month | -6.36% | -33.64% |
| Best Year | 332.69% | 191.21% |
| Worst Year | -14.91% | -56.78% |
| Avg. Up Day | 3.24% | 4.69% |
| Avg. Down Day | -2.1% | -4.34% |
| Avg. Up Week | 10.14% | 16.19% |
| Avg. Down Week | -3.07% | -11.12% |
| Avg. Up Month | 42.36% | 61.49% |
| Avg. Down Month | -2.72% | -16.23% |
| Win Days % | 49.68% | 49.12% |
| Win Month % | 48.15% | 31.03% |
| Win Week % | 59.3% | 42.06% |
| Win Quarter % | 81.82% | 27.27% |
| Win Year % | 75.0% | 50.0% |