| Metric | configs_sql/hl_close/c/xyousd/uniq_daily_ | XYOUSD |
|---|---|---|
| Time in Market | 64.0% | 77.0% |
| Cumulative Return | 373.42% | -13.79% |
| Max Drawdown | -43.92% | -78.51% |
| Sharpe | 0.97 | -7.14 |
| Sortino | 2.71 | -7.88 |
| Payoff Ratio | 1.98 | 1.28 |
| Profit Factor | 1.39 | 0.25 |
| Common Sense Ratio | 1.26 | 0.85 |
| CPC Index | 0.67 | 0.05 |
| Tail Ratio | 0.91 | 0.47 |
| Outlier Win Ratio | 153.63 | 4.14 |
| Outlier Loss Ratio | 140.68 | 1.81 |
| Volatility (ann.) | 115.94% | 158.8% |
| R^2 | 0.75 | 0.75 |
| Calmar | 1.79 | -1.0 |
| Skew | 8.34 | -0.7 |
| Kurtosis | 103.5 | 31.86 |
| Expected Daily % | 0.17% | -100.0% |
| Expected Monthly % | 4.82% | -100.0% |
| Expected Yearly % | 47.51% | -100.0% |
| Kelly Criterion | -8.2% | -226.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.67% | -405.17% |
| Expected Shortfall (cVaR) | -9.67% | -5030.71% |
| Year | XYOUSD | configs_sql/hl_close/c/xyousd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.37 | -4.31 | 0.07 | + |
| 2023 | 106.45 | 12.04 | 0.11 | - |
| 2024 | 196.87 | 394.72 | 2.00 | + |
| 2025 | -60.53 | -10.74 | 0.18 | + |
| Metric | configs_sql/hl_close/c/xyousd/uniq_daily_ | XYOUSD |
|---|---|---|
| MTD | -0.0% | -20.21% |
| 3M | -10.74% | -64.62% |
| 6M | 204.42% | 27.12% |
| YTD | -10.74% | -60.53% |
| 1Y | 155.41% | -21.05% |
| 3Y (ann.) | 78.76% | -100.0% |
| 5Y (ann.) | 78.76% | -100.0% |
| Metric | configs_sql/hl_close/c/xyousd/uniq_daily_ | XYOUSD |
|---|---|---|
| Max Drawdown | -43.92% | -78.51% |
| Longest DD Days | 329.0 | 572.0 |
| Avg. Drawdown | -18.0% | -44.05% |
| Avg. Drawdown Days | 68.0 | 161.0 |
| Recovery Factor | 8.5 | -1.0 |
| Ulcer Index | 1.01 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-05 | 2023-11-30 | -43.92 | 329 |
| 2024-03-08 | 2024-11-19 | -39.50 | 256 |
| 2024-12-10 | 2025-04-06 | -36.84 | 117 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2023-12-02 | 2024-02-24 | -19.65 | 84 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2022-11-12 | 2022-11-24 | -13.77 | 12 |
| 2022-11-25 | 2023-01-04 | -11.39 | 40 |
| 2024-02-25 | 2024-03-01 | -7.44 | 5 |
| Metric | configs_sql/hl_close/c/xyousd/uniq_daily_ | XYOUSD |
|---|---|---|
| Best Day | 96.78% | 1611.11% |
| Worst Day | -20.24% | -2189.86% |
| Best Week | 108.5% | 209.84% |
| Worst Week | -12.79% | -882.28% |
| Best Month | 108.95% | 88.57% |
| Worst Month | -13.69% | -100.0% |
| Best Year | 394.72% | -100.0% |
| Worst Year | -10.74% | -100.0% |
| Avg. Up Day | 11.48% | 254.56% |
| Avg. Down Day | -2.25% | -163.01% |
| Avg. Up Week | 10.96% | 56.84% |
| Avg. Down Week | -3.77% | -122.77% |
| Avg. Up Month | 2.97% | 88.57% |
| Avg. Down Month | -4.73% | -100.0% |
| Win Days % | 42.57% | 20.95% |
| Win Month % | 37.5% | 3.03% |
| Win Week % | 46.23% | 11.51% |
| Win Quarter % | 41.67% | 0.0% |
| Win Year % | 50.0% | 0.0% |