| Metric | configs_sql/hl_close/c/compusd/uniq_daily_ | COMPUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 406.05% | -89.71% |
| Max Drawdown | -42.34% | -93.19% |
| Sharpe | 1.13 | -0.15 |
| Sortino | 1.99 | -0.22 |
| Payoff Ratio | 1.45 | 1.11 |
| Profit Factor | 1.32 | 0.98 |
| Common Sense Ratio | 1.71 | 1.02 |
| CPC Index | 0.89 | 0.52 |
| Tail Ratio | 1.3 | 1.04 |
| Outlier Win Ratio | 12.52 | 3.6 |
| Outlier Loss Ratio | 7.28 | 2.92 |
| Volatility (ann.) | 55.33% | 102.23% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.43 | -0.52 |
| Skew | 2.27 | 0.78 |
| Kurtosis | 22.27 | 5.55 |
| Expected Daily % | 0.13% | -0.18% |
| Expected Monthly % | 3.94% | -5.27% |
| Expected Yearly % | 38.31% | -36.54% |
| Kelly Criterion | 9.83% | 1.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.59% | -8.84% |
| Expected Shortfall (cVaR) | -4.59% | -8.84% |
| Year | COMPUSD | configs_sql/hl_close/c/compusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -48.03 | -4.27 | 0.09 | + |
| 2022 | -84.39 | -2.32 | 0.03 | + |
| 2023 | 84.00 | 207.94 | 2.48 | + |
| 2024 | 27.59 | 125.64 | 4.55 | + |
| 2025 | -45.94 | -22.11 | 0.48 | + |
| Metric | configs_sql/hl_close/c/compusd/uniq_daily_ | COMPUSD |
|---|---|---|
| MTD | -13.37% | -0.25% |
| 3M | -22.11% | -53.56% |
| 6M | 34.65% | -10.88% |
| YTD | -22.11% | -45.94% |
| 1Y | 14.02% | -44.54% |
| 3Y (ann.) | 73.6% | -36.35% |
| 5Y (ann.) | 60.56% | -48.51% |
| Metric | configs_sql/hl_close/c/compusd/uniq_daily_ | COMPUSD |
|---|---|---|
| Max Drawdown | -42.34% | -93.19% |
| Longest DD Days | 213.0 | 1249.0 |
| Avg. Drawdown | -7.5% | -93.19% |
| Avg. Drawdown Days | 32.0 | 1249.0 |
| Recovery Factor | 9.59 | -0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2022-06-25 | -42.34 | 82 |
| 2024-04-23 | 2024-11-22 | -29.56 | 213 |
| 2024-12-13 | 2025-04-06 | -26.38 | 114 |
| 2022-06-26 | 2023-01-14 | -22.31 | 202 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-12-28 | 2024-01-13 | -15.49 | 16 |
| 2024-03-02 | 2024-04-20 | -12.83 | 49 |
| 2023-11-11 | 2023-12-26 | -11.28 | 45 |
| 2022-03-02 | 2022-04-03 | -10.12 | 32 |
| 2023-01-16 | 2023-01-26 | -7.36 | 10 |
| Metric | configs_sql/hl_close/c/compusd/uniq_daily_ | COMPUSD |
|---|---|---|
| Best Day | 30.55% | 37.65% |
| Worst Day | -13.18% | -21.83% |
| Best Week | 43.57% | 82.74% |
| Worst Week | -18.72% | -37.13% |
| Best Month | 48.81% | 67.74% |
| Worst Month | -16.12% | -39.0% |
| Best Year | 207.94% | 84.0% |
| Worst Year | -22.11% | -84.39% |
| Avg. Up Day | 2.24% | 4.3% |
| Avg. Down Day | -1.55% | -3.88% |
| Avg. Up Week | 6.5% | 13.39% |
| Avg. Down Week | -2.96% | -10.32% |
| Avg. Up Month | 20.4% | 31.06% |
| Avg. Down Month | -5.17% | -19.76% |
| Win Days % | 46.68% | 48.19% |
| Win Month % | 51.22% | 35.71% |
| Win Week % | 51.01% | 43.96% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 40.0% | 40.0% |