| Metric | VOLUME | close |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 44.28% | 12.89% |
| Max Drawdown | -17.15% | -31.58% |
| Sharpe | 0.1 | 0.02 |
| Sortino | 0.1 | 0.03 |
| Payoff Ratio | 0.0 | 1.09 |
| Profit Factor | 1.82 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.55 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 273.31 | 2.27 |
| Outlier Loss Ratio | 0.12 | 2.17 |
| Volatility (ann.) | 0.66% | 1.41% |
| R^2 | 0.0 | 0.0 |
| Calmar | 8.23 | 1.07 |
| Skew | -241.65 | 0.02 |
| Kurtosis | 68886.75 | 29.18 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 6.3% | 2.04% |
| Expected Yearly % | 44.28% | 12.89% |
| Kelly Criterion | 31.25% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.06% | -0.12% |
| Expected Shortfall (cVaR) | -0.06% | -0.12% |
| Year | close | VOLUME | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.89 | 44.28 | 3.44 | + |
| Metric | VOLUME | close |
|---|---|---|
| MTD | -3.21% | 0.77% |
| 3M | 32.85% | 22.59% |
| 6M | 44.28% | 12.89% |
| YTD | 44.28% | 12.89% |
| 1Y | 44.28% | 12.89% |
| 3Y (ann.) | 141.17% | 33.8% |
| 5Y (ann.) | 141.17% | 33.8% |
| Metric | VOLUME | close |
|---|---|---|
| Max Drawdown | -17.15% | -31.58% |
| Longest DD Days | 47.0 | 121.0 |
| Avg. Drawdown | -1.49% | -0.69% |
| Avg. Drawdown Days | 5.0 | 1.0 |
| Recovery Factor | 2.58 | 0.41 |
| Ulcer Index | 1.01 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-04-14 | -17.15 | 47 |
| 2025-01-25 | 2025-02-21 | -3.39 | 27 |
| 2025-05-29 | 2025-06-02 | -3.29 | 3 |
| 2025-01-08 | 2025-01-15 | -2.28 | 6 |
| 2025-04-19 | 2025-04-20 | -0.27 | 1 |
| 2025-05-01 | 2025-05-01 | -0.25 | 0 |
| 2025-05-13 | 2025-05-13 | -0.25 | 0 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-01-21 | 2025-01-21 | -0.14 | 0 |
| Metric | VOLUME | close |
|---|---|---|
| Best Day | 0.28% | 1.97% |
| Worst Day | -11.65% | -1.58% |
| Best Week | 8.97% | 12.13% |
| Worst Week | -8.32% | -12.33% |
| Best Month | 21.32% | 14.11% |
| Worst Month | -6.05% | -17.69% |
| Best Year | 44.28% | 12.89% |
| Worst Year | 44.28% | 12.89% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -1.07% | -0.04% |
| Avg. Up Week | 4.09% | 3.56% |
| Avg. Down Week | -4.03% | -4.85% |
| Avg. Up Month | 18.53% | 11.62% |
| Avg. Down Month | -5.35% | -9.89% |
| Win Days % | 99.95% | 50.16% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 73.91% | 60.87% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |