| Metric | VOLUME | close |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 27.39% | 12.89% |
| Max Drawdown | -20.49% | -31.58% |
| Sharpe | 0.06 | 0.02 |
| Sortino | 0.06 | 0.03 |
| Payoff Ratio | 0.0 | 0.81 |
| Profit Factor | 1.87 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.41 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 415.11 | 2.26 |
| Outlier Loss Ratio | 0.09 | 2.17 |
| Volatility (ann.) | 0.68% | 1.41% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.85 | 1.07 |
| Skew | -388.75 | 0.02 |
| Kurtosis | 163079.08 | 29.18 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 4.12% | 2.04% |
| Expected Yearly % | 27.39% | 12.89% |
| Kelly Criterion | 23.04% | -11.09% |
| 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 | 27.39 | 2.12 | + |
| Metric | VOLUME | close |
|---|---|---|
| MTD | -1.53% | 0.77% |
| 3M | 16.28% | 22.59% |
| 6M | 27.39% | 12.89% |
| YTD | 27.39% | 12.89% |
| 1Y | 27.39% | 12.89% |
| 3Y (ann.) | 78.83% | 33.8% |
| 5Y (ann.) | 78.83% | 33.8% |
| Metric | VOLUME | close |
|---|---|---|
| Max Drawdown | -20.49% | -31.58% |
| Longest DD Days | 91.0 | 121.0 |
| Avg. Drawdown | -2.86% | -0.69% |
| Avg. Drawdown Days | 13.0 | 1.0 |
| Recovery Factor | 1.34 | 0.41 |
| Ulcer Index | 1.01 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-04 | -20.49 | 91 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-01-09 | 2025-01-12 | -0.15 | 3 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-01-25 | 2025-01-30 | -0.14 | 5 |
| 2025-05-17 | 2025-05-18 | -0.14 | 1 |
| 2025-05-09 | 2025-05-11 | -0.13 | 2 |
| 2025-05-25 | 2025-05-26 | -0.12 | 1 |
| Metric | VOLUME | close |
|---|---|---|
| Best Day | 0.22% | 1.97% |
| Worst Day | -15.38% | -1.58% |
| Best Week | 6.5% | 12.13% |
| Worst Week | -15.0% | -12.33% |
| Best Month | 18.12% | 14.11% |
| Worst Month | -7.25% | -17.69% |
| Best Year | 27.39% | 12.89% |
| Worst Year | 27.39% | 12.89% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -1.62% | -0.05% |
| Avg. Up Week | 3.3% | 3.78% |
| Avg. Down Week | -6.17% | -7.1% |
| Avg. Up Month | 13.78% | 11.62% |
| Avg. Down Month | -6.23% | -9.89% |
| Win Days % | 99.98% | 50.16% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 78.26% | 60.87% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |