| Metric | VOLUME | close |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 23.23% | 11.19% |
| Max Drawdown | -13.99% | -31.58% |
| Sharpe | 0.07 | 0.02 |
| Sortino | 0.07 | 0.03 |
| Payoff Ratio | 0.0 | 0.79 |
| Profit Factor | 1.8 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.4 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 470.21 | 2.26 |
| Outlier Loss Ratio | 0.11 | 2.17 |
| Volatility (ann.) | 0.5% | 1.41% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.66 | 0.92 |
| Skew | -342.67 | 0.02 |
| Kurtosis | 134011.88 | 29.16 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.54% | 1.78% |
| Expected Yearly % | 23.23% | 11.19% |
| Kelly Criterion | 70.3% | -13.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.04% | -0.12% |
| Expected Shortfall (cVaR) | -0.04% | -0.12% |
| Year | close | VOLUME | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.19 | 23.23 | 2.08 | + |
| Metric | VOLUME | close |
|---|---|---|
| MTD | -2.57% | -0.28% |
| 3M | 16.46% | 10.7% |
| 6M | 23.23% | 11.19% |
| YTD | 23.23% | 11.19% |
| 1Y | 23.23% | 11.19% |
| 3Y (ann.) | 65.14% | 28.99% |
| 5Y (ann.) | 65.14% | 28.99% |
| Metric | VOLUME | close |
|---|---|---|
| Max Drawdown | -13.99% | -31.58% |
| Longest DD Days | 79.0 | 121.0 |
| Avg. Drawdown | -1.78% | -0.67% |
| Avg. Drawdown Days | 10.0 | 1.0 |
| Recovery Factor | 1.66 | 0.35 |
| Ulcer Index | 1.01 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-04-22 | -13.99 | 79 |
| 2025-06-02 | 2025-06-02 | -2.57 | 0 |
| 2025-01-25 | 2025-01-31 | -0.22 | 5 |
| 2025-05-17 | 2025-05-18 | -0.17 | 1 |
| 2025-01-09 | 2025-01-11 | -0.15 | 2 |
| 2025-01-17 | 2025-01-20 | -0.14 | 2 |
| 2025-04-23 | 2025-04-25 | -0.14 | 2 |
| 2025-05-01 | 2025-05-08 | -0.14 | 6 |
| 2025-05-09 | 2025-05-11 | -0.14 | 1 |
| 2025-05-25 | 2025-05-26 | -0.13 | 0 |
| Metric | VOLUME | close |
|---|---|---|
| Best Day | 0.25% | 1.97% |
| Worst Day | -10.72% | -1.58% |
| Best Week | 7.12% | 12.13% |
| Worst Week | -10.86% | -12.33% |
| Best Month | 15.45% | 14.11% |
| Worst Month | -6.2% | -17.69% |
| Best Year | 23.23% | 11.19% |
| Worst Year | 23.23% | 11.19% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.5% | -0.05% |
| Avg. Up Week | 2.67% | 3.74% |
| Avg. Down Week | -5.43% | -7.1% |
| Avg. Up Month | 12.35% | 11.45% |
| Avg. Down Month | -4.54% | -6.69% |
| Win Days % | 99.97% | 50.17% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 78.26% | 60.87% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |