| Metric | VOLUME | close |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 40.62% | 149.59% |
| Max Drawdown | -18.48% | -33.12% |
| Sharpe | 0.04 | 0.04 |
| Sortino | 0.04 | 0.05 |
| Payoff Ratio | 0.0 | 1.16 |
| Profit Factor | 1.3 | 1.01 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.59 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 602.43 | 2.42 |
| Outlier Loss Ratio | 0.2 | 2.4 |
| Volatility (ann.) | 0.51% | 1.64% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.46 | 2.72 |
| Skew | -250.54 | -0.37 |
| Kurtosis | 84903.93 | 35.18 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.91% | 5.21% |
| Expected Yearly % | 18.58% | 57.98% |
| Kelly Criterion | 32.56% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.04% | -0.14% |
| Expected Shortfall (cVaR) | -0.04% | -0.14% |
| Year | close | VOLUME | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 120.69 | 37.09 | 0.31 | - |
| 2025 | 13.09 | 2.58 | 0.20 | - |
| Metric | VOLUME | close |
|---|---|---|
| MTD | 0.82% | 0.89% |
| 3M | 7.95% | 21.01% |
| 6M | 0.18% | 10.13% |
| YTD | 2.58% | 13.09% |
| 1Y | 3.35% | 53.48% |
| 3Y (ann.) | 27.03% | 90.03% |
| 5Y (ann.) | 27.03% | 90.03% |
| Metric | VOLUME | close |
|---|---|---|
| Max Drawdown | -18.48% | -33.12% |
| Longest DD Days | 168.0 | 236.0 |
| Avg. Drawdown | -2.09% | -0.81% |
| Avg. Drawdown Days | 16.0 | 1.0 |
| Recovery Factor | 2.2 | 4.52 |
| Ulcer Index | 1.01 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-04 | -18.48 | 168 |
| 2024-06-05 | 2024-11-20 | -14.83 | 167 |
| 2024-01-12 | 2024-02-13 | -9.80 | 31 |
| 2024-04-14 | 2024-05-18 | -4.97 | 34 |
| 2024-03-17 | 2024-03-28 | -4.09 | 11 |
| 2024-11-24 | 2024-12-05 | -1.69 | 11 |
| 2024-04-02 | 2024-04-08 | -1.16 | 6 |
| 2024-12-10 | 2024-12-11 | -0.20 | 1 |
| 2024-06-01 | 2024-06-03 | -0.13 | 2 |
| 2024-02-26 | 2024-02-26 | -0.08 | 0 |
| Metric | VOLUME | close |
|---|---|---|
| Best Day | 0.23% | 2.8% |
| Worst Day | -12.53% | -3.56% |
| Best Week | 11.46% | 23.06% |
| Worst Week | -12.73% | -12.33% |
| Best Month | 22.35% | 43.77% |
| Worst Month | -15.28% | -17.69% |
| Best Year | 37.09% | 120.69% |
| Worst Year | 2.58% | 13.09% |
| Avg. Up Day | 0.0% | 0.05% |
| Avg. Down Day | -0.6% | -0.04% |
| Avg. Up Week | 2.97% | 6.09% |
| Avg. Down Week | -3.05% | -4.34% |
| Avg. Up Month | 5.79% | 15.11% |
| Avg. Down Month | -6.32% | -10.35% |
| Win Days % | 99.95% | 50.2% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 64.47% | 53.95% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |