| Metric | VOLUME | close |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 13.4% | 3.06% |
| Max Drawdown | -12.16% | -27.46% |
| Sharpe | 0.05 | 0.01 |
| Sortino | 0.05 | 0.02 |
| Payoff Ratio | 0.0 | 1.1 |
| Profit Factor | 1.47 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.56 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 433.83 | 2.27 |
| Outlier Loss Ratio | 0.16 | 2.16 |
| Volatility (ann.) | 0.51% | 1.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.79 | 0.35 |
| Skew | -228.24 | 0.12 |
| Kurtosis | 59862.12 | 25.26 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.55% | 0.6% |
| Expected Yearly % | 13.4% | 3.06% |
| Kelly Criterion | 11.04% | 5.3% |
| 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 | 3.06 | 13.40 | 4.38 | + |
| Metric | VOLUME | close |
|---|---|---|
| MTD | -2.4% | 0.77% |
| 3M | 22.49% | 22.59% |
| 6M | 13.4% | 3.06% |
| YTD | 13.4% | 3.06% |
| 1Y | 13.4% | 3.06% |
| 3Y (ann.) | 46.15% | 9.52% |
| 5Y (ann.) | 46.15% | 9.52% |
| Metric | VOLUME | close |
|---|---|---|
| Max Drawdown | -12.16% | -27.46% |
| Longest DD Days | 47.0 | 96.0 |
| Avg. Drawdown | -1.15% | -1.11% |
| Avg. Drawdown Days | 5.0 | 2.0 |
| Recovery Factor | 1.1 | 0.11 |
| Ulcer Index | 1.41 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-04-14 | -12.16 | 47 |
| 2025-05-29 | 2025-06-02 | -2.46 | 3 |
| 2025-02-05 | 2025-02-21 | -2.34 | 15 |
| 2025-04-19 | 2025-04-20 | -0.19 | 1 |
| 2025-05-01 | 2025-05-01 | -0.18 | 0 |
| 2025-05-13 | 2025-05-13 | -0.18 | 0 |
| 2025-02-01 | 2025-02-03 | -0.13 | 1 |
| 2025-02-22 | 2025-02-23 | -0.09 | 1 |
| 2025-04-15 | 2025-04-15 | -0.09 | 0 |
| 2025-04-23 | 2025-04-25 | -0.09 | 2 |
| Metric | VOLUME | close |
|---|---|---|
| Best Day | 0.09% | 1.62% |
| Worst Day | -8.11% | -1.53% |
| Best Week | 5.59% | 12.13% |
| Worst Week | -5.79% | -12.33% |
| Best Month | 13.52% | 14.11% |
| Worst Month | -4.29% | -17.61% |
| Best Year | 13.4% | 3.06% |
| Worst Year | 13.4% | 3.06% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.83% | -0.04% |
| Avg. Up Week | 2.46% | 3.06% |
| Avg. Down Week | -3.47% | -5.45% |
| Avg. Up Month | 12.01% | 12.61% |
| Avg. Down Month | -3.76% | -9.85% |
| Win Days % | 99.95% | 50.29% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 72.22% | 61.11% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |