| Metric | VOLUME | close |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 18.48% | 25.18% |
| Max Drawdown | -8.21% | -21.56% |
| Sharpe | 0.09 | 0.05 |
| Sortino | 0.09 | 0.07 |
| Payoff Ratio | 0.0 | 1.09 |
| Profit Factor | 1.85 | 1.01 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.55 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 358.15 | 2.27 |
| Outlier Loss Ratio | 0.16 | 2.16 |
| Volatility (ann.) | 0.51% | 1.35% |
| R^2 | 0.0 | 0.0 |
| Calmar | 11.52 | 6.56 |
| Skew | -244.82 | 0.14 |
| Kurtosis | 67346.27 | 26.28 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 4.33% | 5.78% |
| Expected Yearly % | 18.48% | 25.18% |
| Kelly Criterion | 23.69% | 4.84% |
| 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 | 25.18 | 18.48 | 0.73 | - |
| Metric | VOLUME | close |
|---|---|---|
| MTD | -2.4% | 0.77% |
| 3M | 22.49% | 22.59% |
| 6M | 18.48% | 25.18% |
| YTD | 18.48% | 25.18% |
| 1Y | 18.48% | 25.18% |
| 3Y (ann.) | 94.56% | 141.47% |
| 5Y (ann.) | 94.56% | 141.47% |
| Metric | VOLUME | close |
|---|---|---|
| Max Drawdown | -8.21% | -21.56% |
| Longest DD Days | 16.0 | 53.0 |
| Avg. Drawdown | -1.2% | -0.68% |
| Avg. Drawdown Days | 3.0 | 1.0 |
| Recovery Factor | 2.25 | 1.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-03-25 | -8.21 | 15 |
| 2025-03-26 | 2025-04-11 | -3.75 | 16 |
| 2025-03-01 | 2025-03-05 | -3.37 | 3 |
| 2025-05-29 | 2025-06-02 | -2.46 | 3 |
| 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 |
| 2025-03-06 | 2025-03-06 | -0.10 | 0 |
| 2025-04-15 | 2025-04-15 | -0.09 | 0 |
| 2025-04-23 | 2025-04-25 | -0.09 | 2 |
| Metric | VOLUME | close |
|---|---|---|
| Best Day | 0.08% | 1.62% |
| Worst Day | -8.11% | -1.53% |
| Best Week | 5.59% | 12.13% |
| Worst Week | -5.79% | -3.22% |
| Best Month | 13.52% | 14.11% |
| Worst Month | -3.23% | -2.02% |
| Best Year | 18.48% | 25.18% |
| Worst Year | 18.48% | 25.18% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.9% | -0.04% |
| Avg. Up Week | 2.67% | 3.3% |
| Avg. Down Week | -3.82% | -1.92% |
| Avg. Up Month | 12.01% | 12.61% |
| Avg. Down Month | -3.23% | -2.02% |
| Win Days % | 99.96% | 50.33% |
| Win Month % | 50.0% | 75.0% |
| Win Week % | 78.57% | 71.43% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |