| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_daily_ | DOTUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 82.33% | -37.26% |
| Max Drawdown | -20.96% | -70.49% |
| Sharpe | 1.33 | -0.06 |
| Sortino | 2.44 | -0.09 |
| Payoff Ratio | 1.45 | 1.07 |
| Profit Factor | 1.32 | 0.99 |
| Common Sense Ratio | 1.53 | 1.14 |
| CPC Index | 0.89 | 0.5 |
| Tail Ratio | 1.16 | 1.15 |
| Outlier Win Ratio | 8.52 | 3.26 |
| Outlier Loss Ratio | 7.26 | 2.76 |
| Volatility (ann.) | 46.16% | 83.58% |
| R^2 | 0.59 | 0.59 |
| Calmar | 3.18 | -0.46 |
| Skew | 2.72 | 0.56 |
| Kurtosis | 22.65 | 4.87 |
| Expected Daily % | 0.14% | -0.11% |
| Expected Monthly % | 4.09% | -3.06% |
| Expected Yearly % | 35.03% | -20.79% |
| Kelly Criterion | 9.34% | -1.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.81% | -7.21% |
| Expected Shortfall (cVaR) | -3.81% | -7.21% |
| Year | DOTUSD | configs_sql/hl_close/c/dotusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 74.13 | -12.87 | + |
| 2025 | -33.43 | 4.70 | -0.14 | + |
| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_daily_ | DOTUSD |
|---|---|---|
| MTD | 17.73% | 29.83% |
| 3M | 5.62% | 21.35% |
| 6M | 4.72% | -38.31% |
| YTD | 4.7% | -33.43% |
| 1Y | 94.87% | -27.59% |
| 3Y (ann.) | 66.7% | -32.74% |
| 5Y (ann.) | 66.7% | -32.74% |
| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_daily_ | DOTUSD |
|---|---|---|
| Max Drawdown | -20.96% | -70.49% |
| Longest DD Days | 224.0 | 224.0 |
| Avg. Drawdown | -7.25% | -17.95% |
| Avg. Drawdown Days | 37.0 | 52.0 |
| Recovery Factor | 3.93 | -0.53 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-19 | -20.96 | 224 |
| 2024-05-28 | 2024-11-10 | -18.78 | 166 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2024-11-19 | 2024-11-22 | -4.75 | 3 |
| 2024-12-03 | 2024-12-04 | -1.96 | 1 |
| 2024-12-05 | 2024-12-06 | -0.96 | 1 |
| 2024-11-30 | 2024-12-01 | -0.74 | 1 |
| 2024-05-22 | 2024-05-25 | -0.23 | 3 |
| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_daily_ | DOTUSD |
|---|---|---|
| Best Day | 22.97% | 28.35% |
| Worst Day | -7.99% | -18.52% |
| Best Week | 29.38% | 35.94% |
| Worst Week | -15.46% | -27.32% |
| Best Month | 84.2% | 126.38% |
| Worst Month | -15.43% | -25.97% |
| Best Year | 74.13% | -5.76% |
| Worst Year | 4.7% | -33.43% |
| Avg. Up Day | 1.78% | 3.36% |
| Avg. Down Day | -1.23% | -3.15% |
| Avg. Up Week | 6.99% | 12.91% |
| Avg. Down Week | -3.07% | -8.4% |
| Avg. Up Month | 37.09% | 52.45% |
| Avg. Down Month | -3.55% | -14.28% |
| Win Days % | 46.41% | 47.66% |
| Win Month % | 46.67% | 33.33% |
| Win Week % | 50.85% | 38.1% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |