| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_ | DOTUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 84.17% | -36.25% |
| Max Drawdown | -20.96% | -70.49% |
| Sharpe | 1.34 | -0.04 |
| Sortino | 2.47 | -0.06 |
| Payoff Ratio | 1.44 | 1.06 |
| Profit Factor | 1.32 | 0.99 |
| Common Sense Ratio | 1.54 | 1.14 |
| CPC Index | 0.89 | 0.5 |
| Tail Ratio | 1.16 | 1.15 |
| Outlier Win Ratio | 8.53 | 3.27 |
| Outlier Loss Ratio | 7.25 | 2.76 |
| Volatility (ann.) | 46.11% | 83.5% |
| R^2 | 0.59 | 0.59 |
| Calmar | 3.24 | -0.45 |
| Skew | 2.72 | 0.56 |
| Kurtosis | 22.69 | 4.88 |
| Expected Daily % | 0.14% | -0.1% |
| Expected Monthly % | 4.16% | -2.96% |
| Expected Yearly % | 35.71% | -20.16% |
| Kelly Criterion | 9.5% | -1.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.8% | -7.2% |
| Expected Shortfall (cVaR) | -3.8% | -7.2% |
| Year | DOTUSD | configs_sql/hl_close/c/dotusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 74.13 | -12.87 | + |
| 2025 | -32.36 | 5.76 | -0.18 | + |
| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_ | DOTUSD |
|---|---|---|
| MTD | 18.92% | 31.92% |
| 3M | 6.19% | 22.06% |
| 6M | 5.57% | -40.3% |
| YTD | 5.76% | -32.36% |
| 1Y | 95.19% | -29.32% |
| 3Y (ann.) | 67.93% | -31.76% |
| 5Y (ann.) | 67.93% | -31.76% |
| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_ | DOTUSD |
|---|---|---|
| Max Drawdown | -20.96% | -70.49% |
| Longest DD Days | 225.0 | 225.0 |
| Avg. Drawdown | -7.25% | -17.95% |
| Avg. Drawdown Days | 37.0 | 52.0 |
| Recovery Factor | 4.02 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -20.96 | 225 |
| 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_ | 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 | 5.76% | -32.36% |
| Avg. Up Day | 1.77% | 3.35% |
| Avg. Down Day | -1.23% | -3.15% |
| Avg. Up Week | 7.04% | 12.99% |
| Avg. Down Week | -3.07% | -8.4% |
| Avg. Up Month | 37.49% | 53.15% |
| Avg. Down Month | -3.55% | -14.28% |
| Win Days % | 46.56% | 47.79% |
| Win Month % | 46.67% | 33.33% |
| Win Week % | 50.85% | 38.1% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |