| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_daily_ | DOGEUSD |
|---|---|---|
| Time in Market | 83.0% | 99.0% |
| Cumulative Return | 192.9% | 42.95% |
| Max Drawdown | -29.69% | -69.57% |
| Sharpe | 1.56 | 0.74 |
| Sortino | 3.05 | 1.14 |
| Payoff Ratio | 1.52 | 1.13 |
| Profit Factor | 1.42 | 1.11 |
| Common Sense Ratio | 1.83 | 1.19 |
| CPC Index | 1.01 | 0.62 |
| Tail Ratio | 1.29 | 1.07 |
| Outlier Win Ratio | 8.65 | 3.41 |
| Outlier Loss Ratio | 7.14 | 2.84 |
| Volatility (ann.) | 59.39% | 97.34% |
| R^2 | 0.5 | 0.5 |
| Calmar | 3.85 | 0.41 |
| Skew | 2.9 | 0.58 |
| Kurtosis | 21.95 | 3.74 |
| Expected Daily % | 0.21% | 0.07% |
| Expected Monthly % | 6.15% | 2.01% |
| Expected Yearly % | 71.14% | 19.56% |
| Kelly Criterion | 12.01% | 4.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.86% | -8.18% |
| Expected Shortfall (cVaR) | -4.86% | -8.18% |
| Year | DOGEUSD | configs_sql/hl_close/c/dogeusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.69 | 216.97 | 1.96 | + |
| 2025 | -32.15 | -7.59 | 0.24 | + |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_daily_ | DOGEUSD |
|---|---|---|
| MTD | 8.4% | -8.12% |
| 3M | 13.29% | 8.35% |
| 6M | -9.13% | 27.68% |
| YTD | -7.59% | -32.15% |
| 1Y | 228.03% | 92.1% |
| 3Y (ann.) | 114.18% | 28.82% |
| 5Y (ann.) | 114.18% | 28.82% |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_daily_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -29.69% | -69.57% |
| Longest DD Days | 230.0 | 308.0 |
| Avg. Drawdown | -13.52% | -18.84% |
| Avg. Drawdown Days | 54.0 | 55.0 |
| Recovery Factor | 6.5 | 0.62 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-21 | 2025-10-13 | -29.69 | 84 |
| 2024-07-22 | 2024-10-28 | -29.46 | 98 |
| 2024-12-02 | 2025-07-20 | -23.49 | 230 |
| 2024-10-30 | 2024-11-06 | -13.32 | 7 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-11-24 | 2024-12-01 | -8.91 | 7 |
| 2024-05-25 | 2024-07-13 | -3.06 | 49 |
| 2024-07-16 | 2024-07-19 | -2.83 | 3 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_daily_ | DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -11.13% | -20.88% |
| Best Week | 88.7% | 88.72% |
| Worst Week | -15.83% | -25.02% |
| Best Month | 157.61% | 161.4% |
| Worst Month | -12.56% | -38.67% |
| Best Year | 216.97% | 110.69% |
| Worst Year | -7.59% | -32.15% |
| Avg. Up Day | 2.24% | 4.01% |
| Avg. Down Day | -1.48% | -3.56% |
| Avg. Up Week | 8.67% | 13.63% |
| Avg. Down Week | -2.34% | -9.21% |
| Avg. Up Month | 33.81% | 40.63% |
| Avg. Down Month | -5.29% | -22.89% |
| Win Days % | 46.93% | 49.61% |
| Win Month % | 55.56% | 55.56% |
| Win Week % | 47.06% | 47.37% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 50.0% |