| Metric | pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Time in Market | 18.0% | 74.0% |
| Cumulative Return | 11.55% | -44.09% |
| Max Drawdown | -58.1% | -75.95% |
| Sharpe | 0.02 | -0.0 |
| Sortino | 0.03 | -0.01 |
| Payoff Ratio | 0.0 | 1.21 |
| Profit Factor | 1.21 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.6 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 276.06 | 2.39 |
| Outlier Loss Ratio | 0.09 | 1.38 |
| Volatility (ann.) | 2.78% | 3.8% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.47 | -0.96 |
| Skew | -64.56 | 0.1 |
| Kurtosis | 14622.97 | 126.19 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 1.84% | -9.24% |
| Expected Yearly % | 11.55% | -44.09% |
| Kelly Criterion | 57.63% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -0.33% |
| Expected Shortfall (cVaR) | -0.24% | -0.33% |
| Year | PEPEUSD | pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -44.09 | 11.55 | -0.26 | + |
| Metric | pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| MTD | -1.83% | -4.12% |
| 3M | 98.7% | 58.22% |
| 6M | 11.55% | -44.09% |
| YTD | 11.55% | -44.09% |
| 1Y | 11.55% | -44.09% |
| 3Y (ann.) | 27.54% | -72.59% |
| 5Y (ann.) | 27.54% | -72.59% |
| Metric | pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Max Drawdown | -58.1% | -75.95% |
| Longest DD Days | 136.0 | 161.0 |
| Avg. Drawdown | -25.07% | -4.11% |
| Avg. Drawdown Days | 51.0 | 6.0 |
| Recovery Factor | 0.2 | -0.58 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-05-21 | -58.10 | 136 |
| 2025-05-29 | 2025-06-14 | -17.05 | 16 |
| 2025-05-25 | 2025-05-26 | -0.07 | 0 |
| Metric | pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Best Day | 14.29% | 11.02% |
| Worst Day | -24.76% | -10.11% |
| Best Week | 17.93% | 42.18% |
| Worst Week | -24.0% | -35.69% |
| Best Month | 30.82% | 30.9% |
| Worst Month | -22.81% | -42.9% |
| Best Year | 11.55% | -44.09% |
| Worst Year | 11.55% | -44.09% |
| Avg. Up Day | 0.01% | 0.19% |
| Avg. Down Day | -3.73% | -0.16% |
| Avg. Up Week | 10.76% | 9.11% |
| Avg. Down Week | -9.5% | -13.36% |
| Avg. Up Month | 25.17% | 27.25% |
| Avg. Down Month | -15.57% | -25.87% |
| Win Days % | 99.85% | 50.11% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 52.0% | 48.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |