| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 150.25% | -42.79% |
| Max Drawdown | -117.29% | -65.78% |
| Sharpe | 1.61 | -0.71 |
| Sortino | 40.17 | -1.02 |
| Payoff Ratio | 304634.6 | 1.23 |
| Profit Factor | 11.29 | 0.9 |
| Common Sense Ratio | 157.06 | 0.83 |
| CPC Index | 0.02 | 0.33 |
| Tail Ratio | 0.0 | 0.92 |
| Outlier Win Ratio | 2.56 | 730713.51 |
| Outlier Loss Ratio | 5.57 | 143230.12 |
| Volatility (ann.) | 2841.41% | 101.59% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.99 | -1.08 |
| Skew | 12.09 | 0.42 |
| Kurtosis | 150.49 | 2.52 |
| Expected Daily % | -100.0% | -0.34% |
| Expected Monthly % | -100.0% | -8.89% |
| Expected Yearly % | -100.0% | -42.79% |
| Kelly Criterion | -2246.22% | -21.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9215582.88% | -8.94% |
| Expected Shortfall (cVaR) | -28309655.26% | -8.94% |
| Year | DOGEUSD | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -42.79 | 150.25 | -3.51 | + |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| MTD | -19.24% | -7.02% |
| 3M | 506.41% | 4.67% |
| 6M | 150.25% | -42.79% |
| YTD | 150.25% | -42.79% |
| 1Y | 150.25% | -42.79% |
| 3Y (ann.) | -100.0% | -71.14% |
| 5Y (ann.) | -100.0% | -71.14% |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -117.29% | -65.78% |
| Longest DD Days | 90.0 | 146.0 |
| Avg. Drawdown | -16.39% | -42.11% |
| Avg. Drawdown Days | 15.0 | 79.0 |
| Recovery Factor | -0.99 | -0.65 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-04-05 | -117.29 | 90 |
| 2025-06-03 | 2025-06-14 | -25.95 | 11 |
| 2025-04-16 | 2025-04-23 | -2.40 | 7 |
| 2025-04-28 | 2025-05-09 | -1.15 | 11 |
| 2025-04-07 | 2025-04-10 | -0.25 | 3 |
| 2025-04-24 | 2025-04-27 | -0.17 | 3 |
| 2025-05-18 | 2025-05-19 | -0.12 | 1 |
| 2025-05-22 | 2025-05-23 | -0.11 | 1 |
| 2025-05-26 | 2025-05-30 | -0.10 | 4 |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Best Day | 74167879.79% | 21.78% |
| Worst Day | -2166971.08% | -17.02% |
| Best Week | 0.0% | 17.13% |
| Worst Week | -100.0% | -25.14% |
| Best Month | -100.0% | 11.04% |
| Worst Month | -100.0% | -37.73% |
| Best Year | -100.0% | -42.79% |
| Worst Year | -100.0% | -42.79% |
| Avg. Up Day | 22484699.49% | 3.85% |
| Avg. Down Day | -89358.51% | -3.65% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -100.0% | -10.67% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -100.0% | -21.34% |
| Win Days % | 6.67% | 45.73% |
| Win Month % | 0.0% | 50.0% |
| Win Week % | 0.0% | 44.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |