| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 75.12% | -42.79% |
| Max Drawdown | -64.59% | -65.78% |
| Sharpe | 1.65 | -0.71 |
| Sortino | 2.3 | -1.02 |
| Payoff Ratio | 1.1 | 2.08 |
| Profit Factor | 1.53 | 0.9 |
| Common Sense Ratio | 2.29 | 0.83 |
| CPC Index | 1.01 | 0.86 |
| Tail Ratio | 1.5 | 0.92 |
| Outlier Win Ratio | 7.71 | 4.42 |
| Outlier Loss Ratio | 3.89 | 5.51 |
| Volatility (ann.) | 133.14% | 101.59% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.84 | -1.08 |
| Skew | -1.14 | 0.42 |
| Kurtosis | 9.39 | 2.52 |
| Expected Daily % | 0.34% | -0.34% |
| Expected Monthly % | 9.79% | -8.89% |
| Expected Yearly % | 75.12% | -42.79% |
| Kelly Criterion | 23.77% | 19.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.86% | -8.94% |
| Expected Shortfall (cVaR) | -10.86% | -8.94% |
| Year | DOGEUSD | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -42.79 | 75.12 | -1.76 | + |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| MTD | -14.55% | -7.02% |
| 3M | 147.93% | 4.67% |
| 6M | 75.12% | -42.79% |
| YTD | 75.12% | -42.79% |
| 1Y | 75.12% | -42.79% |
| 3Y (ann.) | 248.01% | -71.14% |
| 5Y (ann.) | 248.01% | -71.14% |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -64.59% | -65.78% |
| Longest DD Days | 90.0 | 146.0 |
| Avg. Drawdown | -9.67% | -42.11% |
| Avg. Drawdown Days | 15.0 | 79.0 |
| Recovery Factor | 1.16 | -0.65 |
| Ulcer Index | 1.07 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-04-05 | -64.59 | 90 |
| 2025-06-03 | 2025-06-14 | -19.62 | 11 |
| 2025-04-16 | 2025-04-23 | -1.51 | 7 |
| 2025-04-28 | 2025-05-09 | -0.78 | 11 |
| 2025-04-07 | 2025-04-10 | -0.14 | 3 |
| 2025-04-24 | 2025-04-27 | -0.11 | 3 |
| 2025-05-18 | 2025-05-19 | -0.09 | 1 |
| 2025-05-22 | 2025-05-23 | -0.08 | 1 |
| 2025-05-26 | 2025-05-30 | -0.08 | 4 |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Best Day | 25.86% | 21.78% |
| Worst Day | -35.08% | -17.02% |
| Best Week | 35.63% | 17.13% |
| Worst Week | -46.7% | -25.14% |
| Best Month | 110.79% | 11.04% |
| Worst Month | -56.83% | -37.73% |
| Best Year | 75.12% | -42.79% |
| Worst Year | 75.12% | -42.79% |
| Avg. Up Day | 7.06% | 6.52% |
| Avg. Down Day | -6.39% | -3.13% |
| Avg. Up Week | 10.05% | 9.59% |
| Avg. Down Week | -25.25% | -15.06% |
| Avg. Up Month | 33.46% | 7.0% |
| Avg. Down Month | -35.69% | -22.37% |
| Win Days % | 60.0% | 45.73% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 75.0% | 44.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |