| Metric | nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Time in Market | 19.0% | 90.0% |
| Cumulative Return | 44.0% | -54.62% |
| Max Drawdown | -26.97% | -70.77% |
| Sharpe | 0.05 | -0.03 |
| Sortino | 0.06 | -0.04 |
| Payoff Ratio | 0.02 | 0.85 |
| Profit Factor | 1.56 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.03 | 0.42 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 375.23 | 2.05 |
| Outlier Loss Ratio | 0.16 | 1.65 |
| Volatility (ann.) | 1.48% | 2.88% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.6 | -1.17 |
| Skew | -108.01 | -0.61 |
| Kurtosis | 29730.17 | 76.99 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 6.27% | -12.34% |
| Expected Yearly % | 44.0% | -54.62% |
| Kelly Criterion | 92.16% | -8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.13% | -0.25% |
| Expected Shortfall (cVaR) | -0.13% | -0.25% |
| Year | NEARUSD | nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -54.62 | 44.00 | -0.81 | + |
| Metric | nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| MTD | -1.8% | -8.22% |
| 3M | 12.4% | -15.86% |
| 6M | 44.0% | -54.62% |
| YTD | 44.0% | -54.62% |
| 1Y | 44.0% | -54.62% |
| 3Y (ann.) | 124.03% | -82.59% |
| 5Y (ann.) | 124.03% | -82.59% |
| Metric | nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Max Drawdown | -26.97% | -70.77% |
| Longest DD Days | 44.0 | 159.0 |
| Avg. Drawdown | -3.55% | -1.18% |
| Avg. Drawdown Days | 7.0 | 1.0 |
| Recovery Factor | 1.63 | -0.77 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-03-02 | -26.97 | 36 |
| 2025-05-01 | 2025-06-15 | -12.16 | 44 |
| 2025-03-26 | 2025-04-07 | -10.16 | 12 |
| 2025-01-09 | 2025-01-15 | -3.61 | 6 |
| 2025-03-14 | 2025-03-19 | -3.22 | 5 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-17 | 2025-01-17 | -0.07 | 0 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| 2025-03-06 | 2025-03-06 | -0.07 | 0 |
| 2025-03-10 | 2025-03-14 | -0.06 | 4 |
| Metric | nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Best Day | 5.48% | 5.95% |
| Worst Day | -20.94% | -8.17% |
| Best Week | 16.21% | 27.54% |
| Worst Week | -21.07% | -30.59% |
| Best Month | 19.34% | -1.66% |
| Worst Month | -1.8% | -33.64% |
| Best Year | 44.0% | -54.62% |
| Worst Year | 44.0% | -54.62% |
| Avg. Up Day | 0.01% | 0.11% |
| Avg. Down Day | -0.31% | -0.13% |
| Avg. Up Week | 6.16% | 12.49% |
| Avg. Down Week | -6.93% | -10.52% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.48% | -4.94% |
| Win Days % | 99.86% | 50.15% |
| Win Month % | 66.67% | 0.0% |
| Win Week % | 72.0% | 32.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |