| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 37.56% | -42.79% |
| Max Drawdown | -34.02% | -65.78% |
| Sharpe | 1.48 | -0.71 |
| Sortino | 1.96 | -1.02 |
| Payoff Ratio | 1.12 | 2.08 |
| Profit Factor | 1.45 | 0.9 |
| Common Sense Ratio | 2.33 | 0.83 |
| CPC Index | 0.97 | 0.86 |
| Tail Ratio | 1.61 | 0.92 |
| Outlier Win Ratio | 10.82 | 2.84 |
| Outlier Loss Ratio | 5.22 | 3.58 |
| Volatility (ann.) | 60.73% | 101.59% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.04 | -1.08 |
| Skew | -1.78 | 0.42 |
| Kurtosis | 9.39 | 2.52 |
| Expected Daily % | 0.19% | -0.34% |
| Expected Monthly % | 5.46% | -8.89% |
| Expected Yearly % | 37.56% | -42.79% |
| Kelly Criterion | 24.17% | 19.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.98% | -8.94% |
| Expected Shortfall (cVaR) | -4.98% | -8.94% |
| Year | DOGEUSD | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -42.79 | 37.56 | -0.88 | + |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| MTD | -9.78% | -7.02% |
| 3M | 61.24% | 4.67% |
| 6M | 37.56% | -42.79% |
| YTD | 37.56% | -42.79% |
| 1Y | 37.56% | -42.79% |
| 3Y (ann.) | 103.35% | -71.14% |
| 5Y (ann.) | 103.35% | -71.14% |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -34.02% | -65.78% |
| Longest DD Days | 90.0 | 146.0 |
| Avg. Drawdown | -5.43% | -42.11% |
| Avg. Drawdown Days | 15.0 | 79.0 |
| Recovery Factor | 1.1 | -0.65 |
| Ulcer Index | 1.09 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-04-05 | -34.02 | 90 |
| 2025-06-03 | 2025-06-14 | -13.18 | 11 |
| 2025-04-16 | 2025-04-23 | -0.87 | 7 |
| 2025-04-28 | 2025-05-09 | -0.47 | 11 |
| 2025-04-07 | 2025-04-10 | -0.07 | 3 |
| 2025-04-24 | 2025-04-27 | -0.07 | 3 |
| 2025-05-18 | 2025-05-19 | -0.06 | 1 |
| 2025-05-22 | 2025-05-23 | -0.05 | 1 |
| 2025-05-26 | 2025-05-30 | -0.05 | 4 |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Best Day | 7.31% | 21.78% |
| Worst Day | -16.85% | -17.02% |
| Best Week | 11.11% | 17.13% |
| Worst Week | -21.21% | -25.14% |
| Best Month | 34.04% | 11.04% |
| Worst Month | -28.8% | -37.73% |
| Best Year | 37.56% | -42.79% |
| Worst Year | 37.56% | -42.79% |
| Avg. Up Day | 3.36% | 6.52% |
| Avg. Down Day | -3.01% | -3.13% |
| Avg. Up Week | 5.19% | 9.59% |
| Avg. Down Week | -12.9% | -15.06% |
| Avg. Up Month | 17.55% | 7.0% |
| Avg. Down Month | -19.29% | -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% |