| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Time in Market | 58.0% | 99.0% |
| Cumulative Return | 88.0% | -54.36% |
| Max Drawdown | -46.47% | -68.24% |
| Sharpe | 2.07 | -1.14 |
| Sortino | 2.67 | -1.56 |
| Payoff Ratio | 1.03 | 1.21 |
| Profit Factor | 1.76 | 0.85 |
| Common Sense Ratio | 4.14 | 0.65 |
| CPC Index | 1.27 | 0.49 |
| Tail Ratio | 2.36 | 0.76 |
| Outlier Win Ratio | 8.2 | 2.92 |
| Outlier Loss Ratio | 3.03 | 2.78 |
| Volatility (ann.) | 89.37% | 103.54% |
| R^2 | 0.04 | 0.04 |
| Calmar | 6.54 | -1.21 |
| Skew | -3.44 | 0.1 |
| Kurtosis | 29.7 | 0.97 |
| Expected Daily % | 0.38% | -0.47% |
| Expected Monthly % | 11.09% | -12.25% |
| Expected Yearly % | 88.0% | -54.36% |
| Kelly Criterion | 41.81% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.19% | -9.24% |
| Expected Shortfall (cVaR) | -7.19% | -9.24% |
| Year | NEARUSD | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -54.36 | 88.00 | -1.62 | + |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| MTD | -2.73% | -8.66% |
| 3M | 26.5% | -13.07% |
| 6M | 88.0% | -54.36% |
| YTD | 88.0% | -54.36% |
| 1Y | 88.0% | -54.36% |
| 3Y (ann.) | 304.07% | -82.36% |
| 5Y (ann.) | 304.07% | -82.36% |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Max Drawdown | -46.47% | -68.24% |
| Longest DD Days | 40.0 | 158.0 |
| Avg. Drawdown | -7.16% | -34.45% |
| Avg. Drawdown Days | 10.0 | 80.0 |
| Recovery Factor | 1.89 | -0.8 |
| Ulcer Index | 1.06 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-03-03 | -46.47 | 36 |
| 2025-05-06 | 2025-06-15 | -16.23 | 40 |
| 2025-03-27 | 2025-04-08 | -10.71 | 12 |
| 2025-01-09 | 2025-01-16 | -6.66 | 7 |
| 2025-03-19 | 2025-03-20 | -5.18 | 1 |
| 2025-01-06 | 2025-01-07 | -0.15 | 1 |
| 2025-03-11 | 2025-03-15 | -0.11 | 4 |
| 2025-03-23 | 2025-03-25 | -0.10 | 2 |
| 2025-04-12 | 2025-04-13 | -0.10 | 1 |
| 2025-04-16 | 2025-04-20 | -0.09 | 4 |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Best Day | 12.88% | 19.8% |
| Worst Day | -38.48% | -16.87% |
| Best Week | 25.4% | 23.75% |
| Worst Week | -38.56% | -31.6% |
| Best Month | 32.35% | -2.54% |
| Worst Month | -2.73% | -33.75% |
| Best Year | 88.0% | -54.36% |
| Worst Year | 88.0% | -54.36% |
| Avg. Up Day | 3.75% | 5.34% |
| Avg. Down Day | -3.66% | -4.42% |
| Avg. Up Week | 8.51% | 7.07% |
| Avg. Down Week | -12.22% | -17.93% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -2.25% | -5.97% |
| Win Days % | 70.53% | 47.56% |
| Win Month % | 66.67% | 0.0% |
| Win Week % | 70.83% | 52.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |