| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Time in Market | 16.0% | 99.0% |
| Cumulative Return | 112.69% | -43.66% |
| Max Drawdown | -92.21% | -69.89% |
| Sharpe | -1.07 | -0.02 |
| Sortino | -1.07 | -0.03 |
| Payoff Ratio | 0.32 | 0.98 |
| Profit Factor | 0.26 | 1.0 |
| Common Sense Ratio | 0.24 | 0.98 |
| CPC Index | 0.04 | 0.49 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 13.01 | 15.42 |
| Outlier Loss Ratio | 0.34 | 17.51 |
| Volatility (ann.) | 9.15% | 2.79% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | -1.03 |
| Skew | -17.28 | 0.18 |
| Kurtosis | 306.75 | 30.69 |
| Expected Daily % | -100.0% | -0.0% |
| Expected Monthly % | -100.0% | -9.12% |
| Expected Yearly % | -100.0% | -43.66% |
| Kelly Criterion | -108.52% | -0.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.21% | -0.24% |
| Expected Shortfall (cVaR) | -9.21% | -0.24% |
| Year | DOGEUSD | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -43.66 | 112.69 | -2.58 | + |
| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| MTD | -17.37% | -7.76% |
| 3M | 280.13% | 7.58% |
| 6M | 112.69% | -43.66% |
| YTD | 112.69% | -43.66% |
| 1Y | 112.69% | -43.66% |
| 3Y (ann.) | -100.0% | -72.11% |
| 5Y (ann.) | -100.0% | -72.11% |
| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -92.21% | -69.89% |
| Longest DD Days | 92.0 | 147.0 |
| Avg. Drawdown | -9.6% | -1.78% |
| Avg. Drawdown Days | 11.0 | 2.0 |
| Recovery Factor | -1.0 | -0.62 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-02 | 2025-04-04 | -92.21 | 92 |
| 2025-05-29 | 2025-06-14 | -29.50 | 15 |
| 2025-04-26 | 2025-05-08 | -9.67 | 12 |
| 2025-04-11 | 2025-04-22 | -2.01 | 10 |
| 2025-04-07 | 2025-04-09 | -0.20 | 2 |
| 2025-04-09 | 2025-04-11 | -0.17 | 2 |
| 2025-04-22 | 2025-04-26 | -0.15 | 3 |
| 2025-05-08 | 2025-05-09 | -0.12 | 1 |
| 2025-05-09 | 2025-05-13 | -0.11 | 4 |
| 2025-05-17 | 2025-05-18 | -0.11 | 1 |
| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Best Day | 46.19% | 4.39% |
| Worst Day | -100.0% | -4.17% |
| Best Week | -100.0% | 24.47% |
| Worst Week | -100.0% | -25.02% |
| Best Month | -100.0% | 11.82% |
| Worst Month | -100.0% | -38.65% |
| Best Year | -100.0% | -43.66% |
| Worst Year | -100.0% | -43.66% |
| Avg. Up Day | 1.31% | 0.1% |
| Avg. Down Day | -4.12% | -0.11% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -100.0% | -8.79% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -100.0% | -21.28% |
| Win Days % | 49.66% | 50.35% |
| Win Month % | 0.0% | 50.0% |
| Win Week % | 0.0% | 36.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |