| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 112.69% | -42.79% |
| Max Drawdown | -92.21% | -65.78% |
| Sharpe | -1.61 | -0.71 |
| Sortino | -1.61 | -1.02 |
| Payoff Ratio | 56.68 | 1.6 |
| Profit Factor | 0.09 | 0.9 |
| Common Sense Ratio | 0.0 | 0.83 |
| CPC Index | 128.14 | 0.33 |
| Tail Ratio | 24.35 | 0.92 |
| Outlier Win Ratio | 5.88 | 67886.1 |
| Outlier Loss Ratio | 2.43 | 385675.1 |
| Volatility (ann.) | 345.12% | 101.59% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.99 | -1.08 |
| Skew | -12.09 | 0.42 |
| Kurtosis | 150.49 | 2.52 |
| Expected Daily % | -100.0% | -0.34% |
| Expected Monthly % | -100.0% | -8.89% |
| Expected Yearly % | -100.0% | -42.79% |
| Kelly Criterion | 9.98% | -22.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5105252.31% | -8.94% |
| Expected Shortfall (cVaR) | -15059690.49% | -8.94% |
| Year | DOGEUSD | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -42.79 | 112.69 | -2.63 | + |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| MTD | -17.37% | -7.02% |
| 3M | 280.13% | 4.67% |
| 6M | 112.69% | -42.79% |
| YTD | 112.69% | -42.79% |
| 1Y | 112.69% | -42.79% |
| 3Y (ann.) | -100.0% | -71.14% |
| 5Y (ann.) | -100.0% | -71.14% |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -92.21% | -65.78% |
| Longest DD Days | 91.0 | 146.0 |
| Avg. Drawdown | -10.84% | -42.11% |
| Avg. Drawdown Days | 13.0 | 79.0 |
| Recovery Factor | -0.99 | -0.65 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-04 | 2025-04-05 | -92.21 | 91 |
| 2025-06-03 | 2025-06-14 | -23.43 | 11 |
| 2025-04-13 | 2025-04-23 | -2.01 | 10 |
| 2025-04-28 | 2025-05-09 | -0.99 | 11 |
| 2025-04-07 | 2025-04-10 | -0.20 | 3 |
| 2025-04-24 | 2025-04-27 | -0.15 | 3 |
| 2025-05-15 | 2025-05-19 | -0.11 | 4 |
| 2025-05-20 | 2025-05-23 | -0.10 | 3 |
| 2025-05-24 | 2025-05-30 | -0.09 | 6 |
| 2025-05-11 | 2025-05-14 | -0.00 | 3 |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Best Day | 1083883.4% | 21.78% |
| Worst Day | -37084666.27% | -17.02% |
| Best Week | 0.0% | 17.13% |
| Worst Week | -100.0% | -25.14% |
| Best Month | -100.0% | 11.04% |
| Worst Month | -100.0% | -37.73% |
| Best Year | -100.0% | -42.79% |
| Worst Year | -100.0% | -42.79% |
| Avg. Up Day | 310226.42% | 3.16% |
| Avg. Down Day | -564.94% | -3.79% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -100.0% | -10.67% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -100.0% | -21.34% |
| Win Days % | 14.44% | 45.73% |
| Win Month % | 0.0% | 50.0% |
| Win Week % | 0.0% | 44.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |