| Metric | tonusd_div_0.25_tpm:0.035__tp__tep:1.0_ | TONUSD |
|---|---|---|
| Time in Market | 46.0% | 94.0% |
| Cumulative Return | 6.77% | -15.02% |
| Max Drawdown | -42.72% | -37.91% |
| Sharpe | 0.02 | -0.0 |
| Sortino | 0.03 | -0.0 |
| Payoff Ratio | 0.0 | 0.92 |
| Profit Factor | 1.28 | 1.0 |
| Common Sense Ratio | inf | 0.98 |
| CPC Index | 0.0 | 0.47 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 215.07 | 2.09 |
| Outlier Loss Ratio | 0.07 | 1.86 |
| Volatility (ann.) | 2.87% | 2.69% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.35 | -0.77 |
| Skew | -166.18 | -0.23 |
| Kurtosis | 48785.89 | 37.07 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 0.94% | -2.3% |
| Expected Yearly % | 6.77% | -15.02% |
| Kelly Criterion | 42.13% | -2.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -0.23% |
| Expected Shortfall (cVaR) | -0.25% | -0.23% |
| Year | TONUSD | tonusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -15.02 | 6.77 | -0.45 | + |
| Metric | tonusd_div_0.25_tpm:0.035__tp__tep:1.0_ | TONUSD |
|---|---|---|
| MTD | -2.41% | -2.18% |
| 3M | -0.22% | -6.44% |
| 6M | 6.77% | -15.02% |
| YTD | 6.77% | -15.02% |
| 1Y | 6.77% | -15.02% |
| 3Y (ann.) | 14.83% | -29.07% |
| 5Y (ann.) | 14.83% | -29.07% |
| Metric | tonusd_div_0.25_tpm:0.035__tp__tep:1.0_ | TONUSD |
|---|---|---|
| Max Drawdown | -42.72% | -37.91% |
| Longest DD Days | 117.0 | 161.0 |
| Avg. Drawdown | -12.01% | -2.17% |
| Avg. Drawdown Days | 28.0 | 4.0 |
| Recovery Factor | 0.16 | -0.4 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-01 | 2025-07-28 | -42.72 | 117 |
| 2025-08-17 | 2025-09-09 | -16.94 | 23 |
| 2025-08-01 | 2025-08-02 | -0.15 | 0 |
| 2025-08-06 | 2025-08-06 | -0.14 | 0 |
| 2025-08-12 | 2025-08-12 | -0.13 | 0 |
| Metric | tonusd_div_0.25_tpm:0.035__tp__tep:1.0_ | TONUSD |
|---|---|---|
| Best Day | 11.48% | 4.46% |
| Worst Day | -42.51% | -4.21% |
| Best Week | 12.03% | 11.73% |
| Worst Week | -37.87% | -14.23% |
| Best Month | 39.57% | 20.93% |
| Worst Month | -29.89% | -22.81% |
| Best Year | 6.77% | -15.02% |
| Worst Year | 6.77% | -15.02% |
| Avg. Up Day | 0.0% | 0.1% |
| Avg. Down Day | -3.67% | -0.11% |
| Avg. Up Week | 4.86% | 5.5% |
| Avg. Down Week | -10.83% | -6.97% |
| Avg. Up Month | 17.92% | 16.84% |
| Avg. Down Month | -12.82% | -10.7% |
| Win Days % | 99.95% | 50.62% |
| Win Month % | 42.86% | 28.57% |
| Win Week % | 68.0% | 46.15% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 0.0% |