| Metric | d_uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Time in Market | 75.0% | 100.0% |
| Cumulative Return | -47.74% | -26.34% |
| Max Drawdown | -83.79% | -68.76% |
| Sharpe | 0.23 | 0.09 |
| Sortino | 0.26 | 0.13 |
| Payoff Ratio | 0.67 | 1.14 |
| Profit Factor | 1.07 | 1.01 |
| Common Sense Ratio | 17.6 | 1.12 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 16.43 | 1.11 |
| Outlier Win Ratio | 9.24 | 3.59 |
| Outlier Loss Ratio | 3.6 | 6.57 |
| Volatility (ann.) | 141.06% | 104.32% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.73 | -0.52 |
| Skew | -3.44 | 0.82 |
| Kurtosis | 21.05 | 3.51 |
| Expected Daily % | -0.26% | -0.12% |
| Expected Monthly % | -6.96% | -3.34% |
| Expected Yearly % | -47.74% | -26.34% |
| Kelly Criterion | 39.62% | 1.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -12.06% | -8.96% |
| Expected Shortfall (cVaR) | -12.06% | -8.96% |
| Year | UNIUSD | d_uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -26.34 | -47.74 | 1.81 | - |
| Metric | d_uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| MTD | 28.26% | 0.11% |
| 3M | 27.52% | 42.31% |
| 6M | -15.69% | 64.6% |
| YTD | -47.74% | -26.34% |
| 1Y | -47.74% | -26.34% |
| 3Y (ann.) | -60.78% | -35.67% |
| 5Y (ann.) | -60.78% | -35.67% |
| Metric | d_uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Max Drawdown | -83.79% | -68.76% |
| Longest DD Days | 228.0 | 248.0 |
| Avg. Drawdown | -21.03% | -68.76% |
| Avg. Drawdown Days | 58.0 | 248.0 |
| Recovery Factor | -0.57 | -0.38 |
| Ulcer Index | 1.31 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-09-11 | -83.79 | 228 |
| 2025-01-10 | 2025-01-11 | -0.15 | 1 |
| 2025-01-14 | 2025-01-15 | -0.14 | 1 |
| 2025-01-06 | 2025-01-07 | -0.03 | 1 |
| Metric | d_uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Best Day | 28.03% | 26.19% |
| Worst Day | -53.7% | -15.51% |
| Best Week | 30.92% | 26.84% |
| Worst Week | -53.81% | -24.92% |
| Best Month | 79.21% | 35.03% |
| Worst Month | -56.79% | -34.46% |
| Best Year | -47.74% | -26.34% |
| Worst Year | -47.74% | -26.34% |
| Avg. Up Day | 3.29% | 4.66% |
| Avg. Down Day | -4.91% | -4.11% |
| Avg. Up Week | 10.43% | 8.83% |
| Avg. Down Week | -20.83% | -11.52% |
| Avg. Up Month | 50.71% | 17.63% |
| Avg. Down Month | -34.65% | -18.2% |
| Win Days % | 75.79% | 47.43% |
| Win Month % | 44.44% | 44.44% |
| Win Week % | 64.86% | 51.35% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 0.0% |