| Metric | nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Time in Market | 47.0% | 90.0% |
| Cumulative Return | 73.6% | -45.01% |
| Max Drawdown | -41.25% | -71.08% |
| Sharpe | 0.04 | -0.01 |
| Sortino | 0.05 | -0.01 |
| Payoff Ratio | 0.0 | 0.96 |
| Profit Factor | 1.49 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.48 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 284.75 | 2.07 |
| Outlier Loss Ratio | 0.11 | 1.65 |
| Volatility (ann.) | 1.96% | 2.73% |
| R^2 | 0.0 | 0.0 |
| Calmar | 2.97 | -0.82 |
| Skew | -154.92 | -0.47 |
| Kurtosis | 57091.81 | 64.79 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 6.32% | -6.43% |
| Expected Yearly % | 73.6% | -45.01% |
| Kelly Criterion | 84.5% | -1.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.17% | -0.24% |
| Expected Shortfall (cVaR) | -0.17% | -0.24% |
| Year | NEARUSD | nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -45.01 | 73.60 | -1.64 | + |
| Metric | nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| MTD | 0.71% | 13.77% |
| 3M | 20.49% | 1.2% |
| 6M | 34.24% | 10.05% |
| YTD | 73.6% | -45.01% |
| 1Y | 73.6% | -45.01% |
| 3Y (ann.) | 122.31% | -57.94% |
| 5Y (ann.) | 122.31% | -57.94% |
| Metric | nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Max Drawdown | -41.25% | -71.08% |
| Longest DD Days | 61.0 | 247.0 |
| Avg. Drawdown | -5.27% | -1.18% |
| Avg. Drawdown Days | 9.0 | 2.0 |
| Recovery Factor | 1.78 | -0.63 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-03-10 | -41.25 | 40 |
| 2025-05-01 | 2025-07-02 | -20.43 | 61 |
| 2025-07-23 | 2025-09-10 | -19.40 | 49 |
| 2025-03-26 | 2025-04-07 | -15.17 | 12 |
| 2025-01-09 | 2025-01-17 | -6.73 | 8 |
| 2025-03-18 | 2025-03-19 | -0.61 | 1 |
| 2025-07-15 | 2025-07-15 | -0.48 | 0 |
| 2025-01-05 | 2025-01-05 | -0.15 | 0 |
| 2025-01-21 | 2025-01-21 | -0.13 | 0 |
| 2025-01-25 | 2025-01-26 | -0.13 | 1 |
| Metric | nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Best Day | 10.39% | 5.95% |
| Worst Day | -37.68% | -8.17% |
| Best Week | 22.65% | 27.54% |
| Worst Week | -37.42% | -30.59% |
| Best Month | 34.82% | 17.97% |
| Worst Month | -9.03% | -33.64% |
| Best Year | 73.6% | -45.01% |
| Worst Year | 73.6% | -45.01% |
| Avg. Up Day | 0.0% | 0.11% |
| Avg. Down Day | -0.71% | -0.11% |
| Avg. Up Week | 6.57% | 10.11% |
| Avg. Down Week | -8.69% | -9.87% |
| Avg. Up Month | 4.39% | 15.87% |
| Avg. Down Month | -7.63% | -13.95% |
| Win Days % | 99.94% | 50.18% |
| Win Month % | 66.67% | 22.22% |
| Win Week % | 70.27% | 40.54% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |