| Metric | pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Time in Market | 40.0% | 72.0% |
| Cumulative Return | -15,900.41% | -41.24% |
| Max Drawdown | -2425.2% | -75.95% |
| Sharpe | 0.18 | 0.0 |
| Sortino | 79.29 | 0.0 |
| Payoff Ratio | 4.14 | 1.61 |
| Profit Factor | 21.23 | 1.0 |
| Common Sense Ratio | 0.09 | 0.99 |
| CPC Index | 0.35 | 0.52 |
| Tail Ratio | 0.88 | 0.99 |
| Outlier Win Ratio | 0.3 | 175.26 |
| Outlier Loss Ratio | 2.53 | 141.43 |
| Volatility (ann.) | 102.76% | 3.47% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | -0.7 |
| Skew | 116.28 | 0.02 |
| Kurtosis | 14244.33 | 119.27 |
| Expected Daily % | -100.0% | -0.0% |
| Expected Monthly % | -100.0% | -5.74% |
| Expected Yearly % | -100.0% | -41.24% |
| Kelly Criterion | -14.97% | 2.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7297.41% | -0.3% |
| Expected Shortfall (cVaR) | -25461244.31% | -0.3% |
| Year | PEPEUSD | pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -41.24 | -15900.41 | 385.55 | - |
| Metric | pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| MTD | 40.95% | 21.66% |
| 3M | -12.0% | 7.21% |
| 6M | -532.27% | 66.29% |
| YTD | -15900.41% | -41.24% |
| 1Y | -15900.41% | -41.24% |
| 3Y (ann.) | -100.0% | -53.15% |
| 5Y (ann.) | -100.0% | -53.15% |
| Metric | pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Max Drawdown | -2425.2% | -75.95% |
| Longest DD Days | 216.0 | 253.0 |
| Avg. Drawdown | -581.4% | -4.11% |
| Avg. Drawdown Days | 50.0 | 10.0 |
| Recovery Factor | -1.0 | -0.54 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-01 | 2025-01-08 | -2425.20 | 7 |
| 2025-02-10 | 2025-09-14 | -283.79 | 216 |
| 2025-01-09 | 2025-01-28 | -141.03 | 19 |
| 2025-01-29 | 2025-02-05 | -56.10 | 7 |
| 2025-02-06 | 2025-02-09 | -0.89 | 3 |
| Metric | pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Best Day | 648312.73% | 11.02% |
| Worst Day | -100.59% | -10.11% |
| Best Week | -100.0% | 42.18% |
| Worst Week | -100.0% | -35.69% |
| Best Month | -100.0% | 30.9% |
| Worst Month | -100.0% | -42.9% |
| Best Year | -100.0% | -41.24% |
| Worst Year | -100.0% | -41.24% |
| Avg. Up Day | 254.08% | 0.17% |
| Avg. Down Day | -10.77% | -0.17% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -100.0% | -11.79% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -100.0% | -21.86% |
| Win Days % | 45.23% | 50.16% |
| Win Month % | 0.0% | 44.44% |
| Win Week % | 0.0% | 50.0% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 0.0% |