| Metric | d_compusd_div_0.25_tpm:0.035__tp__tep:1.0_ | COMPUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 189.71% | -44.09% |
| Max Drawdown | -13.08% | -58.8% |
| Sharpe | 2.96 | -0.53 |
| Sortino | 8.44 | -0.8 |
| Payoff Ratio | 0.89 | 1.07 |
| Profit Factor | 3.69 | 0.93 |
| Common Sense Ratio | 144.8 | 1.02 |
| CPC Index | 2.75 | 0.48 |
| Tail Ratio | 39.28 | 1.1 |
| Outlier Win Ratio | 11.12 | 2.6 |
| Outlier Loss Ratio | 4.94 | 2.25 |
| Volatility (ann.) | 70.48% | 99.71% |
| R^2 | 0.09 | 0.09 |
| Calmar | 28.48 | -0.97 |
| Skew | 6.57 | 0.74 |
| Kurtosis | 64.64 | 2.69 |
| Expected Daily % | 0.51% | -0.28% |
| Expected Monthly % | 12.55% | -6.26% |
| Expected Yearly % | 189.71% | -44.09% |
| Kelly Criterion | 65.32% | 0.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.5% | -8.73% |
| Expected Shortfall (cVaR) | -5.5% | -8.73% |
| Year | COMPUSD | d_compusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -44.09 | 189.71 | -4.30 | + |
| Metric | d_compusd_div_0.25_tpm:0.035__tp__tep:1.0_ | COMPUSD |
|---|---|---|
| MTD | 1.56% | 0.62% |
| 3M | 28.71% | -4.66% |
| 6M | 124.03% | -10.74% |
| YTD | 189.71% | -44.09% |
| 1Y | 189.71% | -44.09% |
| 3Y (ann.) | 372.58% | -57.21% |
| 5Y (ann.) | 372.58% | -57.21% |
| Metric | d_compusd_div_0.25_tpm:0.035__tp__tep:1.0_ | COMPUSD |
|---|---|---|
| Max Drawdown | -13.08% | -58.8% |
| Longest DD Days | 22.0 | 233.0 |
| Avg. Drawdown | -2.65% | -37.37% |
| Avg. Drawdown Days | 6.0 | 123.0 |
| Recovery Factor | 14.5 | -0.75 |
| Ulcer Index | 960.31 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-22 | -13.08 | 15 |
| 2025-05-20 | 2025-06-11 | -9.41 | 22 |
| 2025-04-07 | 2025-04-20 | -7.67 | 13 |
| 2025-01-27 | 2025-02-05 | -4.98 | 9 |
| 2025-08-22 | 2025-09-09 | -4.56 | 18 |
| 2025-07-02 | 2025-07-10 | -2.20 | 8 |
| 2025-03-25 | 2025-03-27 | -0.11 | 2 |
| 2025-03-15 | 2025-03-17 | -0.11 | 2 |
| 2025-04-03 | 2025-04-04 | -0.07 | 1 |
| 2025-08-13 | 2025-08-14 | -0.05 | 1 |
| Metric | d_compusd_div_0.25_tpm:0.035__tp__tep:1.0_ | COMPUSD |
|---|---|---|
| Best Day | 38.47% | 24.59% |
| Worst Day | -13.08% | -14.2% |
| Best Week | 38.72% | 28.43% |
| Worst Week | -9.73% | -31.12% |
| Best Month | 68.41% | 15.84% |
| Worst Month | -5.75% | -27.21% |
| Best Year | 189.71% | -44.09% |
| Worst Year | 189.71% | -44.09% |
| Avg. Up Day | 2.17% | 4.45% |
| Avg. Down Day | -2.44% | -4.15% |
| Avg. Up Week | 7.59% | 9.18% |
| Avg. Down Week | -1.78% | -8.12% |
| Avg. Up Month | 24.0% | 5.49% |
| Avg. Down Month | -5.75% | -2.0% |
| Win Days % | 83.66% | 48.31% |
| Win Month % | 88.89% | 44.44% |
| Win Week % | 75.68% | 40.54% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |