| Metric | d_enausd_div_0.25_tpm:0.055__tp__tep:1.0_ | ENAUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | 50.17% | 76.91% |
| Max Drawdown | -28.37% | -44.6% |
| Sharpe | 1.91 | 1.67 |
| Sortino | 2.58 | 2.75 |
| Payoff Ratio | 0.4 | 1.27 |
| Profit Factor | 1.73 | 1.26 |
| Common Sense Ratio | 104.94 | 1.72 |
| CPC Index | 0.56 | 0.86 |
| Tail Ratio | 60.51 | 1.36 |
| Outlier Win Ratio | 17.43 | 2.7 |
| Outlier Loss Ratio | 4.89 | 2.75 |
| Volatility (ann.) | 63.11% | 144.52% |
| R^2 | 0.03 | 0.03 |
| Calmar | 4.91 | 5.39 |
| Skew | -1.9 | 0.59 |
| Kurtosis | 13.62 | 1.78 |
| Expected Daily % | 0.27% | 0.38% |
| Expected Monthly % | 5.98% | 8.49% |
| Expected Yearly % | 50.17% | 76.91% |
| Kelly Criterion | 31.61% | 16.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -11.78% |
| Expected Shortfall (cVaR) | -5.1% | -11.78% |
| Year | ENAUSD | d_enausd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 76.91 | 50.17 | 0.65 | - |
| Metric | d_enausd_div_0.25_tpm:0.055__tp__tep:1.0_ | ENAUSD |
|---|---|---|
| MTD | 13.26% | 16.57% |
| 3M | -1.46% | 144.12% |
| 6M | 50.17% | 76.91% |
| YTD | 50.17% | 76.91% |
| 1Y | 50.17% | 76.91% |
| 3Y (ann.) | 139.41% | 240.38% |
| 5Y (ann.) | 139.41% | 240.38% |
| Metric | d_enausd_div_0.25_tpm:0.055__tp__tep:1.0_ | ENAUSD |
|---|---|---|
| Max Drawdown | -28.37% | -44.6% |
| Longest DD Days | 49.0 | 110.0 |
| Avg. Drawdown | -5.23% | -25.55% |
| Avg. Drawdown Days | 10.0 | 39.0 |
| Recovery Factor | 1.77 | 1.72 |
| Ulcer Index | 95243.5 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-20 | 2025-08-08 | -28.37 | 49 |
| 2025-08-14 | 2025-09-14 | -23.44 | 31 |
| 2025-04-07 | 2025-04-10 | -0.14 | 3 |
| 2025-05-12 | 2025-05-13 | -0.11 | 1 |
| 2025-08-10 | 2025-08-11 | -0.07 | 1 |
| 2025-05-20 | 2025-05-21 | -0.06 | 1 |
| 2025-05-27 | 2025-05-30 | -0.06 | 3 |
| 2025-04-20 | 2025-04-21 | -0.04 | 1 |
| 2025-06-04 | 2025-06-05 | -0.04 | 1 |
| 2025-05-03 | 2025-05-09 | -0.01 | 6 |
| Metric | d_enausd_div_0.25_tpm:0.055__tp__tep:1.0_ | ENAUSD |
|---|---|---|
| Best Day | 9.66% | 28.44% |
| Worst Day | -20.26% | -20.54% |
| Best Week | 13.35% | 29.02% |
| Worst Week | -23.38% | -26.87% |
| Best Month | 26.7% | 117.11% |
| Worst Month | -20.14% | -27.91% |
| Best Year | 50.17% | 76.91% |
| Worst Year | 50.17% | 76.91% |
| Avg. Up Day | 1.72% | 6.48% |
| Avg. Down Day | -4.27% | -5.11% |
| Avg. Up Week | 6.12% | 13.98% |
| Avg. Down Week | -17.22% | -11.0% |
| Avg. Up Month | 18.99% | 66.84% |
| Avg. Down Month | -20.14% | -8.01% |
| Win Days % | 80.36% | 53.38% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 83.33% | 56.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |