| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Time in Market | 82.0% | 100.0% |
| Cumulative Return | 32.27% | -34.96% |
| Max Drawdown | -36.26% | -59.45% |
| Sharpe | 0.98 | -0.37 |
| Sortino | 1.1 | -0.51 |
| Payoff Ratio | 0.35 | 0.99 |
| Profit Factor | 1.36 | 0.95 |
| Common Sense Ratio | 44.72 | 0.91 |
| CPC Index | 0.4 | 0.47 |
| Tail Ratio | 32.96 | 0.96 |
| Outlier Win Ratio | 9.93 | 2.51 |
| Outlier Loss Ratio | 3.95 | 4.24 |
| Volatility (ann.) | 65.36% | 79.1% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.34 | -0.77 |
| Skew | -5.0 | -0.15 |
| Kurtosis | 35.63 | 0.99 |
| Expected Daily % | 0.11% | -0.17% |
| Expected Monthly % | 3.16% | -4.67% |
| Expected Yearly % | 32.27% | -34.96% |
| Kelly Criterion | 34.59% | -0.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.45% | -6.89% |
| Expected Shortfall (cVaR) | -5.45% | -6.89% |
| Year | DOTUSD | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -34.96 | 32.27 | -0.92 | + |
| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| MTD | 9.65% | 13.3% |
| 3M | -0.69% | 12.5% |
| 6M | 35.26% | 2.91% |
| YTD | 32.27% | -34.96% |
| 1Y | 32.27% | -34.96% |
| 3Y (ann.) | 48.77% | -45.72% |
| 5Y (ann.) | 48.77% | -45.72% |
| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Max Drawdown | -36.26% | -59.45% |
| Longest DD Days | 124.0 | 253.0 |
| Avg. Drawdown | -6.74% | -59.45% |
| Avg. Drawdown Days | 19.0 | 253.0 |
| Recovery Factor | 0.89 | -0.59 |
| Ulcer Index | 1.17 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-09-15 | -36.26 | 124 |
| 2025-02-03 | 2025-04-12 | -36.17 | 68 |
| 2025-01-14 | 2025-01-16 | -1.03 | 2 |
| 2025-04-16 | 2025-04-19 | -0.13 | 3 |
| 2025-04-24 | 2025-04-25 | -0.11 | 1 |
| 2025-05-10 | 2025-05-11 | -0.10 | 1 |
| 2025-04-28 | 2025-04-29 | -0.10 | 1 |
| 2025-05-06 | 2025-05-07 | -0.07 | 1 |
| 2025-01-06 | 2025-01-07 | -0.06 | 1 |
| 2025-05-02 | 2025-05-03 | -0.04 | 1 |
| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Best Day | 5.68% | 12.2% |
| Worst Day | -30.89% | -14.76% |
| Best Week | 11.23% | 17.34% |
| Worst Week | -30.98% | -26.64% |
| Best Month | 37.21% | 13.3% |
| Worst Month | -36.17% | -19.74% |
| Best Year | 32.27% | -34.96% |
| Worst Year | 32.27% | -34.96% |
| Avg. Up Day | 1.28% | 3.18% |
| Avg. Down Day | -3.62% | -3.2% |
| Avg. Up Week | 4.53% | 7.76% |
| Avg. Down Week | -16.68% | -10.3% |
| Avg. Up Month | 23.41% | 7.55% |
| Avg. Down Month | -33.09% | -16.04% |
| Win Days % | 82.94% | 50.0% |
| Win Month % | 66.67% | 44.44% |
| Win Week % | 81.58% | 50.0% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |