| Metric | d_opusd_div_0.25_tpm:0.05__tp__tep:1.0_ | OPUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 22.19% | -53.03% |
| Max Drawdown | -44.55% | -76.76% |
| Sharpe | 0.81 | -0.5 |
| Sortino | 0.99 | -0.68 |
| Payoff Ratio | 0.59 | 0.98 |
| Profit Factor | 1.26 | 0.94 |
| Common Sense Ratio | 3.27 | 0.97 |
| CPC Index | 0.57 | 0.48 |
| Tail Ratio | 2.6 | 1.03 |
| Outlier Win Ratio | 12.06 | 2.5 |
| Outlier Loss Ratio | 4.59 | 3.2 |
| Volatility (ann.) | 64.28% | 107.79% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.74 | -0.86 |
| Skew | -2.93 | -0.07 |
| Kurtosis | 18.84 | 0.75 |
| Expected Daily % | 0.08% | -0.31% |
| Expected Monthly % | 2.25% | -8.05% |
| Expected Yearly % | 22.19% | -53.03% |
| Kelly Criterion | 38.32% | 3.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.39% | -9.43% |
| Expected Shortfall (cVaR) | -5.39% | -9.43% |
| Year | OPUSD | d_opusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -53.03 | 22.19 | -0.42 | + |
| Metric | d_opusd_div_0.25_tpm:0.05__tp__tep:1.0_ | OPUSD |
|---|---|---|
| MTD | -0.73% | 16.1% |
| 3M | -14.13% | 30.4% |
| 6M | -36.1% | -1.72% |
| YTD | 22.19% | -53.03% |
| 1Y | 22.19% | -53.03% |
| 3Y (ann.) | 33.08% | -65.95% |
| 5Y (ann.) | 33.08% | -65.95% |
| Metric | d_opusd_div_0.25_tpm:0.05__tp__tep:1.0_ | OPUSD |
|---|---|---|
| Max Drawdown | -44.55% | -76.76% |
| Longest DD Days | 170.0 | 249.0 |
| Avg. Drawdown | -3.79% | -76.76% |
| Avg. Drawdown Days | 15.0 | 249.0 |
| Recovery Factor | 0.5 | -0.69 |
| Ulcer Index | 1.06 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-28 | 2025-09-14 | -44.55 | 170 |
| 2025-03-01 | 2025-03-03 | -2.16 | 2 |
| 2025-01-28 | 2025-02-05 | -1.77 | 8 |
| 2025-01-10 | 2025-01-11 | -0.14 | 1 |
| 2025-01-23 | 2025-01-25 | -0.11 | 2 |
| 2025-01-19 | 2025-01-20 | -0.10 | 1 |
| 2025-02-19 | 2025-02-20 | -0.09 | 1 |
| 2025-02-24 | 2025-02-27 | -0.09 | 3 |
| 2025-03-21 | 2025-03-25 | -0.08 | 4 |
| 2025-02-09 | 2025-02-10 | -0.08 | 1 |
| Metric | d_opusd_div_0.25_tpm:0.05__tp__tep:1.0_ | OPUSD |
|---|---|---|
| Best Day | 8.32% | 18.91% |
| Worst Day | -22.74% | -16.89% |
| Best Week | 15.69% | 24.74% |
| Worst Week | -18.86% | -28.5% |
| Best Month | 41.7% | 16.52% |
| Worst Month | -22.65% | -32.64% |
| Best Year | 22.19% | -53.03% |
| Worst Year | 22.19% | -53.03% |
| Avg. Up Day | 1.6% | 4.57% |
| Avg. Down Day | -2.73% | -4.65% |
| Avg. Up Week | 4.63% | 7.77% |
| Avg. Down Week | -8.06% | -8.68% |
| Avg. Up Month | 0.45% | 0.16% |
| Avg. Down Month | -22.65% | -17.92% |
| Win Days % | 77.22% | 52.24% |
| Win Month % | 55.56% | 44.44% |
| Win Week % | 71.05% | 47.37% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |