| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Time in Market | 81.0% | 100.0% |
| Cumulative Return | 120.47% | -8.26% |
| Max Drawdown | -28.46% | -65.78% |
| Sharpe | 2.18 | 0.35 |
| Sortino | 2.97 | 0.52 |
| Payoff Ratio | 0.78 | 1.32 |
| Profit Factor | 1.85 | 1.05 |
| Common Sense Ratio | 9.17 | 1.01 |
| CPC Index | 1.11 | 0.68 |
| Tail Ratio | 4.96 | 0.96 |
| Outlier Win Ratio | 11.85 | 2.96 |
| Outlier Loss Ratio | 5.32 | 3.33 |
| Volatility (ann.) | 60.36% | 96.54% |
| R^2 | 0.06 | 0.06 |
| Calmar | 7.33 | -0.18 |
| Skew | -2.55 | 0.3 |
| Kurtosis | 25.31 | 1.97 |
| Expected Daily % | 0.31% | -0.03% |
| Expected Monthly % | 9.18% | -0.95% |
| Expected Yearly % | 120.47% | -8.26% |
| Kelly Criterion | 46.1% | 10.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.84% | -8.22% |
| Expected Shortfall (cVaR) | -4.84% | -8.22% |
| Year | DOGEUSD | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -8.26 | 120.47 | -14.59 | + |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| MTD | 5.48% | 33.87% |
| 3M | 15.48% | 59.43% |
| 6M | 87.51% | 75.42% |
| YTD | 120.47% | -8.26% |
| 1Y | 120.47% | -8.26% |
| 3Y (ann.) | 208.7% | -11.56% |
| 5Y (ann.) | 208.7% | -11.56% |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -28.46% | -65.78% |
| Longest DD Days | 52.0 | 238.0 |
| Avg. Drawdown | -4.55% | -42.11% |
| Avg. Drawdown Days | 11.0 | 125.0 |
| Recovery Factor | 4.23 | -0.13 |
| Ulcer Index | 1.02 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-03-15 | -28.46 | 45 |
| 2025-07-25 | 2025-08-23 | -13.76 | 29 |
| 2025-05-30 | 2025-07-21 | -12.46 | 52 |
| 2025-01-09 | 2025-01-18 | -10.57 | 9 |
| 2025-08-26 | 2025-09-12 | -8.52 | 17 |
| 2025-03-22 | 2025-03-25 | -2.19 | 3 |
| 2025-04-19 | 2025-04-22 | -0.36 | 3 |
| 2025-04-28 | 2025-05-08 | -0.17 | 10 |
| 2025-01-05 | 2025-01-08 | -0.15 | 3 |
| 2025-01-21 | 2025-01-22 | -0.14 | 1 |
| Metric | d_dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Best Day | 10.55% | 21.78% |
| Worst Day | -27.07% | -17.02% |
| Best Week | 19.12% | 20.52% |
| Worst Week | -26.68% | -25.14% |
| Best Month | 46.65% | 33.87% |
| Worst Month | -22.53% | -37.73% |
| Best Year | 120.47% | -8.26% |
| Worst Year | 120.47% | -8.26% |
| Avg. Up Day | 1.81% | 4.56% |
| Avg. Down Day | -2.31% | -3.45% |
| Avg. Up Week | 5.61% | 9.44% |
| Avg. Down Week | -7.77% | -11.34% |
| Avg. Up Month | 16.34% | 16.87% |
| Avg. Down Month | -15.91% | -25.16% |
| Win Days % | 76.33% | 48.83% |
| Win Month % | 77.78% | 55.56% |
| Win Week % | 73.68% | 52.63% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 0.0% |