| Metric | d_mkrusd_div_0.25_tpm:0.055__tp__tep:1.0_ | MKRUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | 55.28% | 18.69% |
| Max Drawdown | -59.25% | -44.73% |
| Sharpe | 1.21 | 0.73 |
| Sortino | 1.56 | 1.15 |
| Payoff Ratio | 0.72 | 1.32 |
| Profit Factor | 1.4 | 1.11 |
| Common Sense Ratio | 2.36 | 1.46 |
| CPC Index | 0.8 | 0.7 |
| Tail Ratio | 1.69 | 1.32 |
| Outlier Win Ratio | 9.98 | 3.36 |
| Outlier Loss Ratio | 3.1 | 4.78 |
| Volatility (ann.) | 97.86% | 94.11% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.48 | 0.62 |
| Skew | -2.24 | 0.56 |
| Kurtosis | 15.39 | 1.79 |
| Expected Daily % | 0.18% | 0.07% |
| Expected Monthly % | 5.01% | 1.92% |
| Expected Yearly % | 55.28% | 18.69% |
| Kelly Criterion | 50.77% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.1% | -7.91% |
| Expected Shortfall (cVaR) | -8.1% | -7.91% |
| Year | MKRUSD | d_mkrusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 18.69 | 55.28 | 2.96 | + |
| Metric | d_mkrusd_div_0.25_tpm:0.055__tp__tep:1.0_ | MKRUSD |
|---|---|---|
| MTD | 7.49% | 12.56% |
| 3M | 13.9% | -14.25% |
| 6M | 57.08% | 55.97% |
| YTD | 55.28% | 18.69% |
| 1Y | 55.28% | 18.69% |
| 3Y (ann.) | 87.73% | 27.8% |
| 5Y (ann.) | 87.73% | 27.8% |
| Metric | d_mkrusd_div_0.25_tpm:0.055__tp__tep:1.0_ | MKRUSD |
|---|---|---|
| Max Drawdown | -59.25% | -44.73% |
| Longest DD Days | 114.0 | 71.0 |
| Avg. Drawdown | -10.73% | -18.64% |
| Avg. Drawdown Days | 19.0 | 27.0 |
| Recovery Factor | 0.93 | 0.42 |
| Ulcer Index | 1.06 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-05-02 | -59.25 | 114 |
| 2025-08-18 | 2025-09-13 | -19.77 | 26 |
| 2025-06-18 | 2025-07-26 | -16.33 | 38 |
| 2025-05-20 | 2025-05-31 | -8.60 | 11 |
| 2025-06-09 | 2025-06-14 | -7.63 | 5 |
| 2025-08-05 | 2025-08-10 | -6.04 | 5 |
| 2025-05-06 | 2025-05-09 | -0.13 | 3 |
| 2025-05-15 | 2025-05-17 | -0.11 | 2 |
| 2025-08-13 | 2025-08-14 | -0.10 | 1 |
| 2025-07-31 | 2025-08-01 | -0.08 | 1 |
| Metric | d_mkrusd_div_0.25_tpm:0.055__tp__tep:1.0_ | MKRUSD |
|---|---|---|
| Best Day | 16.93% | 21.92% |
| Worst Day | -34.01% | -15.27% |
| Best Week | 28.01% | 44.23% |
| Worst Week | -34.11% | -26.68% |
| Best Month | 54.77% | 61.24% |
| Worst Month | -47.96% | -27.72% |
| Best Year | 55.28% | 18.69% |
| Worst Year | 55.28% | 18.69% |
| Avg. Up Day | 2.82% | 4.67% |
| Avg. Down Day | -3.91% | -3.55% |
| Avg. Up Week | 7.95% | 10.56% |
| Avg. Down Week | -16.53% | -8.12% |
| Avg. Up Month | 23.67% | 19.07% |
| Avg. Down Month | -28.2% | -25.64% |
| Win Days % | 79.35% | 48.15% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 68.42% | 50.0% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 100.0% |