| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 1.2% | -47.72% |
| Max Drawdown | -31.33% | -61.25% |
| Sharpe | 0.25 | -0.65 |
| Sortino | 0.38 | -0.92 |
| Payoff Ratio | 1.13 | 0.94 |
| Profit Factor | 1.06 | 0.91 |
| Common Sense Ratio | 1.09 | 0.84 |
| CPC Index | 0.56 | 0.43 |
| Tail Ratio | 1.03 | 0.93 |
| Outlier Win Ratio | 12.03 | 4.11 |
| Outlier Loss Ratio | 4.48 | 3.11 |
| Volatility (ann.) | 45.13% | 69.74% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.04 | -0.82 |
| Skew | 0.89 | 0.44 |
| Kurtosis | 10.7 | 4.36 |
| Expected Daily % | 0.0% | -0.19% |
| Expected Monthly % | 0.1% | -5.26% |
| Expected Yearly % | 0.6% | -27.7% |
| Kelly Criterion | 0.29% | -3.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.85% | -6.13% |
| Expected Shortfall (cVaR) | -3.85% | -6.13% |
| Year | ETHUSD | configs_sql/hl_close/c/ethusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 38.46 | 3.17 | + |
| 2025 | -53.38 | -26.90 | 0.50 | + |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.15% | -14.79% |
| 3M | -26.9% | -57.54% |
| 6M | 10.65% | -35.7% |
| YTD | -26.9% | -53.38% |
| 1Y | 1.2% | -47.72% |
| 3Y (ann.) | 1.29% | -50.06% |
| 5Y (ann.) | 1.29% | -50.06% |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -31.33% | -61.25% |
| Longest DD Days | 112.0 | 192.0 |
| Avg. Drawdown | -6.01% | -22.8% |
| Avg. Drawdown Days | 18.0 | 66.0 |
| Recovery Factor | 0.04 | -0.78 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-11 | -31.33 | 112 |
| 2024-12-26 | 2025-04-07 | -30.36 | 102 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2024-07-07 | 2024-07-10 | -4.45 | 3 |
| 2024-12-20 | 2024-12-24 | -4.08 | 4 |
| 2024-12-02 | 2024-12-06 | -2.83 | 4 |
| 2024-07-16 | 2024-07-19 | -2.82 | 3 |
| 2024-11-26 | 2024-11-27 | -2.68 | 1 |
| 2024-11-28 | 2024-11-30 | -2.15 | 2 |
| 2024-06-20 | 2024-07-06 | -1.91 | 16 |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 14.6% | 19.2% |
| Worst Day | -11.02% | -14.77% |
| Best Week | 18.08% | 20.47% |
| Worst Week | -13.12% | -20.52% |
| Best Month | 47.37% | 47.37% |
| Worst Month | -18.47% | -32.24% |
| Best Year | 38.46% | 12.13% |
| Worst Year | -26.9% | -53.38% |
| Avg. Up Day | 2.28% | 2.79% |
| Avg. Down Day | -2.01% | -2.97% |
| Avg. Up Week | 5.41% | 6.56% |
| Avg. Down Week | -4.1% | -8.21% |
| Avg. Up Month | 23.79% | 36.95% |
| Avg. Down Month | -13.02% | -19.08% |
| Win Days % | 47.12% | 50.15% |
| Win Month % | 63.64% | 25.0% |
| Win Week % | 44.44% | 47.06% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |