| Metric | configs_sql/hl_close/c/etcusd/uniq_fwd_daily_ | ETCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 76.98% | -48.0% |
| Max Drawdown | -19.25% | -63.09% |
| Sharpe | 1.68 | -0.57 |
| Sortino | 3.26 | -0.82 |
| Payoff Ratio | 1.54 | 1.12 |
| Profit Factor | 1.5 | 0.92 |
| Common Sense Ratio | 2.09 | 0.9 |
| CPC Index | 1.1 | 0.48 |
| Tail Ratio | 1.4 | 0.97 |
| Outlier Win Ratio | 10.8 | 3.07 |
| Outlier Loss Ratio | 5.64 | 2.72 |
| Volatility (ann.) | 43.5% | 77.02% |
| R^2 | 0.46 | 0.46 |
| Calmar | 4.67 | -0.82 |
| Skew | 2.5 | 0.39 |
| Kurtosis | 17.21 | 2.83 |
| Expected Daily % | 0.18% | -0.2% |
| Expected Monthly % | 4.87% | -5.3% |
| Expected Yearly % | 33.03% | -27.89% |
| Kelly Criterion | 13.79% | -0.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.55% | -6.75% |
| Expected Shortfall (cVaR) | -3.55% | -6.75% |
| Year | ETCUSD | configs_sql/hl_close/c/etcusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 92.35 | -11.27 | + |
| 2025 | -43.35 | -7.99 | 0.18 | + |
| Metric | configs_sql/hl_close/c/etcusd/uniq_fwd_daily_ | ETCUSD |
|---|---|---|
| MTD | 0.0% | -15.67% |
| 3M | -7.99% | -50.28% |
| 6M | 66.23% | -24.53% |
| YTD | -7.99% | -43.35% |
| 1Y | 76.98% | -48.0% |
| 3Y (ann.) | 89.86% | -52.02% |
| 5Y (ann.) | 89.86% | -52.02% |
| Metric | configs_sql/hl_close/c/etcusd/uniq_fwd_daily_ | ETCUSD |
|---|---|---|
| Max Drawdown | -19.25% | -63.09% |
| Longest DD Days | 120.0 | 187.0 |
| Avg. Drawdown | -6.77% | -21.4% |
| Avg. Drawdown Days | 24.0 | 52.0 |
| Recovery Factor | 4.0 | -0.76 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-04-06 | -19.25 | 120 |
| 2024-08-09 | 2024-11-07 | -10.52 | 90 |
| 2024-11-12 | 2024-11-16 | -10.26 | 4 |
| 2024-07-22 | 2024-08-08 | -7.75 | 17 |
| 2024-11-19 | 2024-11-21 | -6.13 | 2 |
| 2024-12-05 | 2024-12-06 | -5.91 | 1 |
| 2024-05-24 | 2024-07-12 | -5.21 | 49 |
| 2024-11-26 | 2024-11-27 | -4.74 | 1 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| 2024-11-28 | 2024-12-01 | -3.04 | 3 |
| Metric | configs_sql/hl_close/c/etcusd/uniq_fwd_daily_ | ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -9.46% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -7.32% | -26.04% |
| Best Month | 73.96% | 75.95% |
| Worst Month | -4.17% | -27.05% |
| Best Year | 92.35% | -8.2% |
| Worst Year | -7.99% | -43.35% |
| Avg. Up Day | 2.34% | 3.17% |
| Avg. Down Day | -1.52% | -2.83% |
| Avg. Up Week | 6.92% | 9.51% |
| Avg. Down Week | -2.45% | -8.38% |
| Avg. Up Month | 37.32% | 41.05% |
| Avg. Down Month | -2.17% | -16.3% |
| Win Days % | 47.78% | 46.91% |
| Win Month % | 40.0% | 33.33% |
| Win Week % | 48.48% | 38.78% |
| Win Quarter % | 50.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |