| Metric | d_etcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETCUSD |
|---|---|---|
| Time in Market | 75.0% | 100.0% |
| Cumulative Return | 10.74% | -16.07% |
| Max Drawdown | -49.39% | -51.68% |
| Sharpe | 0.65 | 0.07 |
| Sortino | 0.71 | 0.1 |
| Payoff Ratio | 0.33 | 1.07 |
| Profit Factor | 1.29 | 1.01 |
| Common Sense Ratio | 20.04 | 1.03 |
| CPC Index | 0.38 | 0.53 |
| Tail Ratio | 15.53 | 1.02 |
| Outlier Win Ratio | 15.07 | 2.68 |
| Outlier Loss Ratio | 2.75 | 3.82 |
| Volatility (ann.) | 64.73% | 81.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.32 | -0.43 |
| Skew | -8.34 | 0.31 |
| Kurtosis | 93.56 | 1.82 |
| Expected Daily % | 0.04% | -0.07% |
| Expected Monthly % | 1.14% | -1.93% |
| Expected Yearly % | 10.74% | -16.07% |
| Kelly Criterion | 49.78% | 0.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.46% | -6.98% |
| Expected Shortfall (cVaR) | -5.46% | -6.98% |
| Year | ETCUSD | d_etcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -16.07 | 10.74 | -0.67 | + |
| Metric | d_etcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETCUSD |
|---|---|---|
| MTD | -0.83% | -0.05% |
| 3M | 35.78% | 16.97% |
| 6M | 57.74% | 24.05% |
| YTD | 10.74% | -16.07% |
| 1Y | 10.74% | -16.07% |
| 3Y (ann.) | 15.86% | -22.34% |
| 5Y (ann.) | 15.86% | -22.34% |
| Metric | d_etcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETCUSD |
|---|---|---|
| Max Drawdown | -49.39% | -51.68% |
| Longest DD Days | 230.0 | 229.0 |
| Avg. Drawdown | -16.52% | -22.29% |
| Avg. Drawdown Days | 77.0 | 82.0 |
| Recovery Factor | 0.22 | -0.31 |
| Ulcer Index | 1.49 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-09-11 | -49.39 | 230 |
| 2025-01-06 | 2025-01-07 | -0.14 | 1 |
| 2025-01-11 | 2025-01-12 | -0.04 | 1 |
| Metric | d_etcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETCUSD |
|---|---|---|
| Best Day | 6.14% | 16.8% |
| Worst Day | -40.65% | -13.03% |
| Best Week | 9.05% | 12.59% |
| Worst Week | -40.75% | -24.88% |
| Best Month | 19.15% | 25.76% |
| Worst Month | -31.37% | -28.68% |
| Best Year | 10.74% | -16.07% |
| Worst Year | 10.74% | -16.07% |
| Avg. Up Day | 0.93% | 3.52% |
| Avg. Down Day | -2.8% | -3.28% |
| Avg. Up Week | 4.48% | 5.6% |
| Avg. Down Week | -13.52% | -9.34% |
| Avg. Up Month | 10.3% | 9.22% |
| Avg. Down Month | -16.1% | -14.36% |
| Win Days % | 87.43% | 48.71% |
| Win Month % | 55.56% | 55.56% |
| Win Week % | 75.68% | 54.05% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 0.0% |