| Metric | /tmp/h_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | 93.35% | 3.65% |
| Max Drawdown | -21.2% | -53.76% |
| Sharpe | 1.17 | 0.36 |
| Sortino | 1.86 | 0.5 |
| Payoff Ratio | 1.32 | 1.15 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.93 | 1.06 |
| CPC Index | 0.87 | 0.61 |
| Tail Ratio | 1.45 | 1.01 |
| Outlier Win Ratio | 15.25 | 2.88 |
| Outlier Loss Ratio | 11.82 | 2.77 |
| Volatility (ann.) | 22.01% | 66.73% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.24 | 0.02 |
| Skew | 0.81 | -0.19 |
| Kurtosis | 18.07 | 4.22 |
| Expected Daily % | 0.06% | 0.0% |
| Expected Monthly % | 1.9% | 0.1% |
| Expected Yearly % | 17.92% | 0.9% |
| Kelly Criterion | 10.7% | 7.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -5.68% |
| Expected Shortfall (cVaR) | -1.82% | -5.68% |
| Year | ETHUSD | /tmp/h_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.66 | 10.16 | -0.26 | + |
| 2023 | 91.13 | 45.58 | 0.50 | - |
| 2024 | 46.48 | 35.47 | 0.76 | - |
| 2025 | -38.65 | -11.00 | 0.28 | + |
| Metric | /tmp/h_daily_ | ETHUSD |
|---|---|---|
| MTD | -11.96% | -3.77% |
| 3M | -10.86% | -38.44% |
| 6M | 1.06% | -20.67% |
| YTD | -11.0% | -38.65% |
| 1Y | 23.63% | -38.4% |
| 3Y (ann.) | 26.35% | 1.28% |
| 5Y (ann.) | 26.35% | 1.28% |
| Metric | /tmp/h_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -21.2% | -53.76% |
| Longest DD Days | 128.0 | 377.0 |
| Avg. Drawdown | -2.51% | -14.37% |
| Avg. Drawdown Days | 18.0 | 63.0 |
| Recovery Factor | 4.4 | 0.07 |
| Ulcer Index | 13.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-03-25 | -21.20 | 107 |
| 2022-06-17 | 2022-06-26 | -12.58 | 9 |
| 2024-07-18 | 2024-08-09 | -9.87 | 22 |
| 2022-08-14 | 2022-09-27 | -7.70 | 44 |
| 2024-02-26 | 2024-04-21 | -7.28 | 55 |
| 2022-11-12 | 2023-02-02 | -6.08 | 82 |
| 2023-05-07 | 2023-06-21 | -5.29 | 45 |
| 2023-07-15 | 2023-11-20 | -5.27 | 128 |
| 2023-02-03 | 2023-02-16 | -4.53 | 13 |
| 2024-05-23 | 2024-07-15 | -4.46 | 53 |
| Metric | /tmp/h_daily_ | ETHUSD |
|---|---|---|
| Best Day | 8.48% | 16.54% |
| Worst Day | -8.27% | -20.65% |
| Best Week | 16.27% | 31.75% |
| Worst Week | -11.18% | -38.51% |
| Best Month | 19.79% | 55.48% |
| Worst Month | -11.96% | -44.95% |
| Best Year | 45.58% | 91.13% |
| Worst Year | -11.0% | -39.66% |
| Avg. Up Day | 0.8% | 2.62% |
| Avg. Down Day | -0.6% | -2.29% |
| Avg. Up Week | 2.29% | 8.3% |
| Avg. Down Week | -1.27% | -6.29% |
| Avg. Up Month | 5.17% | 17.12% |
| Avg. Down Month | -2.94% | -14.92% |
| Win Days % | 49.23% | 50.34% |
| Win Month % | 64.71% | 50.0% |
| Win Week % | 56.03% | 47.02% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |