| Metric | /tmp/h_ | ETHUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 93.35% | 3.07% |
| Max Drawdown | -22.14% | -55.09% |
| Sharpe | 0.57 | 0.17 |
| Sortino | 0.87 | 0.25 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.17 | 1.03 |
| Common Sense Ratio | 1.44 | 1.03 |
| CPC Index | 0.67 | 0.56 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 18.06 | 3.09 |
| Outlier Loss Ratio | 12.16 | 3.22 |
| Volatility (ann.) | 11.29% | 33.05% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.19 | 0.02 |
| Skew | 0.81 | 0.23 |
| Kurtosis | 46.38 | 9.47 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.9% | 0.09% |
| Expected Yearly % | 17.92% | 0.76% |
| Kelly Criterion | 5.57% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.83% |
| Expected Shortfall (cVaR) | -0.95% | -2.83% |
| Year | ETHUSD | /tmp/h_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 10.24 | -0.25 | + |
| 2023 | 91.16 | 45.50 | 0.50 | - |
| 2024 | 45.75 | 35.27 | 0.77 | - |
| 2025 | -38.16 | -10.89 | 0.29 | + |
| Metric | /tmp/h_ | ETHUSD |
|---|---|---|
| MTD | -12.0% | -7.9% |
| 3M | -11.96% | -39.74% |
| 6M | 1.07% | -22.19% |
| YTD | -10.89% | -38.16% |
| 1Y | 19.23% | -42.65% |
| 3Y (ann.) | 26.32% | 1.08% |
| 5Y (ann.) | 26.32% | 1.08% |
| Metric | /tmp/h_ | ETHUSD |
|---|---|---|
| Max Drawdown | -22.14% | -55.09% |
| Longest DD Days | 128.0 | 379.0 |
| Avg. Drawdown | -2.32% | -10.85% |
| Avg. Drawdown Days | 13.0 | 42.0 |
| Recovery Factor | 4.22 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-26 | -22.14 | 109 |
| 2022-06-16 | 2022-08-10 | -15.38 | 55 |
| 2024-07-17 | 2024-08-08 | -10.33 | 22 |
| 2022-08-13 | 2022-09-27 | -8.20 | 44 |
| 2024-01-30 | 2024-04-20 | -7.82 | 80 |
| 2022-11-12 | 2023-02-01 | -7.04 | 81 |
| 2023-05-06 | 2023-06-21 | -5.99 | 46 |
| 2023-07-14 | 2023-11-19 | -5.69 | 128 |
| 2023-02-02 | 2023-02-16 | -5.67 | 13 |
| 2024-05-22 | 2024-07-15 | -5.61 | 54 |
| Metric | /tmp/h_ | ETHUSD |
|---|---|---|
| Best Day | 7.89% | 16.51% |
| Worst Day | -8.33% | -14.0% |
| Best Week | 16.77% | 25.43% |
| Worst Week | -10.25% | -34.61% |
| Best Month | 20.04% | 56.93% |
| Worst Month | -12.0% | -44.86% |
| Best Year | 45.5% | 91.16% |
| Worst Year | -10.89% | -40.19% |
| Avg. Up Day | 0.35% | 1.16% |
| Avg. Down Day | -0.3% | -1.07% |
| Avg. Up Week | 2.17% | 7.48% |
| Avg. Down Week | -1.37% | -7.09% |
| Avg. Up Month | 5.01% | 17.84% |
| Avg. Down Month | -3.66% | -17.68% |
| Win Days % | 49.32% | 50.02% |
| Win Month % | 70.59% | 48.57% |
| Win Week % | 57.75% | 51.66% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |