| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 1.05% | -39.22% |
| Max Drawdown | -31.33% | -55.21% |
| Sharpe | 0.25 | -0.44 |
| Sortino | 0.38 | -0.63 |
| Payoff Ratio | 1.12 | 0.97 |
| Profit Factor | 1.06 | 0.94 |
| Common Sense Ratio | 1.09 | 0.87 |
| CPC Index | 0.56 | 0.46 |
| Tail Ratio | 1.03 | 0.93 |
| Outlier Win Ratio | 12.05 | 4.13 |
| Outlier Loss Ratio | 4.19 | 2.99 |
| Volatility (ann.) | 45.27% | 68.74% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.04 | -0.75 |
| Skew | 0.89 | 0.55 |
| Kurtosis | 10.63 | 4.4 |
| Expected Daily % | 0.0% | -0.15% |
| Expected Monthly % | 0.09% | -4.06% |
| Expected Yearly % | 0.53% | -22.04% |
| Kelly Criterion | -0.25% | -0.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.87% | -6.0% |
| Expected Shortfall (cVaR) | -3.87% | -6.0% |
| Year | ETHUSD | configs_sql/hl_close/c/ethusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 38.46 | 3.17 | + |
| 2025 | -45.80 | -27.01 | 0.59 | + |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.93% |
| 3M | -27.01% | -47.71% |
| 6M | 10.48% | -23.19% |
| YTD | -27.01% | -45.8% |
| 1Y | 1.05% | -39.22% |
| 3Y (ann.) | 1.14% | -41.5% |
| 5Y (ann.) | 1.14% | -41.5% |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -31.33% | -55.21% |
| Longest DD Days | 112.0 | 192.0 |
| Avg. Drawdown | -6.01% | -21.6% |
| Avg. Drawdown Days | 18.0 | 66.0 |
| Recovery Factor | 0.03 | -0.71 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-11 | -31.33 | 112 |
| 2024-12-26 | 2025-04-05 | -30.36 | 100 |
| 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_daily_ | 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 | -27.01% | -45.8% |
| Avg. Up Day | 2.28% | 2.79% |
| Avg. Down Day | -2.04% | -2.87% |
| 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 % | 47.09% | 50.44% |
| Win Month % | 60.0% | 25.0% |
| Win Week % | 42.86% | 47.06% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |