| Metric | configs_sql/hl_close/c/ethusd/uniq_ | ETHUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 943.82% | 126.89% |
| Max Drawdown | -66.21% | -93.94% |
| Sharpe | 0.84 | 0.58 |
| Sortino | 1.25 | 0.83 |
| Payoff Ratio | 1.15 | 1.0 |
| Profit Factor | 1.19 | 1.09 |
| Common Sense Ratio | 1.44 | 1.15 |
| CPC Index | 0.68 | 0.56 |
| Tail Ratio | 1.21 | 1.05 |
| Outlier Win Ratio | 9.75 | 3.7 |
| Outlier Loss Ratio | 4.74 | 3.62 |
| Volatility (ann.) | 60.2% | 88.34% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.57 | 0.13 |
| Skew | 0.21 | -0.23 |
| Kurtosis | 10.58 | 6.13 |
| Expected Daily % | 0.09% | 0.03% |
| Expected Monthly % | 2.67% | 0.92% |
| Expected Yearly % | 29.77% | 9.53% |
| Kelly Criterion | 6.06% | 2.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -7.47% |
| Expected Shortfall (cVaR) | -5.04% | -7.47% |
| Year | ETHUSD | configs_sql/hl_close/c/ethusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2017 | 6.78 | 11.34 | 1.67 | + |
| 2018 | -81.71 | -23.87 | 0.29 | + |
| 2019 | -5.45 | 40.31 | -7.40 | + |
| 2020 | 473.60 | 215.64 | 0.46 | - |
| 2021 | 398.35 | 140.16 | 0.35 | - |
| 2022 | -67.48 | -49.52 | 0.73 | + |
| 2023 | 91.16 | 87.93 | 0.96 | - |
| 2024 | 45.75 | 67.34 | 1.47 | + |
| 2025 | -52.56 | -27.06 | 0.51 | + |
| Metric | configs_sql/hl_close/c/ethusd/uniq_ | ETHUSD |
|---|---|---|
| MTD | -0.07% | -13.3% |
| 3M | -27.06% | -56.21% |
| 6M | 10.41% | -34.57% |
| YTD | -27.06% | -52.56% |
| 1Y | 4.09% | -52.41% |
| 3Y (ann.) | 2.5% | -22.58% |
| 5Y (ann.) | 44.88% | 61.69% |
| Metric | configs_sql/hl_close/c/ethusd/uniq_ | ETHUSD |
|---|---|---|
| Max Drawdown | -66.21% | -93.94% |
| Longest DD Days | 1034.0 | 1244.0 |
| Avg. Drawdown | -11.85% | -18.75% |
| Avg. Drawdown Days | 60.0 | 138.0 |
| Recovery Factor | 14.26 | 1.35 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-09-22 | 2019-05-15 | -66.21 | 235 |
| 2021-05-12 | 2024-03-11 | -63.35 | 1034 |
| 2019-06-27 | 2020-07-27 | -42.04 | 396 |
| 2018-02-10 | 2018-09-15 | -36.24 | 217 |
| 2024-07-22 | 2024-11-11 | -31.33 | 112 |
| 2024-12-26 | 2025-04-06 | -30.36 | 101 |
| 2024-03-12 | 2024-07-15 | -22.36 | 125 |
| 2021-01-10 | 2021-01-19 | -18.06 | 9 |
| 2020-08-15 | 2020-11-06 | -15.62 | 83 |
| 2020-11-24 | 2020-11-30 | -14.88 | 6 |
| Metric | configs_sql/hl_close/c/ethusd/uniq_ | ETHUSD |
|---|---|---|
| Best Day | 26.17% | 26.36% |
| Worst Day | -27.72% | -43.85% |
| Best Week | 46.78% | 66.05% |
| Worst Week | -40.19% | -44.8% |
| Best Month | 60.98% | 78.14% |
| Worst Month | -42.28% | -53.66% |
| Best Year | 215.64% | 473.6% |
| Worst Year | -49.52% | -81.71% |
| Avg. Up Day | 2.94% | 3.51% |
| Avg. Down Day | -2.54% | -3.52% |
| Avg. Up Week | 7.37% | 10.39% |
| Avg. Down Week | -5.22% | -8.82% |
| Avg. Up Month | 15.05% | 25.58% |
| Avg. Down Month | -11.73% | -19.75% |
| Win Days % | 49.65% | 51.39% |
| Win Month % | 64.29% | 52.81% |
| Win Week % | 52.04% | 50.9% |
| Win Quarter % | 64.52% | 58.06% |
| Win Year % | 66.67% | 55.56% |