| Metric | configs_sql/hl_close/c/etcusd/uniq_fwd_ | ETCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 76.91% | -46.75% |
| Max Drawdown | -19.25% | -63.09% |
| Sharpe | 1.68 | -0.53 |
| Sortino | 3.26 | -0.77 |
| Payoff Ratio | 1.54 | 1.12 |
| Profit Factor | 1.5 | 0.93 |
| Common Sense Ratio | 2.1 | 0.9 |
| CPC Index | 1.09 | 0.49 |
| Tail Ratio | 1.4 | 0.97 |
| Outlier Win Ratio | 10.8 | 3.07 |
| Outlier Loss Ratio | 5.69 | 2.72 |
| Volatility (ann.) | 43.44% | 76.95% |
| R^2 | 0.46 | 0.46 |
| Calmar | 4.65 | -0.8 |
| Skew | 2.5 | 0.39 |
| Kurtosis | 17.28 | 2.84 |
| Expected Daily % | 0.17% | -0.19% |
| Expected Monthly % | 4.87% | -5.12% |
| Expected Yearly % | 33.01% | -27.03% |
| Kelly Criterion | 13.35% | -0.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.54% | -6.74% |
| Expected Shortfall (cVaR) | -3.54% | -6.74% |
| Year | ETCUSD | configs_sql/hl_close/c/etcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 92.35 | -11.27 | + |
| 2025 | -41.99 | -8.03 | 0.19 | + |
| Metric | configs_sql/hl_close/c/etcusd/uniq_fwd_ | ETCUSD |
|---|---|---|
| MTD | -0.04% | -13.65% |
| 3M | -8.03% | -48.91% |
| 6M | 67.99% | -21.89% |
| YTD | -8.03% | -41.99% |
| 1Y | 76.91% | -46.75% |
| 3Y (ann.) | 89.41% | -50.61% |
| 5Y (ann.) | 89.41% | -50.61% |
| Metric | configs_sql/hl_close/c/etcusd/uniq_fwd_ | ETCUSD |
|---|---|---|
| Max Drawdown | -19.25% | -63.09% |
| Longest DD Days | 121.0 | 187.0 |
| Avg. Drawdown | -6.77% | -21.4% |
| Avg. Drawdown Days | 24.0 | 52.0 |
| Recovery Factor | 4.0 | -0.74 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-04-07 | -19.25 | 121 |
| 2024-08-09 | 2024-11-07 | -10.52 | 90 |
| 2024-11-12 | 2024-11-16 | -10.26 | 4 |
| 2024-07-22 | 2024-08-08 | -7.75 | 17 |
| 2024-11-19 | 2024-11-21 | -6.13 | 2 |
| 2024-12-05 | 2024-12-06 | -5.91 | 1 |
| 2024-05-24 | 2024-07-12 | -5.21 | 49 |
| 2024-11-26 | 2024-11-27 | -4.74 | 1 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| 2024-11-28 | 2024-12-01 | -3.04 | 3 |
| Metric | configs_sql/hl_close/c/etcusd/uniq_fwd_ | ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -9.46% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -7.32% | -26.04% |
| Best Month | 73.96% | 75.95% |
| Worst Month | -4.17% | -27.05% |
| Best Year | 92.35% | -8.2% |
| Worst Year | -8.03% | -41.99% |
| Avg. Up Day | 2.34% | 3.17% |
| Avg. Down Day | -1.52% | -2.83% |
| Avg. Up Week | 6.92% | 9.51% |
| Avg. Down Week | -2.3% | -8.53% |
| Avg. Up Month | 37.32% | 41.05% |
| Avg. Down Month | -1.82% | -15.86% |
| Win Days % | 47.51% | 47.08% |
| Win Month % | 36.36% | 33.33% |
| Win Week % | 47.06% | 38.78% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |