| Metric | configs_sql/hl_close/c/etcusd/uniq_ | ETCUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 2,540.73% | 125.24% |
| Max Drawdown | -64.57% | -90.3% |
| Sharpe | 1.15 | 0.66 |
| Sortino | 2.12 | 1.08 |
| Payoff Ratio | 1.34 | 1.13 |
| Profit Factor | 1.35 | 1.12 |
| Common Sense Ratio | 1.68 | 1.18 |
| CPC Index | 0.89 | 0.63 |
| Tail Ratio | 1.24 | 1.06 |
| Outlier Win Ratio | 14.16 | 4.46 |
| Outlier Loss Ratio | 5.44 | 3.41 |
| Volatility (ann.) | 70.45% | 110.19% |
| R^2 | 0.57 | 0.57 |
| Calmar | 1.2 | 0.17 |
| Skew | 3.47 | 1.55 |
| Kurtosis | 38.79 | 13.54 |
| Expected Daily % | 0.16% | 0.04% |
| Expected Monthly % | 4.79% | 1.17% |
| Expected Yearly % | 59.63% | 12.3% |
| Kelly Criterion | 11.32% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.84% | -9.29% |
| Expected Shortfall (cVaR) | -5.84% | -9.29% |
| Year | ETCUSD | configs_sql/hl_close/c/etcusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2019 | -30.47 | -4.63 | 0.15 | + |
| 2020 | 27.01 | 135.89 | 5.03 | + |
| 2021 | 499.72 | 96.45 | 0.19 | - |
| 2022 | -54.01 | 41.98 | -0.78 | + |
| 2023 | 39.89 | 102.46 | 2.57 | + |
| 2024 | 13.96 | 126.02 | 9.03 | + |
| 2025 | -41.99 | -8.03 | 0.19 | + |
| Metric | configs_sql/hl_close/c/etcusd/uniq_ | ETCUSD |
|---|---|---|
| MTD | -0.04% | -13.65% |
| 3M | -8.03% | -48.91% |
| 6M | 67.99% | -21.89% |
| YTD | -8.03% | -41.99% |
| 1Y | 81.08% | -56.69% |
| 3Y (ann.) | 88.91% | -27.76% |
| 5Y (ann.) | 64.93% | 20.81% |
| Metric | configs_sql/hl_close/c/etcusd/uniq_ | ETCUSD |
|---|---|---|
| Max Drawdown | -64.57% | -90.3% |
| Longest DD Days | 777.0 | 1431.0 |
| Avg. Drawdown | -13.88% | -29.51% |
| Avg. Drawdown Days | 93.0 | 187.0 |
| Recovery Factor | 39.35 | 1.39 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-07 | 2023-06-23 | -64.57 | 777 |
| 2021-01-11 | 2021-05-03 | -39.83 | 112 |
| 2024-01-12 | 2024-11-09 | -28.17 | 302 |
| 2020-08-02 | 2021-01-10 | -20.67 | 161 |
| 2020-03-14 | 2020-08-01 | -19.44 | 140 |
| 2024-12-07 | 2025-04-07 | -19.25 | 121 |
| 2023-07-01 | 2023-11-06 | -15.36 | 128 |
| 2023-11-11 | 2024-01-10 | -14.93 | 60 |
| 2020-01-18 | 2020-01-27 | -12.12 | 9 |
| 2019-07-23 | 2020-01-05 | -11.23 | 166 |
| Metric | configs_sql/hl_close/c/etcusd/uniq_ | ETCUSD |
|---|---|---|
| Best Day | 42.7% | 48.26% |
| Worst Day | -23.7% | -37.97% |
| Best Week | 201.07% | 232.82% |
| Worst Week | -31.49% | -38.45% |
| Best Month | 126.18% | 158.4% |
| Worst Month | -16.46% | -45.47% |
| Best Year | 135.89% | 499.72% |
| Worst Year | -8.03% | -54.01% |
| Avg. Up Day | 3.0% | 4.29% |
| Avg. Down Day | -2.24% | -3.81% |
| Avg. Up Week | 10.0% | 15.77% |
| Avg. Down Week | -4.02% | -9.06% |
| Avg. Up Month | 20.55% | 41.95% |
| Avg. Down Month | -4.73% | -18.34% |
| Win Days % | 49.17% | 49.73% |
| Win Month % | 56.06% | 44.29% |
| Win Week % | 47.87% | 44.74% |
| Win Quarter % | 58.33% | 45.83% |
| Win Year % | 71.43% | 57.14% |