| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 29.62% | 26.54% |
| Max Drawdown | -38.0% | -63.26% |
| Sharpe | 0.69 | 0.62 |
| Sortino | 1.07 | 0.97 |
| Payoff Ratio | 1.17 | 1.01 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.5 | 1.28 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.29 | 1.17 |
| Outlier Win Ratio | 12.49 | 4.13 |
| Outlier Loss Ratio | 4.33 | 3.15 |
| Volatility (ann.) | 46.67% | 72.46% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.62 | 0.34 |
| Skew | 0.75 | 0.83 |
| Kurtosis | 11.49 | 5.21 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.74% | 1.58% |
| Expected Yearly % | 13.85% | 12.49% |
| Kelly Criterion | 2.65% | 3.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.93% | -6.11% |
| Expected Shortfall (cVaR) | -3.93% | -6.11% |
| Year | ETHUSD | configs_sql/hl_close/c/ethusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 35.99 | 2.97 | + |
| 2025 | 12.85 | -4.69 | -0.36 | - |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| MTD | 13.81% | 51.17% |
| 3M | 35.36% | 136.59% |
| 6M | -9.69% | 8.19% |
| YTD | -4.69% | 12.85% |
| 1Y | 11.77% | 7.2% |
| 3Y (ann.) | 23.71% | 21.3% |
| 5Y (ann.) | 23.71% | 21.3% |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -38.0% | -63.26% |
| Longest DD Days | 183.0 | 223.0 |
| Avg. Drawdown | -6.7% | -23.2% |
| Avg. Drawdown Days | 23.0 | 87.0 |
| Recovery Factor | 0.78 | 0.42 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-07-20 | -38.00 | 183 |
| 2024-07-22 | 2024-11-11 | -30.24 | 112 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2024-06-20 | 2024-07-12 | -6.21 | 22 |
| 2024-12-20 | 2024-12-24 | -5.70 | 4 |
| 2024-12-26 | 2025-01-15 | -4.78 | 20 |
| 2024-12-02 | 2024-12-06 | -3.15 | 4 |
| 2024-07-16 | 2024-07-19 | -2.82 | 3 |
| 2024-11-26 | 2024-11-27 | -2.68 | 1 |
| 2024-12-07 | 2024-12-11 | -2.48 | 4 |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 14.6% | 21.85% |
| Worst Day | -14.77% | -14.77% |
| Best Week | 18.08% | 27.26% |
| Worst Week | -14.19% | -20.52% |
| Best Month | 47.37% | 51.17% |
| Worst Month | -20.7% | -32.24% |
| Best Year | 35.99% | 12.85% |
| Worst Year | -4.69% | 12.13% |
| Avg. Up Day | 2.4% | 2.89% |
| Avg. Down Day | -2.05% | -2.87% |
| Avg. Up Week | 4.58% | 8.05% |
| Avg. Down Week | -4.57% | -8.12% |
| Avg. Up Month | 18.61% | 41.52% |
| Avg. Down Month | -14.52% | -19.08% |
| Win Days % | 47.54% | 51.46% |
| Win Month % | 71.43% | 33.33% |
| Win Week % | 55.1% | 54.55% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |