| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 27.22% | 34.26% |
| Max Drawdown | -38.0% | -63.26% |
| Sharpe | 0.58 | 0.63 |
| Sortino | 0.89 | 0.99 |
| Payoff Ratio | 1.15 | 1.03 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.54 | 1.25 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.36 | 1.14 |
| Outlier Win Ratio | 11.53 | 4.13 |
| Outlier Loss Ratio | 4.32 | 3.28 |
| Volatility (ann.) | 48.98% | 72.8% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.47 | 0.35 |
| Skew | 0.56 | 0.76 |
| Kurtosis | 9.49 | 4.67 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.35% | 1.65% |
| Expected Yearly % | 12.79% | 15.87% |
| Kelly Criterion | 1.41% | 3.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.14% | -6.14% |
| Expected Shortfall (cVaR) | -4.14% | -6.14% |
| Year | ETHUSD | configs_sql/hl_close/c/ethusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 35.99 | 2.97 | + |
| 2025 | 19.73 | -6.45 | -0.33 | - |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| MTD | -8.25% | -3.82% |
| 3M | 11.78% | 32.28% |
| 6M | 29.63% | 145.56% |
| YTD | -6.45% | 19.73% |
| 1Y | 38.97% | 51.69% |
| 3Y (ann.) | 17.96% | 22.4% |
| 5Y (ann.) | 17.96% | 22.4% |
| Metric | configs_sql/hl_close/c/ethusd/uniq_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -38.0% | -63.26% |
| Longest DD Days | 203.0 | 242.0 |
| Avg. Drawdown | -7.53% | -19.19% |
| Avg. Drawdown Days | 25.0 | 64.0 |
| Recovery Factor | 0.72 | 0.54 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-08-09 | -38.00 | 203 |
| 2024-07-22 | 2024-11-11 | -30.24 | 112 |
| 2025-08-14 | 2025-10-15 | -28.48 | 62 |
| 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 |
| 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 | -14.33% | -20.52% |
| Best Month | 47.37% | 48.75% |
| Worst Month | -20.7% | -32.24% |
| Best Year | 35.99% | 19.73% |
| Worst Year | -6.45% | 12.13% |
| Avg. Up Day | 2.46% | 2.98% |
| Avg. Down Day | -2.14% | -2.89% |
| Avg. Up Week | 4.77% | 8.38% |
| Avg. Down Week | -4.76% | -8.19% |
| Avg. Up Month | 16.82% | 36.48% |
| Avg. Down Month | -11.47% | -14.29% |
| Win Days % | 47.23% | 51.13% |
| Win Month % | 64.71% | 33.33% |
| Win Week % | 54.24% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |