| Metric | etcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETCUSD |
|---|---|---|
| Time in Market | 46.0% | 88.0% |
| Cumulative Return | 10.74% | -15.05% |
| Max Drawdown | -52.25% | -56.49% |
| Sharpe | 0.02 | 0.01 |
| Sortino | 0.02 | 0.01 |
| Payoff Ratio | 0.0 | 1.36 |
| Profit Factor | 1.28 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.68 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 362.24 | 2.15 |
| Outlier Loss Ratio | 0.13 | 1.67 |
| Volatility (ann.) | 2.12% | 3.0% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.3 | -0.37 |
| Skew | -261.24 | -0.4 |
| Kurtosis | 96198.9 | 170.25 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 1.14% | -1.8% |
| Expected Yearly % | 10.74% | -15.05% |
| Kelly Criterion | 55.06% | 13.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.26% |
| Expected Shortfall (cVaR) | -0.18% | -0.26% |
| Year | ETCUSD | etcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -15.05 | 10.74 | -0.71 | + |
| Metric | etcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETCUSD |
|---|---|---|
| MTD | -0.69% | 2.44% |
| 3M | 35.78% | 17.16% |
| 6M | 57.74% | 18.01% |
| YTD | 10.74% | -15.05% |
| 1Y | 10.74% | -15.05% |
| 3Y (ann.) | 15.86% | -20.97% |
| 5Y (ann.) | 15.86% | -20.97% |
| Metric | etcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETCUSD |
|---|---|---|
| Max Drawdown | -52.25% | -56.49% |
| Longest DD Days | 230.0 | 247.0 |
| Avg. Drawdown | -10.57% | -1.18% |
| Avg. Drawdown Days | 46.0 | 3.0 |
| Recovery Factor | 0.21 | -0.27 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-09-11 | -52.25 | 230 |
| 2025-01-05 | 2025-01-06 | -0.16 | 0 |
| 2025-01-10 | 2025-01-11 | -0.15 | 1 |
| 2025-01-15 | 2025-01-15 | -0.15 | 0 |
| 2025-01-19 | 2025-01-19 | -0.15 | 0 |
| Metric | etcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETCUSD |
|---|---|---|
| Best Day | 6.0% | 9.68% |
| Worst Day | -43.84% | -8.87% |
| Best Week | 9.22% | 27.0% |
| Worst Week | -40.75% | -26.04% |
| Best Month | 18.98% | 24.3% |
| Worst Month | -31.37% | -27.05% |
| Best Year | 10.74% | -15.05% |
| Worst Year | 10.74% | -15.05% |
| Avg. Up Day | 0.0% | 0.11% |
| Avg. Down Day | -1.55% | -0.08% |
| Avg. Up Week | 4.47% | 9.12% |
| Avg. Down Week | -10.64% | -7.06% |
| Avg. Up Month | 15.47% | 9.18% |
| Avg. Down Month | -17.91% | -14.36% |
| Win Days % | 99.94% | 50.16% |
| Win Month % | 55.56% | 55.56% |
| Win Week % | 75.68% | 40.54% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |