| Metric |
Strategy |
ETHUSD |
|---|
| Trade Count |
45 |
1 |
| Win/Loss rate |
23 / 22 = 1.05 |
- |
| Adjustments |
0 |
- |
| PT Hits |
0 |
- |
| SL Hits |
22 |
- |
| Max DIT Reaches |
0 |
- |
| Settlements |
0 |
- |
| Avg Days in Trade |
6.8 |
363 |
| Cumulative Return |
-30.14% |
-67.43% |
| CAGR |
-30.28% |
-67.63% |
| Max Drawdown |
-36.48% |
-74.08% |
| Sharpe |
-0.98 |
-0.69 |
| Alpha |
-0.1 |
- |
| Beta |
0.24 |
- |
| Kelly Criterion |
-14.56 |
-16.02 |
| Profit Factor |
0.79 |
0.89 |
| Probabilistic Sharpe |
9.37% |
20.33% |
| Smart Sharpe |
-0.97 |
-0.68 |
| Annual Volatility |
22.7% |
73.32% |
| Omega |
0.79 |
- |
| Information ratio |
0.03 |
- |
| Avg Drawdown |
-18.29% |
-74.08% |
| Avg Drawdown Days |
180 |
361 |
| Avg Up Month |
4.04 |
23.06 |
| Avg Down Month |
-6.79% |
-22.86% |
| R^2 |
0.61 |
0.61 |
| Calmar |
-0.83 |
-0.91 |
| Treynor |
-124.76 |
- |