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| Name | [ETHUSD-Short-Put] / ETHUSD-Short-Put-2022 |
| Period | 2021-12-31 - 2022-12-29 |
| Version | MesoSim-2.5.0-0-gaa0ecb4 |
| Symbol | ETHUSD |
| Cash | |
| Structure | Short Put |
| Max number of positions in flight | 1 |
| Expirations | 1 |
| Legs | 1 |
| 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 | 4.0400 | 23.0600 |
| Avg Down Month | -6.79% | -22.86% |
| R^2 | 0.61 | 0.61 |
| Calmar | -0.83 | -0.91 |
| Treynor | -124.76 | - |