## [1] "ETH 60"

## [1] "ETH 15"

## [1] "ETH 5"

## [1] "ETH 1"

## [1] "BTC 60"

## [1] "BTC 15"

## [1] "BTC 5"

## [1] "BTC 1"
ETH_60 ETH_15 ETH_5 ETH_1 BTC_60 BTC_15 BTC_5 BTC_1
Observations 21 34 31 56 15 10 30 51
NAs 0 0 0 0 0 0 0 0
Minimum -0.166 -0.026 -0.062 -0.049 -0.087 -0.096 -0.032 -0.048
Quartile 1 -0.025 -0.012 -0.007 -0.011 -0.028 -0.012 -0.002 -0.012
Median -0.007 -0.004 -0.002 0 0.008 0.005 0.003 -0.006
Arithmetic Mean -0.007 0.004 0.008 0.001 -0.009 0.009 0.008 -0.005
Geometric Mean -0.008 0.004 0.007 0.001 -0.009 0.008 0.008 -0.006
Quartile 3 0.017 0.014 0.016 0.01 0.022 0.017 0.018 0.005
Maximum 0.067 0.128 0.141 0.08 0.031 0.157 0.072 0.05
SE Mean 0.01 0.005 0.006 0.003 0.011 0.02 0.004 0.002
LCL Mean (0.95) -0.029 -0.006 -0.005 -0.004 -0.031 -0.036 0 -0.01
UCL Mean (0.95) 0.015 0.014 0.02 0.007 0.014 0.054 0.017 -0.001
Variance 0.002 0.001 0.001 0 0.002 0.004 0 0
Stdev 0.048 0.029 0.034 0.021 0.041 0.063 0.022 0.017
Skewness -1.469 2.475 1.858 0.98 -0.918 0.98 0.871 0.011
Kurtosis 3.854 7.767 5.905 2.962 -0.682 1.817 1.006 1.651
Hit Ration 0.429 0.441 0.419 0.482 0.6 0.6 0.567 0.353
Profit Factor 0.75 0.789 0.765 0.931 1.5 1.5 1.308 0.545
Modified Sharpe Ratio -0.146 0.147 0.234 0.064 -0.21 0.146 0.378 -0.315
Modified ES p=99 -0.111 -0.026 -0.046 -0.039 -0.087 -0.096 -0.029 -0.045
Modified VaR p=99 -0.098 -0.015 -0.023 -0.026 -0.084 -0.069 -0.022 -0.032
Average waiting time 90.4 Hours 58.6 Hours 60.3 Hours 31.4 Hours 127.2 Hours 174.6 Hours 66.5 Hours 39.6 Hours
Average time in position 3.4 Hours 11.33 Hours 4.78 Hours 0.53 Hours 1.78 Hours 36.85 Hours 5.25 Hours 0.66 Hours