| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 31.64% | -47.19% |
| Max Drawdown | -16.27% | -53.58% |
| Sharpe | 1.6 | -0.75 |
| Sortino | 2.62 | -0.95 |
| Payoff Ratio | 1.32 | 0.93 |
| Profit Factor | 1.58 | 0.89 |
| Common Sense Ratio | 3.16 | 0.78 |
| CPC Index | 1.12 | 0.42 |
| Tail Ratio | 2.0 | 0.88 |
| Outlier Win Ratio | 18.99 | 3.13 |
| Outlier Loss Ratio | 10.83 | 2.51 |
| Volatility (ann.) | 22.86% | 70.38% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.49 | -1.02 |
| Skew | 0.88 | -1.18 |
| Kurtosis | 23.42 | 6.02 |
| Expected Daily % | 0.09% | -0.22% |
| Expected Monthly % | 2.79% | -6.19% |
| Expected Yearly % | 14.74% | -27.33% |
| Kelly Criterion | 18.52% | -2.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -6.2% |
| Expected Shortfall (cVaR) | -1.87% | -6.2% |
| Year | ETHUSD | eth_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 49.38 | -4.18 | + |
| 2025 | -40.12 | -11.88 | 0.30 | + |
| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| MTD | -11.09% | -6.08% |
| 3M | -10.55% | -40.39% |
| 6M | 14.45% | -21.39% |
| YTD | -11.88% | -40.12% |
| 1Y | 31.64% | -47.19% |
| 3Y (ann.) | 40.52% | -54.62% |
| 5Y (ann.) | 40.52% | -54.62% |
| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.27% | -53.58% |
| Longest DD Days | 93.0 | 181.0 |
| Avg. Drawdown | -1.93% | -26.11% |
| Avg. Drawdown Days | 16.0 | 72.0 |
| Recovery Factor | 1.95 | -0.88 |
| Ulcer Index | 1.84 | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-03-23 | -16.27 | 93 |
| 2024-07-18 | 2024-08-06 | -3.26 | 19 |
| 2024-08-07 | 2024-08-09 | -2.69 | 2 |
| 2024-06-03 | 2024-07-14 | -2.08 | 41 |
| 2024-08-10 | 2024-09-14 | -2.01 | 35 |
| 2024-12-08 | 2024-12-19 | -0.91 | 11 |
| 2024-09-29 | 2024-10-12 | -0.73 | 13 |
| 2024-11-11 | 2024-11-12 | -0.53 | 1 |
| 2024-11-03 | 2024-11-06 | -0.15 | 3 |
| 2024-10-16 | 2024-10-24 | -0.10 | 8 |
| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.86% | 10.51% |
| Worst Day | -8.42% | -20.65% |
| Best Week | 14.81% | 16.68% |
| Worst Week | -11.58% | -22.77% |
| Best Month | 21.53% | 39.49% |
| Worst Month | -11.09% | -34.4% |
| Best Year | 49.38% | -11.81% |
| Worst Year | -11.88% | -40.12% |
| Avg. Up Day | 0.92% | 2.72% |
| Avg. Down Day | -0.7% | -2.93% |
| Avg. Up Week | 2.38% | 5.46% |
| Avg. Down Week | -1.98% | -7.41% |
| Avg. Up Month | 9.04% | 14.82% |
| Avg. Down Month | -3.4% | -13.63% |
| Win Days % | 53.67% | 50.85% |
| Win Month % | 60.0% | 30.0% |
| Win Week % | 65.79% | 52.27% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |