| Metric | eth.2_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 84.46% | -50.28% |
| Max Drawdown | -18.07% | -54.74% |
| Sharpe | 1.03 | -0.43 |
| Sortino | 1.55 | -0.58 |
| Payoff Ratio | 1.19 | 1.06 |
| Profit Factor | 1.28 | 0.93 |
| Common Sense Ratio | 1.69 | 0.88 |
| CPC Index | 0.77 | 0.49 |
| Tail Ratio | 1.32 | 0.94 |
| Outlier Win Ratio | 11.05 | 3.23 |
| Outlier Loss Ratio | 4.95 | 3.43 |
| Volatility (ann.) | 20.03% | 34.94% |
| R^2 | 0.38 | 0.38 |
| Calmar | 6.12 | -1.05 |
| Skew | 0.24 | -0.55 |
| Kurtosis | 24.02 | 9.05 |
| Expected Daily % | 0.05% | -0.06% |
| Expected Monthly % | 6.31% | -6.75% |
| Expected Yearly % | 35.81% | -29.49% |
| Kelly Criterion | 9.51% | 1.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.05% |
| Expected Shortfall (cVaR) | -1.67% | -3.05% |
| Year | ETHUSD | eth.2_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 80.26 | -6.66 | + |
| 2025 | -43.47 | 2.33 | -0.05 | + |
| Metric | eth.2_fwd_ | ETHUSD |
|---|---|---|
| MTD | -7.64% | -15.82% |
| 3M | 2.31% | -43.48% |
| 6M | 41.52% | -28.47% |
| YTD | 2.33% | -43.47% |
| 1Y | 84.46% | -50.28% |
| 3Y (ann.) | 110.62% | -57.27% |
| 5Y (ann.) | 110.62% | -57.27% |
| Metric | eth.2_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -18.07% | -54.74% |
| Longest DD Days | 63.0 | 182.0 |
| Avg. Drawdown | -3.53% | -16.47% |
| Avg. Drawdown Days | 10.0 | 42.0 |
| Recovery Factor | 4.67 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-01-24 | -18.07 | 48 |
| 2025-01-24 | 2025-03-28 | -17.29 | 63 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -6.96 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-09-19 | -5.83 | 5 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-12-05 | 2024-12-06 | -3.58 | 1 |
| 2024-09-22 | 2024-10-12 | -3.55 | 20 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| Metric | eth.2_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.95% | 18.08% |
| Worst Week | -11.02% | -20.52% |
| Best Month | 32.63% | 47.37% |
| Worst Month | -7.64% | -32.24% |
| Best Year | 80.26% | -12.05% |
| Worst Year | 2.33% | -43.47% |
| Avg. Up Day | 1.05% | 1.26% |
| Avg. Down Day | -0.88% | -1.19% |
| Avg. Up Week | 5.68% | 6.78% |
| Avg. Down Week | -3.34% | -7.08% |
| Avg. Up Month | 21.76% | 25.44% |
| Avg. Down Month | -5.26% | -11.77% |
| Win Days % | 50.85% | 49.29% |
| Win Month % | 70.0% | 20.0% |
| Win Week % | 66.67% | 45.45% |
| Win Quarter % | 75.0% | 25.0% |
| Win Year % | 100.0% | 0.0% |