| Metric | eth.2_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 343.41% | 0.97% |
| Max Drawdown | -20.99% | -53.76% |
| Sharpe | 1.59 | 0.34 |
| Sortino | 2.59 | 0.48 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.46 | 1.05 |
| Common Sense Ratio | 2.16 | 1.06 |
| CPC Index | 0.95 | 0.64 |
| Tail Ratio | 1.49 | 1.0 |
| Outlier Win Ratio | 12.22 | 3.48 |
| Outlier Loss Ratio | 5.18 | 3.25 |
| Volatility (ann.) | 37.38% | 66.74% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.3 | 0.01 |
| Skew | 0.81 | -0.19 |
| Kurtosis | 12.1 | 4.2 |
| Expected Daily % | 0.14% | 0.0% |
| Expected Monthly % | 4.35% | 0.03% |
| Expected Yearly % | 45.11% | 0.24% |
| Kelly Criterion | 13.35% | 9.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.06% | -5.68% |
| Expected Shortfall (cVaR) | -3.06% | -5.68% |
| Year | ETHUSD | eth.2_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | 4.46 | -0.12 | + |
| 2023 | 91.13 | 85.59 | 0.94 | - |
| 2024 | 46.48 | 124.13 | 2.67 | + |
| 2025 | -42.65 | 2.05 | -0.05 | + |
| Metric | eth.2_daily_ | ETHUSD |
|---|---|---|
| MTD | -7.64% | -10.05% |
| 3M | -2.34% | -45.12% |
| 6M | 41.52% | -27.03% |
| YTD | 2.05% | -42.65% |
| 1Y | 103.94% | -46.98% |
| 3Y (ann.) | 69.26% | 0.34% |
| 5Y (ann.) | 69.26% | 0.34% |
| Metric | eth.2_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -20.99% | -53.76% |
| Longest DD Days | 122.0 | 380.0 |
| Avg. Drawdown | -4.68% | -14.37% |
| Avg. Drawdown Days | 19.0 | 63.0 |
| Recovery Factor | 16.36 | 0.02 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2022-06-25 | -20.99 | 11 |
| 2022-06-27 | 2022-09-27 | -16.62 | 92 |
| 2025-01-25 | 2025-03-28 | -15.40 | 62 |
| 2022-11-13 | 2023-02-02 | -13.36 | 81 |
| 2023-05-07 | 2023-06-22 | -12.01 | 46 |
| 2024-12-08 | 2025-01-24 | -11.89 | 47 |
| 2024-02-11 | 2024-03-22 | -11.76 | 40 |
| 2023-02-09 | 2023-02-16 | -10.34 | 7 |
| 2024-03-27 | 2024-05-21 | -9.44 | 55 |
| 2023-06-23 | 2023-10-23 | -8.34 | 122 |
| Metric | eth.2_daily_ | ETHUSD |
|---|---|---|
| Best Day | 14.29% | 16.54% |
| Worst Day | -12.21% | -20.65% |
| Best Week | 20.49% | 31.75% |
| Worst Week | -11.78% | -38.51% |
| Best Month | 32.63% | 55.48% |
| Worst Month | -7.64% | -44.95% |
| Best Year | 124.13% | 91.13% |
| Worst Year | 2.05% | -42.65% |
| Avg. Up Day | 2.05% | 2.59% |
| Avg. Down Day | -1.62% | -2.15% |
| Avg. Up Week | 5.07% | 7.25% |
| Avg. Down Week | -2.55% | -6.16% |
| Avg. Up Month | 10.13% | 13.9% |
| Avg. Down Month | -4.39% | -11.81% |
| Win Days % | 51.53% | 50.34% |
| Win Month % | 69.7% | 51.43% |
| Win Week % | 60.0% | 46.36% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |