| Metric | eth.10.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 28.54% | -59.35% |
| Max Drawdown | -13.05% | -61.74% |
| Sharpe | 1.46 | -1.12 |
| Sortino | 2.29 | -1.39 |
| Payoff Ratio | 1.13 | 1.01 |
| Profit Factor | 1.38 | 0.84 |
| Common Sense Ratio | 1.73 | 0.73 |
| CPC Index | 0.84 | 0.42 |
| Tail Ratio | 1.25 | 0.87 |
| Outlier Win Ratio | 15.49 | 3.03 |
| Outlier Loss Ratio | 10.32 | 3.09 |
| Volatility (ann.) | 21.78% | 70.96% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.63 | -1.06 |
| Skew | 0.54 | -1.25 |
| Kurtosis | 12.95 | 6.04 |
| Expected Daily % | 0.08% | -0.29% |
| Expected Monthly % | 2.31% | -7.86% |
| Expected Yearly % | 13.37% | -36.24% |
| Kelly Criterion | 12.68% | 0.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -6.33% |
| Expected Shortfall (cVaR) | -1.79% | -6.33% |
| Year | ETHUSD | eth.10.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 33.55 | -2.84 | + |
| 2025 | -53.90 | -3.75 | 0.07 | + |
| Metric | eth.10.u_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -0.13% | -14.91% |
| 3M | -8.75% | -57.18% |
| 6M | 15.08% | -36.33% |
| YTD | -3.75% | -53.9% |
| 1Y | 28.54% | -59.35% |
| 3Y (ann.) | 34.39% | -65.35% |
| 5Y (ann.) | 34.39% | -65.35% |
| Metric | eth.10.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.05% | -61.74% |
| Longest DD Days | 122.0 | 181.0 |
| Avg. Drawdown | -2.61% | -28.16% |
| Avg. Drawdown Days | 22.0 | 76.0 |
| Recovery Factor | 2.19 | -0.96 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-07 | -13.05 | 122 |
| 2024-06-09 | 2024-07-15 | -3.60 | 36 |
| 2024-08-15 | 2024-09-14 | -3.52 | 30 |
| 2024-10-20 | 2024-11-06 | -2.96 | 17 |
| 2024-09-16 | 2024-10-13 | -2.58 | 27 |
| 2024-08-10 | 2024-08-14 | -2.20 | 4 |
| 2024-08-07 | 2024-08-09 | -1.88 | 2 |
| 2024-12-01 | 2024-12-04 | -0.62 | 3 |
| 2024-07-18 | 2024-07-26 | -0.49 | 8 |
| 2024-11-29 | 2024-11-30 | -0.20 | 1 |
| Metric | eth.10.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.4% | 10.51% |
| Worst Day | -6.75% | -20.65% |
| Best Week | 14.61% | 16.68% |
| Worst Week | -8.92% | -22.77% |
| Best Month | 23.04% | 39.49% |
| Worst Month | -7.94% | -34.4% |
| Best Year | 33.55% | -11.81% |
| Worst Year | -3.75% | -53.9% |
| Avg. Up Day | 1.02% | 2.26% |
| Avg. Down Day | -0.91% | -2.25% |
| Avg. Up Week | 3.36% | 6.19% |
| Avg. Down Week | -2.46% | -6.86% |
| Avg. Up Month | 9.72% | 14.82% |
| Avg. Down Month | -4.14% | -12.7% |
| Win Days % | 53.72% | 50.32% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 56.1% | 47.83% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |