| Metric | eth.86400.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | -21.79% | -58.57% |
| Max Drawdown | -31.26% | -60.57% |
| Sharpe | -0.76 | -1.16 |
| Sortino | -1.02 | -1.57 |
| Payoff Ratio | 0.87 | 0.96 |
| Profit Factor | 0.84 | 0.84 |
| Common Sense Ratio | 0.72 | 0.77 |
| CPC Index | 0.35 | 0.4 |
| Tail Ratio | 0.86 | 0.91 |
| Outlier Win Ratio | 14.6 | 3.04 |
| Outlier Loss Ratio | 6.14 | 2.82 |
| Volatility (ann.) | 31.37% | 68.82% |
| R^2 | 0.44 | 0.44 |
| Calmar | -0.81 | -1.07 |
| Skew | -0.55 | 0.06 |
| Kurtosis | 17.99 | 2.8 |
| Expected Daily % | -0.08% | -0.28% |
| Expected Monthly % | -2.21% | -7.7% |
| Expected Yearly % | -11.56% | -35.63% |
| Kelly Criterion | -11.0% | -3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.77% | -6.14% |
| Expected Shortfall (cVaR) | -2.77% | -6.14% |
| Year | ETHUSD | eth.86400.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | 2.81 | -0.22 | + |
| 2025 | -52.56 | -23.92 | 0.46 | + |
| Metric | eth.86400.u_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -13.3% |
| 3M | -24.94% | -56.21% |
| 6M | -23.7% | -34.57% |
| YTD | -23.92% | -52.56% |
| 1Y | -21.79% | -58.57% |
| 3Y (ann.) | -25.19% | -64.69% |
| 5Y (ann.) | -25.19% | -64.69% |
| Metric | eth.86400.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -31.26% | -60.57% |
| Longest DD Days | 224.0 | 183.0 |
| Avg. Drawdown | -7.39% | -26.1% |
| Avg. Drawdown Days | 53.0 | 76.0 |
| Recovery Factor | -0.7 | -0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-06 | -31.26 | 224 |
| 2024-07-16 | 2024-08-23 | -5.18 | 38 |
| 2024-07-07 | 2024-07-10 | -0.39 | 3 |
| 2024-07-11 | 2024-07-12 | -0.10 | 1 |
| 2024-07-05 | 2024-07-06 | -0.02 | 1 |
| Metric | eth.86400.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.79% | 14.6% |
| Worst Day | -11.95% | -14.77% |
| Best Week | 8.08% | 18.08% |
| Worst Week | -11.06% | -20.52% |
| Best Month | 8.5% | 47.37% |
| Worst Month | -13.23% | -32.24% |
| Best Year | 2.81% | -12.66% |
| Worst Year | -23.92% | -52.56% |
| Avg. Up Day | 1.14% | 2.61% |
| Avg. Down Day | -1.31% | -2.73% |
| Avg. Up Week | 2.29% | 7.26% |
| Avg. Down Week | -2.91% | -8.37% |
| Avg. Up Month | 3.53% | 47.37% |
| Avg. Down Month | -6.72% | -16.81% |
| Win Days % | 48.44% | 49.19% |
| Win Month % | 25.0% | 18.18% |
| Win Week % | 45.45% | 43.48% |
| Win Quarter % | 66.67% | 20.0% |
| Win Year % | 50.0% | 0.0% |