| Metric | eth.86400.u_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | -21.79% | -59.28% |
| Max Drawdown | -31.26% | -61.25% |
| Sharpe | -0.76 | -1.19 |
| Sortino | -1.02 | -1.6 |
| Payoff Ratio | 0.87 | 0.96 |
| Profit Factor | 0.84 | 0.84 |
| Common Sense Ratio | 0.72 | 0.77 |
| CPC Index | 0.35 | 0.39 |
| Tail Ratio | 0.86 | 0.91 |
| Outlier Win Ratio | 14.66 | 3.04 |
| Outlier Loss Ratio | 6.13 | 2.82 |
| Volatility (ann.) | 31.32% | 68.72% |
| R^2 | 0.44 | 0.44 |
| Calmar | -0.8 | -1.07 |
| Skew | -0.56 | 0.07 |
| Kurtosis | 18.05 | 2.81 |
| Expected Daily % | -0.08% | -0.29% |
| Expected Monthly % | -2.21% | -7.84% |
| Expected Yearly % | -11.56% | -36.19% |
| Kelly Criterion | -11.0% | -4.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.76% | -6.14% |
| Expected Shortfall (cVaR) | -2.76% | -6.14% |
| Year | ETHUSD | eth.86400.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | 2.81 | -0.22 | + |
| 2025 | -53.38 | -23.92 | 0.45 | + |
| Metric | eth.86400.u_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -14.79% |
| 3M | -25.49% | -57.54% |
| 6M | -23.7% | -35.7% |
| YTD | -23.92% | -53.38% |
| 1Y | -21.79% | -59.28% |
| 3Y (ann.) | -25.12% | -65.28% |
| 5Y (ann.) | -25.12% | -65.28% |
| Metric | eth.86400.u_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -31.26% | -61.25% |
| Longest DD Days | 225.0 | 183.0 |
| Avg. Drawdown | -7.39% | -26.26% |
| Avg. Drawdown Days | 54.0 | 76.0 |
| Recovery Factor | -0.7 | -0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-07 | -31.26 | 225 |
| 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_ | 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% | -53.38% |
| 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% | 49.03% |
| Win Month % | 25.0% | 18.18% |
| Win Week % | 45.45% | 43.48% |
| Win Quarter % | 66.67% | 20.0% |
| Win Year % | 50.0% | 0.0% |