| Metric | o_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 298.3% | -18.83% |
| Max Drawdown | -17.03% | -61.9% |
| Sharpe | 2.06 | 0.23 |
| Sortino | 3.58 | 0.32 |
| Payoff Ratio | 1.36 | 1.08 |
| Profit Factor | 1.53 | 1.04 |
| Common Sense Ratio | 2.56 | 1.02 |
| CPC Index | 1.07 | 0.56 |
| Tail Ratio | 1.67 | 0.98 |
| Outlier Win Ratio | 11.41 | 3.05 |
| Outlier Loss Ratio | 8.92 | 2.7 |
| Volatility (ann.) | 25.01% | 67.06% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.65 | -0.11 |
| Skew | 1.16 | -0.24 |
| Kurtosis | 12.23 | 4.31 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 3.91% | -0.58% |
| Expected Yearly % | 41.27% | -5.08% |
| Kelly Criterion | 15.33% | 4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.01% | -5.73% |
| Expected Shortfall (cVaR) | -2.01% | -5.73% |
| Year | ETHUSD | o_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | -1.58 | 0.04 | + |
| 2023 | 91.13 | 81.07 | 0.89 | - |
| 2024 | 46.48 | 97.49 | 2.10 | + |
| 2025 | -53.90 | 13.17 | -0.24 | + |
| Metric | o_daily_ | ETHUSD |
|---|---|---|
| MTD | -7.4% | -14.91% |
| 3M | 9.28% | -57.18% |
| 6M | 51.19% | -36.33% |
| YTD | 13.17% | -53.9% |
| 1Y | 97.99% | -53.89% |
| 3Y (ann.) | 62.2% | -7.04% |
| 5Y (ann.) | 62.2% | -7.04% |
| Metric | o_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.03% | -61.9% |
| Longest DD Days | 172.0 | 390.0 |
| Avg. Drawdown | -2.36% | -14.88% |
| Avg. Drawdown Days | 14.0 | 63.0 |
| Recovery Factor | 17.52 | -0.3 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-12 | 2023-03-13 | -17.03 | 121 |
| 2022-06-11 | 2022-07-17 | -14.71 | 36 |
| 2022-08-14 | 2022-11-11 | -9.01 | 89 |
| 2024-08-01 | 2024-08-07 | -8.95 | 6 |
| 2025-03-27 | 2025-04-07 | -8.75 | 11 |
| 2024-06-06 | 2024-07-22 | -8.18 | 46 |
| 2023-05-01 | 2023-10-20 | -7.01 | 172 |
| 2025-01-25 | 2025-03-24 | -5.61 | 58 |
| 2024-01-03 | 2024-02-08 | -4.65 | 36 |
| 2024-03-31 | 2024-04-21 | -4.15 | 21 |
| Metric | o_daily_ | ETHUSD |
|---|---|---|
| Best Day | 9.74% | 16.54% |
| Worst Day | -7.6% | -20.65% |
| Best Week | 15.93% | 31.75% |
| Worst Week | -8.51% | -38.51% |
| Best Month | 24.4% | 55.48% |
| Worst Month | -13.43% | -44.95% |
| Best Year | 97.49% | 91.13% |
| Worst Year | -1.58% | -53.9% |
| Avg. Up Day | 1.12% | 2.83% |
| Avg. Down Day | -0.82% | -2.61% |
| Avg. Up Week | 3.43% | 7.89% |
| Avg. Down Week | -1.66% | -6.36% |
| Avg. Up Month | 8.92% | 16.35% |
| Avg. Down Month | -4.32% | -13.71% |
| Win Days % | 51.26% | 50.24% |
| Win Month % | 71.43% | 50.0% |
| Win Week % | 58.33% | 45.75% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |