| Metric | o_ | ETHUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 313.04% | -11.48% |
| Max Drawdown | -17.8% | -63.55% |
| Sharpe | 1.05 | 0.13 |
| Sortino | 1.73 | 0.19 |
| Payoff Ratio | 1.23 | 1.08 |
| Profit Factor | 1.27 | 1.02 |
| Common Sense Ratio | 1.59 | 1.01 |
| CPC Index | 0.77 | 0.55 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 13.2 | 3.21 |
| Outlier Loss Ratio | 9.88 | 3.33 |
| Volatility (ann.) | 12.61% | 33.2% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.61 | -0.07 |
| Skew | 2.12 | 0.21 |
| Kurtosis | 32.75 | 9.25 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 4.02% | -0.34% |
| Expected Yearly % | 42.56% | -3.0% |
| Kelly Criterion | 7.81% | 3.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.85% |
| Expected Shortfall (cVaR) | -1.05% | -2.85% |
| Year | ETHUSD | o_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -0.91 | 0.03 | + |
| 2023 | 91.16 | 80.01 | 0.88 | - |
| 2024 | 45.75 | 97.69 | 2.14 | + |
| 2025 | -52.22 | 17.13 | -0.33 | + |
| Metric | o_ | ETHUSD |
|---|---|---|
| MTD | -3.92% | -12.66% |
| 3M | 13.02% | -56.23% |
| 6M | 55.49% | -34.78% |
| YTD | 17.13% | -52.22% |
| 1Y | 103.92% | -53.92% |
| 3Y (ann.) | 64.2% | -4.17% |
| 5Y (ann.) | 64.2% | -4.17% |
| Metric | o_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.8% | -63.55% |
| Longest DD Days | 172.0 | 392.0 |
| Avg. Drawdown | -2.04% | -11.2% |
| Avg. Drawdown Days | 8.0 | 42.0 |
| Recovery Factor | 17.59 | -0.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-03-13 | -17.80 | 122 |
| 2022-06-16 | 2022-07-18 | -16.54 | 32 |
| 2025-03-25 | 2025-04-08 | -9.87 | 13 |
| 2024-08-01 | 2024-08-07 | -9.57 | 5 |
| 2022-08-13 | 2022-11-10 | -9.52 | 89 |
| 2024-06-05 | 2024-07-21 | -9.22 | 46 |
| 2022-06-09 | 2022-06-15 | -8.67 | 6 |
| 2023-04-30 | 2023-10-20 | -8.00 | 172 |
| 2025-01-19 | 2025-03-24 | -6.71 | 63 |
| 2024-04-01 | 2024-04-22 | -6.00 | 21 |
| Metric | o_ | ETHUSD |
|---|---|---|
| Best Day | 10.03% | 16.51% |
| Worst Day | -4.81% | -14.0% |
| Best Week | 16.49% | 25.43% |
| Worst Week | -6.15% | -34.61% |
| Best Month | 23.03% | 56.93% |
| Worst Month | -12.84% | -44.86% |
| Best Year | 97.69% | 91.16% |
| Worst Year | -0.91% | -52.22% |
| Avg. Up Day | 0.51% | 1.27% |
| Avg. Down Day | -0.41% | -1.18% |
| Avg. Up Week | 3.28% | 7.74% |
| Avg. Down Week | -1.76% | -7.0% |
| Avg. Up Month | 8.71% | 18.4% |
| Avg. Down Month | -3.41% | -15.65% |
| Win Days % | 49.12% | 50.01% |
| Win Month % | 68.57% | 50.0% |
| Win Week % | 60.42% | 50.33% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |