| Metric | eth_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 36.8% | -56.9% |
| Max Drawdown | -17.34% | -63.95% |
| Sharpe | 0.79 | -0.49 |
| Sortino | 1.17 | -0.66 |
| Payoff Ratio | 1.29 | 1.09 |
| Profit Factor | 1.28 | 0.92 |
| Common Sense Ratio | 2.11 | 0.84 |
| CPC Index | 0.8 | 0.5 |
| Tail Ratio | 1.65 | 0.91 |
| Outlier Win Ratio | 19.78 | 2.8 |
| Outlier Loss Ratio | 10.84 | 2.96 |
| Volatility (ann.) | 12.28% | 36.0% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.5 | -0.97 |
| Skew | -0.47 | -0.35 |
| Kurtosis | 71.85 | 9.01 |
| Expected Daily % | 0.02% | -0.07% |
| Expected Monthly % | 2.89% | -7.37% |
| Expected Yearly % | 16.96% | -34.35% |
| Kelly Criterion | 8.69% | 2.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -3.15% |
| Expected Shortfall (cVaR) | -1.03% | -3.15% |
| Year | ETHUSD | eth_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 49.32 | -4.09 | + |
| 2025 | -51.00 | -8.38 | 0.16 | + |
| Metric | eth_fwd_ | ETHUSD |
|---|---|---|
| MTD | 4.12% | -10.43% |
| 3M | -9.02% | -47.96% |
| 6M | 17.53% | -33.86% |
| YTD | -8.38% | -51.0% |
| 1Y | 36.8% | -56.9% |
| 3Y (ann.) | 43.29% | -61.94% |
| 5Y (ann.) | 43.29% | -61.94% |
| Metric | eth_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.34% | -63.95% |
| Longest DD Days | 116.0 | 182.0 |
| Avg. Drawdown | -1.88% | -17.79% |
| Avg. Drawdown Days | 11.0 | 45.0 |
| Recovery Factor | 2.12 | -0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-04-15 | -17.34 | 116 |
| 2024-08-06 | 2024-08-08 | -4.72 | 2 |
| 2024-06-12 | 2024-07-14 | -3.98 | 32 |
| 2024-07-16 | 2024-08-05 | -3.81 | 20 |
| 2024-12-05 | 2024-12-06 | -2.74 | 1 |
| 2024-08-09 | 2024-09-10 | -2.24 | 32 |
| 2024-09-27 | 2024-10-11 | -1.65 | 13 |
| 2024-11-07 | 2024-11-07 | -1.59 | 0 |
| 2024-09-11 | 2024-09-13 | -1.39 | 2 |
| 2024-08-05 | 2024-08-06 | -1.33 | 0 |
| Metric | eth_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 8.35% | 12.24% |
| Worst Day | -9.55% | -14.0% |
| Best Week | 15.58% | 18.08% |
| Worst Week | -11.01% | -20.52% |
| Best Month | 21.53% | 47.37% |
| Worst Month | -11.26% | -32.24% |
| Best Year | 49.32% | -12.05% |
| Worst Year | -8.38% | -51.0% |
| Avg. Up Day | 0.47% | 1.41% |
| Avg. Down Day | -0.36% | -1.29% |
| Avg. Up Week | 2.84% | 6.9% |
| Avg. Down Week | -1.52% | -7.16% |
| Avg. Up Month | 12.12% | 25.44% |
| Avg. Down Month | -4.68% | -20.04% |
| Win Days % | 48.48% | 49.14% |
| Win Month % | 72.73% | 18.18% |
| Win Week % | 60.0% | 44.68% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |