| Metric | eth_ | ETHUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 124.82% | -11.22% |
| Max Drawdown | -17.34% | -64.23% |
| Sharpe | 0.83 | 0.14 |
| Sortino | 1.31 | 0.19 |
| Payoff Ratio | 1.3 | 1.17 |
| Profit Factor | 1.3 | 1.02 |
| Common Sense Ratio | 1.89 | 1.01 |
| CPC Index | 0.82 | 0.6 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 26.24 | 2.9 |
| Outlier Loss Ratio | 14.27 | 3.01 |
| Volatility (ann.) | 8.96% | 33.44% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.88 | -0.06 |
| Skew | 0.98 | 0.26 |
| Kurtosis | 97.44 | 9.49 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.34% | -0.34% |
| Expected Yearly % | 22.45% | -2.93% |
| Kelly Criterion | 8.71% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.87% |
| Expected Shortfall (cVaR) | -0.75% | -2.87% |
| Year | ETHUSD | eth_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.98 | 9.39 | -0.27 | + |
| 2023 | 91.16 | 29.65 | 0.33 | - |
| 2024 | 45.75 | 73.01 | 1.60 | + |
| 2025 | -51.00 | -8.38 | 0.16 | + |
| Metric | eth_ | ETHUSD |
|---|---|---|
| MTD | 4.12% | -10.43% |
| 3M | -9.02% | -47.96% |
| 6M | 17.53% | -33.86% |
| YTD | -8.38% | -51.0% |
| 1Y | 53.59% | -48.32% |
| 3Y (ann.) | 32.6% | -4.06% |
| 5Y (ann.) | 32.6% | -4.06% |
| Metric | eth_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.34% | -64.23% |
| Longest DD Days | 211.0 | 399.0 |
| Avg. Drawdown | -1.61% | -10.48% |
| Avg. Drawdown Days | 14.0 | 39.0 |
| Recovery Factor | 7.2 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-04-15 | -17.34 | 116 |
| 2022-06-16 | 2022-07-27 | -8.47 | 41 |
| 2022-08-13 | 2023-03-13 | -7.08 | 211 |
| 2024-08-06 | 2024-08-08 | -4.72 | 2 |
| 2023-07-01 | 2023-10-24 | -4.66 | 114 |
| 2023-03-14 | 2023-03-17 | -4.49 | 2 |
| 2023-04-26 | 2023-06-21 | -4.46 | 55 |
| 2024-06-12 | 2024-07-14 | -3.98 | 32 |
| 2024-07-16 | 2024-08-05 | -3.81 | 20 |
| 2024-01-17 | 2024-04-08 | -3.25 | 82 |
| Metric | eth_ | ETHUSD |
|---|---|---|
| Best Day | 8.35% | 16.51% |
| Worst Day | -9.55% | -14.0% |
| Best Week | 15.58% | 25.43% |
| Worst Week | -11.01% | -34.61% |
| Best Month | 21.53% | 56.93% |
| Worst Month | -11.26% | -41.79% |
| Best Year | 73.01% | 91.16% |
| Worst Year | -8.38% | -51.0% |
| Avg. Up Day | 0.32% | 1.23% |
| Avg. Down Day | -0.25% | -1.05% |
| Avg. Up Week | 1.9% | 7.69% |
| Avg. Down Week | -0.95% | -7.03% |
| Avg. Up Month | 4.96% | 20.19% |
| Avg. Down Month | -2.56% | -14.31% |
| Win Days % | 48.42% | 49.96% |
| Win Month % | 71.43% | 48.57% |
| Win Week % | 58.39% | 50.65% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 50.0% |