| Metric | eth.m.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 88.81% | -57.12% |
| Max Drawdown | -15.67% | -63.76% |
| Sharpe | 2.28 | -0.98 |
| Sortino | 3.69 | -1.22 |
| Payoff Ratio | 1.1 | 0.88 |
| Profit Factor | 1.67 | 0.86 |
| Common Sense Ratio | 2.69 | 0.74 |
| CPC Index | 1.09 | 0.38 |
| Tail Ratio | 1.61 | 0.87 |
| Outlier Win Ratio | 11.16 | 3.35 |
| Outlier Loss Ratio | 6.09 | 3.4 |
| Volatility (ann.) | 34.56% | 72.03% |
| R^2 | 0.31 | 0.31 |
| Calmar | 6.88 | -0.98 |
| Skew | 0.46 | -1.14 |
| Kurtosis | 9.51 | 5.67 |
| Expected Daily % | 0.2% | -0.27% |
| Expected Monthly % | 5.95% | -7.41% |
| Expected Yearly % | 37.41% | -34.52% |
| Kelly Criterion | 22.44% | -5.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.76% | -6.39% |
| Expected Shortfall (cVaR) | -2.76% | -6.39% |
| Year | ETHUSD | eth.m.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 79.68 | -6.75 | + |
| 2025 | -51.37 | 5.08 | -0.10 | + |
| Metric | eth.m.u_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.92% | -10.24% |
| 3M | -1.2% | -49.96% |
| 6M | 45.61% | -33.64% |
| YTD | 5.08% | -51.37% |
| 1Y | 88.81% | -57.12% |
| 3Y (ann.) | 107.88% | -62.28% |
| 5Y (ann.) | 107.88% | -62.28% |
| Metric | eth.m.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.67% | -63.76% |
| Longest DD Days | 127.0 | 181.0 |
| Avg. Drawdown | -3.07% | -28.66% |
| Avg. Drawdown Days | 15.0 | 77.0 |
| Recovery Factor | 5.67 | -0.9 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-14 | -15.67 | 127 |
| 2024-06-21 | 2024-07-15 | -6.28 | 24 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-09-16 | 2024-09-20 | -4.60 | 4 |
| 2024-08-15 | 2024-09-10 | -4.52 | 26 |
| 2024-08-07 | 2024-08-09 | -3.88 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-10-09 | 2024-10-13 | -1.97 | 4 |
| 2024-11-11 | 2024-11-12 | -1.27 | 1 |
| 2024-09-11 | 2024-09-12 | -1.01 | 1 |
| Metric | eth.m.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.51% | 10.85% |
| Worst Day | -8.66% | -20.65% |
| Best Week | 20.46% | 16.68% |
| Worst Week | -11.84% | -22.77% |
| Best Month | 31.6% | 39.49% |
| Worst Month | -7.31% | -34.4% |
| Best Year | 79.68% | -11.81% |
| Worst Year | 5.08% | -51.37% |
| Avg. Up Day | 1.82% | 2.38% |
| Avg. Down Day | -1.66% | -2.7% |
| Avg. Up Week | 5.35% | 5.52% |
| Avg. Down Week | -3.3% | -7.98% |
| Avg. Up Month | 17.28% | 14.82% |
| Avg. Down Month | -5.18% | -11.96% |
| Win Days % | 59.39% | 50.79% |
| Win Month % | 72.73% | 27.27% |
| Win Week % | 65.71% | 48.94% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |