| Metric | eth.m.u_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 89.76% | -56.9% |
| Max Drawdown | -18.04% | -63.95% |
| Sharpe | 1.04 | -0.49 |
| Sortino | 1.57 | -0.66 |
| Payoff Ratio | 1.21 | 1.06 |
| Profit Factor | 1.28 | 0.92 |
| Common Sense Ratio | 1.67 | 0.84 |
| CPC Index | 0.78 | 0.48 |
| Tail Ratio | 1.3 | 0.91 |
| Outlier Win Ratio | 11.56 | 3.23 |
| Outlier Loss Ratio | 5.41 | 3.4 |
| Volatility (ann.) | 19.57% | 36.0% |
| R^2 | 0.36 | 0.36 |
| Calmar | 6.02 | -0.97 |
| Skew | 0.25 | -0.35 |
| Kurtosis | 25.01 | 9.01 |
| Expected Daily % | 0.05% | -0.07% |
| Expected Monthly % | 6.0% | -7.37% |
| Expected Yearly % | 37.75% | -34.35% |
| Kelly Criterion | 8.74% | 1.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.15% |
| Expected Shortfall (cVaR) | -1.63% | -3.15% |
| Year | ETHUSD | eth.m.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 79.19 | -6.57 | + |
| 2025 | -51.00 | 5.90 | -0.12 | + |
| Metric | eth.m.u_fwd_ | ETHUSD |
|---|---|---|
| MTD | 4.45% | -10.43% |
| 3M | -0.71% | -47.96% |
| 6M | 45.12% | -33.86% |
| YTD | 5.9% | -51.0% |
| 1Y | 89.76% | -56.9% |
| 3Y (ann.) | 108.6% | -61.94% |
| 5Y (ann.) | 108.6% | -61.94% |
| Metric | eth.m.u_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -18.04% | -63.95% |
| Longest DD Days | 129.0 | 182.0 |
| Avg. Drawdown | -2.92% | -17.79% |
| Avg. Drawdown Days | 11.0 | 45.0 |
| Recovery Factor | 4.98 | -0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-15 | -18.04 | 129 |
| 2024-06-12 | 2024-07-15 | -8.37 | 32 |
| 2024-08-06 | 2024-08-08 | -7.05 | 2 |
| 2024-08-14 | 2024-09-10 | -6.32 | 27 |
| 2024-09-14 | 2024-09-19 | -5.48 | 5 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-22 | 2024-10-12 | -3.42 | 20 |
| 2024-12-05 | 2024-12-06 | -3.36 | 1 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| Metric | eth.m.u_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.83% | 18.08% |
| Worst Week | -11.07% | -20.52% |
| Best Month | 31.6% | 47.37% |
| Worst Month | -7.31% | -32.24% |
| Best Year | 79.19% | -12.05% |
| Worst Year | 5.9% | -51.0% |
| Avg. Up Day | 1.01% | 1.28% |
| Avg. Down Day | -0.84% | -1.2% |
| Avg. Up Week | 5.79% | 6.72% |
| Avg. Down Week | -2.84% | -7.49% |
| Avg. Up Month | 21.3% | 25.44% |
| Avg. Down Month | -4.75% | -12.68% |
| Win Days % | 50.08% | 49.14% |
| Win Month % | 72.73% | 18.18% |
| Win Week % | 62.86% | 44.68% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |