| Metric | eth.10.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 31.98% | -57.12% |
| Max Drawdown | -13.05% | -63.76% |
| Sharpe | 1.58 | -0.98 |
| Sortino | 2.49 | -1.22 |
| Payoff Ratio | 1.14 | 0.99 |
| Profit Factor | 1.42 | 0.86 |
| Common Sense Ratio | 1.87 | 0.74 |
| CPC Index | 0.87 | 0.43 |
| Tail Ratio | 1.32 | 0.87 |
| Outlier Win Ratio | 15.55 | 2.98 |
| Outlier Loss Ratio | 10.25 | 2.99 |
| Volatility (ann.) | 21.62% | 72.03% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.88 | -0.98 |
| Skew | 0.53 | -1.14 |
| Kurtosis | 13.07 | 5.67 |
| Expected Daily % | 0.09% | -0.27% |
| Expected Monthly % | 2.55% | -7.41% |
| Expected Yearly % | 14.88% | -34.52% |
| Kelly Criterion | 13.85% | 0.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -6.39% |
| Expected Shortfall (cVaR) | -1.77% | -6.39% |
| Year | ETHUSD | eth.10.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 33.55 | -2.84 | + |
| 2025 | -51.37 | -1.18 | 0.02 | + |
| Metric | eth.10.u_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.55% | -10.24% |
| 3M | -7.04% | -49.96% |
| 6M | 18.13% | -33.64% |
| YTD | -1.18% | -51.37% |
| 1Y | 31.98% | -57.12% |
| 3Y (ann.) | 37.64% | -62.28% |
| 5Y (ann.) | 37.64% | -62.28% |
| Metric | eth.10.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.05% | -63.76% |
| Longest DD Days | 129.0 | 181.0 |
| Avg. Drawdown | -2.61% | -28.66% |
| Avg. Drawdown Days | 22.0 | 77.0 |
| Recovery Factor | 2.45 | -0.9 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-14 | -13.05 | 129 |
| 2024-06-09 | 2024-07-15 | -3.60 | 36 |
| 2024-08-15 | 2024-09-14 | -3.52 | 30 |
| 2024-10-20 | 2024-11-06 | -2.96 | 17 |
| 2024-09-16 | 2024-10-13 | -2.58 | 27 |
| 2024-08-10 | 2024-08-14 | -2.20 | 4 |
| 2024-08-07 | 2024-08-09 | -1.88 | 2 |
| 2024-12-01 | 2024-12-04 | -0.62 | 3 |
| 2024-07-18 | 2024-07-26 | -0.49 | 8 |
| 2024-11-29 | 2024-11-30 | -0.20 | 1 |
| Metric | eth.10.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.4% | 10.85% |
| Worst Day | -6.75% | -20.65% |
| Best Week | 14.61% | 16.68% |
| Worst Week | -8.92% | -22.77% |
| Best Month | 23.04% | 39.49% |
| Worst Month | -7.94% | -34.4% |
| Best Year | 33.55% | -11.81% |
| Worst Year | -1.18% | -51.37% |
| Avg. Up Day | 1.02% | 2.24% |
| Avg. Down Day | -0.9% | -2.27% |
| Avg. Up Week | 3.32% | 6.09% |
| Avg. Down Week | -2.28% | -7.43% |
| Avg. Up Month | 9.72% | 14.82% |
| Avg. Down Month | -5.48% | -11.96% |
| Win Days % | 54.17% | 50.79% |
| Win Month % | 72.73% | 27.27% |
| Win Week % | 55.81% | 48.94% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |