| Metric | eth.10.u_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 32.41% | -56.9% |
| Max Drawdown | -15.32% | -63.95% |
| Sharpe | 0.73 | -0.49 |
| Sortino | 1.06 | -0.66 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.19 | 0.92 |
| Common Sense Ratio | 1.43 | 0.84 |
| CPC Index | 0.69 | 0.49 |
| Tail Ratio | 1.2 | 0.91 |
| Outlier Win Ratio | 16.0 | 2.76 |
| Outlier Loss Ratio | 8.25 | 2.99 |
| Volatility (ann.) | 12.05% | 36.0% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.48 | -0.97 |
| Skew | -0.63 | -0.35 |
| Kurtosis | 33.32 | 9.01 |
| Expected Daily % | 0.02% | -0.07% |
| Expected Monthly % | 2.58% | -7.37% |
| Expected Yearly % | 15.07% | -34.35% |
| Kelly Criterion | 6.12% | 2.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -3.15% |
| Expected Shortfall (cVaR) | -1.01% | -3.15% |
| Year | ETHUSD | eth.10.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 33.32 | -2.76 | + |
| 2025 | -51.00 | -0.69 | 0.01 | + |
| Metric | eth.10.u_fwd_ | ETHUSD |
|---|---|---|
| MTD | 2.78% | -10.43% |
| 3M | -6.74% | -47.96% |
| 6M | 18.06% | -33.86% |
| YTD | -0.69% | -51.0% |
| 1Y | 32.41% | -56.9% |
| 3Y (ann.) | 38.01% | -61.94% |
| 5Y (ann.) | 38.01% | -61.94% |
| Metric | eth.10.u_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.32% | -63.95% |
| Longest DD Days | 130.0 | 182.0 |
| Avg. Drawdown | -2.17% | -17.79% |
| Avg. Drawdown Days | 12.0 | 45.0 |
| Recovery Factor | 2.11 | -0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-15 | -15.32 | 130 |
| 2024-06-17 | 2024-07-15 | -4.62 | 28 |
| 2024-08-14 | 2024-09-13 | -4.15 | 30 |
| 2024-10-18 | 2024-11-06 | -3.87 | 18 |
| 2024-06-12 | 2024-06-16 | -3.72 | 4 |
| 2024-08-06 | 2024-08-08 | -3.33 | 2 |
| 2024-09-14 | 2024-10-14 | -3.13 | 30 |
| 2024-06-09 | 2024-06-12 | -2.83 | 2 |
| 2024-08-09 | 2024-08-12 | -2.33 | 3 |
| 2024-08-13 | 2024-08-14 | -1.36 | 1 |
| Metric | eth.10.u_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 5.58% | 12.24% |
| Worst Day | -7.86% | -14.0% |
| Best Week | 15.38% | 18.08% |
| Worst Week | -8.2% | -20.52% |
| Best Month | 22.94% | 47.37% |
| Worst Month | -7.85% | -32.24% |
| Best Year | 33.32% | -12.05% |
| Worst Year | -0.69% | -51.0% |
| Avg. Up Day | 0.55% | 1.24% |
| Avg. Down Day | -0.48% | -1.14% |
| Avg. Up Week | 3.53% | 7.02% |
| Avg. Down Week | -1.84% | -6.48% |
| Avg. Up Month | 13.32% | 25.44% |
| Avg. Down Month | -5.48% | -12.68% |
| Win Days % | 49.5% | 49.14% |
| Win Month % | 72.73% | 18.18% |
| Win Week % | 53.66% | 44.68% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |