| Metric | eth.10.u_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 182.71% | 41.28% |
| Max Drawdown | -13.05% | -63.9% |
| Sharpe | 2.02 | 0.52 |
| Sortino | 3.51 | 0.74 |
| Payoff Ratio | 1.5 | 1.33 |
| Profit Factor | 1.57 | 1.08 |
| Common Sense Ratio | 2.62 | 1.1 |
| CPC Index | 1.17 | 0.73 |
| Tail Ratio | 1.67 | 1.02 |
| Outlier Win Ratio | 15.54 | 2.79 |
| Outlier Loss Ratio | 10.06 | 2.64 |
| Volatility (ann.) | 19.17% | 65.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.42 | 0.2 |
| Skew | 1.22 | -0.2 |
| Kurtosis | 13.2 | 4.46 |
| Expected Daily % | 0.1% | 0.03% |
| Expected Monthly % | 3.01% | 0.99% |
| Expected Yearly % | 29.67% | 9.02% |
| Kelly Criterion | 16.39% | 13.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -5.53% |
| Expected Shortfall (cVaR) | -1.54% | -5.53% |
| Year | ETHUSD | eth.10.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.77 | 27.53 | 7.30 | + |
| 2023 | 91.13 | 47.55 | 0.52 | - |
| 2024 | 46.48 | 52.04 | 1.12 | + |
| 2025 | -51.37 | -1.18 | 0.02 | + |
| Metric | eth.10.u_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.55% | -10.24% |
| 3M | -7.04% | -49.96% |
| 6M | 18.13% | -33.64% |
| YTD | -1.18% | -51.37% |
| 1Y | 42.83% | -50.02% |
| 3Y (ann.) | 44.63% | 13.05% |
| 5Y (ann.) | 44.63% | 13.05% |
| Metric | eth.10.u_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.05% | -63.9% |
| Longest DD Days | 129.0 | 397.0 |
| Avg. Drawdown | -1.97% | -11.08% |
| Avg. Drawdown Days | 14.0 | 43.0 |
| Recovery Factor | 14.0 | 0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-14 | -13.05 | 129 |
| 2022-11-14 | 2023-01-13 | -8.05 | 60 |
| 2023-02-09 | 2023-03-14 | -5.33 | 33 |
| 2024-03-19 | 2024-03-22 | -4.97 | 3 |
| 2022-08-26 | 2022-09-06 | -4.18 | 11 |
| 2023-12-29 | 2024-02-25 | -4.14 | 58 |
| 2023-05-07 | 2023-05-29 | -3.78 | 22 |
| 2022-09-28 | 2022-10-26 | -3.73 | 28 |
| 2024-04-29 | 2024-05-18 | -3.64 | 19 |
| 2024-03-27 | 2024-04-22 | -3.61 | 26 |
| Metric | eth.10.u_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.4% | 16.54% |
| Worst Day | -6.75% | -20.65% |
| Best Week | 14.61% | 31.75% |
| Worst Week | -8.92% | -22.77% |
| Best Month | 23.04% | 55.48% |
| Worst Month | -7.94% | -34.4% |
| Best Year | 52.04% | 91.13% |
| Worst Year | -1.18% | -51.37% |
| Avg. Up Day | 1.0% | 2.57% |
| Avg. Down Day | -0.66% | -1.93% |
| Avg. Up Week | 2.73% | 8.42% |
| Avg. Down Week | -1.33% | -5.16% |
| Avg. Up Month | 5.51% | 16.35% |
| Avg. Down Month | -2.98% | -9.13% |
| Win Days % | 49.85% | 50.68% |
| Win Month % | 80.0% | 48.57% |
| Win Week % | 61.54% | 46.36% |
| Win Quarter % | 84.62% | 46.15% |
| Win Year % | 75.0% | 75.0% |