| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 32.43% | -41.51% |
| Max Drawdown | -16.12% | -63.95% |
| Sharpe | 0.73 | -0.22 |
| Sortino | 1.06 | -0.3 |
| Payoff Ratio | 1.28 | 1.09 |
| Profit Factor | 1.25 | 0.97 |
| Common Sense Ratio | 1.88 | 0.93 |
| CPC Index | 0.78 | 0.52 |
| Tail Ratio | 1.5 | 0.96 |
| Outlier Win Ratio | 21.89 | 2.73 |
| Outlier Loss Ratio | 11.34 | 2.92 |
| Volatility (ann.) | 11.16% | 35.78% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.17 | -0.68 |
| Skew | -1.08 | -0.27 |
| Kurtosis | 78.08 | 8.82 |
| Expected Daily % | 0.02% | -0.04% |
| Expected Monthly % | 2.37% | -4.37% |
| Expected Yearly % | 15.08% | -23.52% |
| Kelly Criterion | 8.04% | 3.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -3.1% |
| Expected Shortfall (cVaR) | -0.94% | -3.1% |
| Year | ETHUSD | eth.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 47.49 | -3.94 | + |
| 2025 | -33.50 | -10.21 | 0.30 | + |
| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.05% | 23.46% |
| 3M | -9.63% | -20.57% |
| 6M | 4.42% | -18.71% |
| YTD | -10.21% | -33.5% |
| 1Y | 32.43% | -41.51% |
| 3Y (ann.) | 34.95% | -43.59% |
| 5Y (ann.) | 34.95% | -43.59% |
| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.12% | -63.95% |
| Longest DD Days | 140.0 | 182.0 |
| Avg. Drawdown | -1.73% | -17.79% |
| Avg. Drawdown Days | 12.0 | 48.0 |
| Recovery Factor | 2.01 | -0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-05-09 | -16.12 | 140 |
| 2024-08-06 | 2024-08-08 | -4.18 | 2 |
| 2024-07-16 | 2024-08-05 | -3.56 | 20 |
| 2024-06-12 | 2024-07-14 | -3.34 | 32 |
| 2024-12-05 | 2024-12-06 | -2.55 | 1 |
| 2024-08-09 | 2024-09-10 | -2.15 | 32 |
| 2024-09-27 | 2024-10-11 | -1.64 | 13 |
| 2024-11-07 | 2024-11-07 | -1.56 | 0 |
| 2024-12-03 | 2024-12-04 | -1.24 | 0 |
| 2024-10-15 | 2024-11-06 | -1.19 | 22 |
| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 7.19% | 12.24% |
| Worst Day | -9.37% | -14.0% |
| Best Week | 15.85% | 20.17% |
| Worst Week | -10.51% | -20.52% |
| Best Month | 21.33% | 47.37% |
| Worst Month | -10.83% | -32.24% |
| Best Year | 47.49% | -12.05% |
| Worst Year | -10.21% | -33.5% |
| Avg. Up Day | 0.43% | 1.38% |
| Avg. Down Day | -0.33% | -1.27% |
| Avg. Up Week | 2.33% | 6.85% |
| Avg. Down Week | -1.3% | -6.69% |
| Avg. Up Month | 8.11% | 24.78% |
| Avg. Down Month | -4.29% | -20.04% |
| Win Days % | 48.42% | 49.6% |
| Win Month % | 75.0% | 25.0% |
| Win Week % | 58.14% | 48.0% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |