| Metric | volume_ | ETHUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 94.87% | -22.65% |
| Max Drawdown | -13.14% | -60.0% |
| Sharpe | 3.87 | -0.27 |
| Sortino | 5.6 | -0.41 |
| Payoff Ratio | 0.81 | 1.1 |
| Profit Factor | 2.01 | 0.96 |
| Common Sense Ratio | 2.56 | 0.87 |
| CPC Index | 1.23 | 0.51 |
| Tail Ratio | 1.28 | 0.91 |
| Outlier Win Ratio | 8.56 | 3.17 |
| Outlier Loss Ratio | 4.89 | 3.08 |
| Volatility (ann.) | 40.31% | 83.22% |
| R^2 | 0.11 | 0.11 |
| Calmar | 25.99 | -0.73 |
| Skew | -0.97 | 0.7 |
| Kurtosis | 4.77 | 4.87 |
| Expected Daily % | 0.41% | -0.16% |
| Expected Monthly % | 11.76% | -4.19% |
| Expected Yearly % | 94.87% | -22.65% |
| Kelly Criterion | 46.19% | 1.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.04% | -7.23% |
| Expected Shortfall (cVaR) | -3.04% | -7.23% |
| Year | ETHUSD | volume_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -22.65 | 94.87 | -4.19 | + |
| Metric | volume_ | ETHUSD |
|---|---|---|
| MTD | -7.66% | 1.63% |
| 3M | 43.53% | 34.97% |
| 6M | 94.87% | -22.65% |
| YTD | 94.87% | -22.65% |
| 1Y | 94.87% | -22.65% |
| 3Y (ann.) | 341.43% | -43.54% |
| 5Y (ann.) | 341.43% | -43.54% |
| Metric | volume_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.14% | -60.0% |
| Longest DD Days | 29.0 | 157.0 |
| Avg. Drawdown | -2.32% | -30.28% |
| Avg. Drawdown Days | 4.0 | 79.0 |
| Recovery Factor | 7.22 | -0.38 |
| Ulcer Index | 0.99 | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-06 | 2025-03-07 | -13.14 | 29 |
| 2025-03-28 | 2025-04-12 | -10.31 | 15 |
| 2025-06-03 | 2025-06-14 | -7.78 | 11 |
| 2025-01-09 | 2025-01-16 | -4.82 | 7 |
| 2025-01-29 | 2025-02-05 | -4.35 | 7 |
| 2025-03-10 | 2025-03-11 | -1.23 | 1 |
| 2025-01-25 | 2025-01-26 | -0.94 | 1 |
| 2025-05-06 | 2025-05-08 | -0.84 | 2 |
| 2025-04-19 | 2025-04-20 | -0.83 | 1 |
| 2025-01-21 | 2025-01-22 | -0.68 | 1 |
| Metric | volume_ | ETHUSD |
|---|---|---|
| Best Day | 6.82% | 21.62% |
| Worst Day | -8.48% | -14.84% |
| Best Week | 10.13% | 19.88% |
| Worst Week | -12.37% | -17.14% |
| Best Month | 25.37% | 40.9% |
| Worst Month | -7.66% | -29.05% |
| Best Year | 94.87% | -22.65% |
| Worst Year | 94.87% | -22.65% |
| Avg. Up Day | 1.57% | 3.36% |
| Avg. Down Day | -1.95% | -3.05% |
| Avg. Up Week | 6.05% | 6.42% |
| Avg. Down Week | -7.18% | -12.65% |
| Avg. Up Month | 19.01% | 40.9% |
| Avg. Down Month | -5.47% | -29.05% |
| Win Days % | 75.95% | 48.17% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 79.17% | 52.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |