| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 80.93% | -31.84% |
| Max Drawdown | -14.53% | -63.76% |
| Sharpe | 1.97 | -0.12 |
| Sortino | 3.18 | -0.16 |
| Payoff Ratio | 1.18 | 0.91 |
| Profit Factor | 1.59 | 0.98 |
| Common Sense Ratio | 2.49 | 0.99 |
| CPC Index | 1.03 | 0.47 |
| Tail Ratio | 1.57 | 1.01 |
| Outlier Win Ratio | 12.37 | 3.3 |
| Outlier Loss Ratio | 8.11 | 2.87 |
| Volatility (ann.) | 31.3% | 74.03% |
| R^2 | 0.28 | 0.28 |
| Calmar | 5.26 | -0.48 |
| Skew | 0.71 | -0.6 |
| Kurtosis | 12.14 | 5.34 |
| Expected Daily % | 0.16% | -0.1% |
| Expected Monthly % | 4.67% | -2.91% |
| Expected Yearly % | 34.51% | -17.44% |
| Kelly Criterion | 16.68% | -0.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -6.4% |
| Expected Shortfall (cVaR) | -2.53% | -6.4% |
| Year | ETHUSD | eth.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.33 | -5.28 | + |
| 2025 | -22.71 | 11.46 | -0.50 | + |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 8.03% | 2.69% |
| 3M | 12.37% | 33.57% |
| 6M | -0.64% | -33.68% |
| YTD | 11.46% | -22.71% |
| 1Y | 79.73% | -27.62% |
| 3Y (ann.) | 76.48% | -30.74% |
| 5Y (ann.) | 76.48% | -30.74% |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.53% | -63.76% |
| Longest DD Days | 185.0 | 181.0 |
| Avg. Drawdown | -2.32% | -28.66% |
| Avg. Drawdown Days | 17.0 | 93.0 |
| Recovery Factor | 5.57 | -0.5 |
| Ulcer Index | 2.66 | 1.16 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-06-11 | -14.53 | 185 |
| 2024-06-21 | 2024-07-15 | -5.19 | 24 |
| 2024-08-10 | 2024-08-14 | -4.32 | 4 |
| 2024-08-15 | 2024-09-14 | -4.08 | 30 |
| 2024-08-07 | 2024-08-09 | -3.57 | 2 |
| 2024-09-16 | 2024-09-20 | -3.56 | 4 |
| 2024-06-18 | 2024-06-20 | -3.44 | 2 |
| 2024-10-10 | 2024-10-12 | -1.76 | 2 |
| 2025-06-12 | 2025-06-17 | -1.29 | 5 |
| 2024-06-11 | 2024-06-16 | -0.88 | 5 |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.48% | 16.74% |
| Worst Day | -8.23% | -20.65% |
| Best Week | 19.38% | 20.84% |
| Worst Week | -11.82% | -22.77% |
| Best Month | 27.76% | 39.49% |
| Worst Month | -8.68% | -34.4% |
| Best Year | 62.33% | -11.81% |
| Worst Year | 11.46% | -22.71% |
| Avg. Up Day | 1.31% | 2.47% |
| Avg. Down Day | -1.11% | -2.71% |
| Avg. Up Week | 3.29% | 4.91% |
| Avg. Down Week | -2.76% | -6.69% |
| Avg. Up Month | 12.79% | 11.79% |
| Avg. Down Month | -6.16% | -11.96% |
| Win Days % | 54.94% | 52.23% |
| Win Month % | 69.23% | 38.46% |
| Win Week % | 66.67% | 53.57% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |