| Metric | /tmp/eth.mded.3.hl_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 19.7% | -33.74% |
| Max Drawdown | -6.17% | -63.95% |
| Sharpe | 0.7 | -0.1 |
| Sortino | 1.23 | -0.13 |
| Payoff Ratio | 1.26 | 1.06 |
| Profit Factor | 1.16 | 0.98 |
| Common Sense Ratio | 1.21 | 0.96 |
| CPC Index | 0.67 | 0.52 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 16.1 | 2.39 |
| Outlier Loss Ratio | 21.85 | 2.63 |
| Volatility (ann.) | 6.4% | 35.62% |
| R^2 | 0.47 | 0.47 |
| Calmar | 3.03 | -0.51 |
| Skew | 3.42 | -0.26 |
| Kurtosis | 41.79 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.39% | -3.12% |
| Expected Yearly % | 9.41% | -18.6% |
| Kelly Criterion | 3.56% | 2.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -3.08% |
| Expected Shortfall (cVaR) | -0.54% | -3.08% |
| Year | ETHUSD | /tmp/eth.mded.3.hl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 13.94 | -1.16 | + |
| 2025 | -24.66 | 5.05 | -0.20 | + |
| Metric | /tmp/eth.mded.3.hl_fwd_ | ETHUSD |
|---|---|---|
| MTD | -1.57% | -0.81% |
| 3M | 3.92% | 21.99% |
| 6M | 6.77% | -30.79% |
| YTD | 5.05% | -24.66% |
| 1Y | 21.09% | -27.95% |
| 3Y (ann.) | 18.69% | -32.45% |
| 5Y (ann.) | 18.69% | -32.45% |
| Metric | /tmp/eth.mded.3.hl_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -6.17% | -63.95% |
| Longest DD Days | 71.0 | 184.0 |
| Avg. Drawdown | -1.56% | -17.79% |
| Avg. Drawdown Days | 11.0 | 54.0 |
| Recovery Factor | 3.19 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-05-13 | -6.17 | 71 |
| 2025-01-31 | 2025-03-02 | -5.44 | 29 |
| 2024-11-12 | 2024-12-11 | -3.97 | 29 |
| 2025-05-14 | 2025-05-21 | -3.63 | 7 |
| 2024-10-30 | 2024-11-06 | -3.38 | 6 |
| 2025-01-24 | 2025-01-31 | -3.07 | 7 |
| 2025-05-21 | 2025-06-19 | -3.02 | 29 |
| 2024-12-24 | 2025-01-14 | -2.57 | 21 |
| 2024-06-12 | 2024-07-15 | -2.40 | 32 |
| 2025-01-16 | 2025-01-24 | -2.01 | 8 |
| Metric | /tmp/eth.mded.3.hl_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 4.9% | 12.24% |
| Worst Day | -1.51% | -14.0% |
| Best Week | 3.06% | 27.26% |
| Worst Week | -2.64% | -20.52% |
| Best Month | 5.8% | 47.37% |
| Worst Month | -4.25% | -32.24% |
| Best Year | 13.94% | -12.05% |
| Worst Year | 5.05% | -24.66% |
| Avg. Up Day | 0.2% | 1.3% |
| Avg. Down Day | -0.16% | -1.23% |
| Avg. Up Week | 0.94% | 7.34% |
| Avg. Down Week | -0.8% | -9.22% |
| Avg. Up Month | 4.31% | 30.63% |
| Avg. Down Month | -1.34% | -13.24% |
| Win Days % | 46.32% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 66.07% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |