| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 73.88% | -36.02% |
| Max Drawdown | -14.53% | -63.76% |
| Sharpe | 1.76 | -0.19 |
| Sortino | 2.83 | -0.25 |
| Payoff Ratio | 1.18 | 0.93 |
| Profit Factor | 1.5 | 0.97 |
| Common Sense Ratio | 2.27 | 1.01 |
| CPC Index | 0.95 | 0.47 |
| Tail Ratio | 1.51 | 1.04 |
| Outlier Win Ratio | 12.29 | 3.37 |
| Outlier Loss Ratio | 7.89 | 2.93 |
| Volatility (ann.) | 32.47% | 74.07% |
| R^2 | 0.29 | 0.29 |
| Calmar | 4.7 | -0.54 |
| Skew | 0.73 | -0.56 |
| Kurtosis | 11.06 | 5.22 |
| Expected Daily % | 0.14% | -0.11% |
| Expected Monthly % | 4.35% | -3.38% |
| Expected Yearly % | 31.86% | -20.01% |
| Kelly Criterion | 14.59% | -0.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.64% | -6.42% |
| Expected Shortfall (cVaR) | -2.64% | -6.42% |
| Year | ETHUSD | eth.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.33 | -5.28 | + |
| 2025 | -27.45 | 7.12 | -0.26 | + |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.82% | -3.61% |
| 3M | 6.3% | 21.16% |
| 6M | 7.52% | -27.2% |
| YTD | 7.12% | -27.45% |
| 1Y | 75.36% | -30.94% |
| 3Y (ann.) | 68.27% | -34.31% |
| 5Y (ann.) | 68.27% | -34.31% |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.53% | -63.76% |
| Longest DD Days | 185.0 | 188.0 |
| Avg. Drawdown | -2.86% | -28.66% |
| Avg. Drawdown Days | 17.0 | 95.0 |
| Recovery Factor | 5.08 | -0.56 |
| Ulcer Index | 2.64 | 1.16 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-06-11 | -14.53 | 185 |
| 2025-06-12 | 2025-06-24 | -11.56 | 12 |
| 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 |
| 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 | 7.12% | -27.45% |
| Avg. Up Day | 1.35% | 2.51% |
| Avg. Down Day | -1.15% | -2.68% |
| Avg. Up Week | 3.43% | 5.0% |
| Avg. Down Week | -2.79% | -6.48% |
| Avg. Up Month | 14.38% | 14.82% |
| Avg. Down Month | -6.16% | -11.96% |
| Win Days % | 53.85% | 51.55% |
| Win Month % | 69.23% | 30.77% |
| Win Week % | 63.46% | 52.63% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |