| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 80.87% | -32.17% |
| Max Drawdown | -14.53% | -63.76% |
| Sharpe | 1.82 | -0.11 |
| Sortino | 2.96 | -0.15 |
| Payoff Ratio | 1.21 | 0.97 |
| Profit Factor | 1.52 | 0.98 |
| Common Sense Ratio | 2.39 | 1.02 |
| CPC Index | 0.98 | 0.49 |
| Tail Ratio | 1.58 | 1.04 |
| Outlier Win Ratio | 11.86 | 3.35 |
| Outlier Loss Ratio | 7.75 | 2.9 |
| Volatility (ann.) | 32.35% | 73.26% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.92 | -0.47 |
| Skew | 0.74 | -0.56 |
| Kurtosis | 10.88 | 5.34 |
| Expected Daily % | 0.15% | -0.1% |
| Expected Monthly % | 4.32% | -2.73% |
| Expected Yearly % | 34.49% | -17.64% |
| Kelly Criterion | 15.03% | 1.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.62% | -6.33% |
| Expected Shortfall (cVaR) | -2.62% | -6.33% |
| Year | ETHUSD | eth.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.33 | -5.28 | + |
| 2025 | -23.08 | 11.42 | -0.49 | + |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 1.55% | 2.59% |
| 3M | 10.55% | 41.95% |
| 6M | 4.95% | -28.55% |
| YTD | 11.42% | -23.08% |
| 1Y | 87.01% | -13.57% |
| 3Y (ann.) | 71.5% | -29.76% |
| 5Y (ann.) | 71.5% | -29.76% |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.53% | -63.76% |
| Longest DD Days | 185.0 | 201.0 |
| Avg. Drawdown | -2.86% | -28.66% |
| Avg. Drawdown Days | 18.0 | 98.0 |
| Recovery Factor | 5.56 | -0.5 |
| Ulcer Index | 2.61 | 1.16 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-06-11 | -14.53 | 185 |
| 2025-06-12 | 2025-07-07 | -11.56 | 25 |
| 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 | 11.42% | -23.08% |
| Avg. Up Day | 1.36% | 2.5% |
| Avg. Down Day | -1.12% | -2.58% |
| Avg. Up Week | 3.45% | 5.01% |
| Avg. Down Week | -2.59% | -6.0% |
| Avg. Up Month | 11.17% | 11.76% |
| Avg. Down Month | -6.16% | -11.96% |
| Win Days % | 53.48% | 51.37% |
| Win Month % | 71.43% | 35.71% |
| Win Week % | 62.96% | 52.54% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 0.0% |