| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 82.05% | -17.0% |
| Max Drawdown | -14.53% | -63.76% |
| Sharpe | 1.82 | 0.15 |
| Sortino | 2.95 | 0.2 |
| Payoff Ratio | 1.21 | 0.98 |
| Profit Factor | 1.52 | 1.02 |
| Common Sense Ratio | 2.39 | 1.09 |
| CPC Index | 0.98 | 0.52 |
| Tail Ratio | 1.57 | 1.06 |
| Outlier Win Ratio | 12.07 | 3.25 |
| Outlier Loss Ratio | 7.74 | 2.91 |
| Volatility (ann.) | 32.0% | 73.4% |
| R^2 | 0.29 | 0.29 |
| Calmar | 4.85 | -0.24 |
| Skew | 0.75 | -0.55 |
| Kurtosis | 11.18 | 5.19 |
| Expected Daily % | 0.15% | -0.05% |
| Expected Monthly % | 4.37% | -1.32% |
| Expected Yearly % | 34.93% | -8.89% |
| Kelly Criterion | 15.2% | 2.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -6.29% |
| Expected Shortfall (cVaR) | -2.59% | -6.29% |
| Year | ETHUSD | eth.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.33 | -5.28 | + |
| 2025 | -5.88 | 12.15 | -2.07 | + |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.21% | 25.54% |
| 3M | 7.16% | 93.56% |
| 6M | 5.82% | -2.5% |
| YTD | 12.15% | -5.88% |
| 1Y | 77.57% | -5.82% |
| 3Y (ann.) | 70.47% | -15.28% |
| 5Y (ann.) | 70.47% | -15.28% |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.53% | -63.76% |
| Longest DD Days | 185.0 | 210.0 |
| Avg. Drawdown | -2.86% | -28.66% |
| Avg. Drawdown Days | 18.0 | 100.0 |
| Recovery Factor | 5.65 | -0.27 |
| Ulcer Index | 2.58 | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-06-11 | -14.53 | 185 |
| 2025-06-12 | 2025-07-16 | -11.56 | 34 |
| 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% | -5.88% |
| Worst Year | 12.15% | -11.81% |
| Avg. Up Day | 1.35% | 2.52% |
| Avg. Down Day | -1.12% | -2.56% |
| Avg. Up Week | 3.32% | 5.49% |
| Avg. Down Week | -2.75% | -6.43% |
| Avg. Up Month | 11.33% | 17.5% |
| Avg. Down Month | -6.16% | -11.96% |
| Win Days % | 53.62% | 51.46% |
| Win Month % | 71.43% | 35.71% |
| Win Week % | 64.81% | 55.0% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 0.0% |