| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 82.05% | -8.11% |
| Max Drawdown | -17.73% | -63.95% |
| Sharpe | 0.84 | 0.12 |
| Sortino | 1.25 | 0.17 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.23 | 1.02 |
| Common Sense Ratio | 1.62 | 1.02 |
| CPC Index | 0.73 | 0.56 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 12.12 | 3.14 |
| Outlier Loss Ratio | 7.24 | 3.32 |
| Volatility (ann.) | 17.65% | 35.31% |
| R^2 | 0.36 | 0.36 |
| Calmar | 3.96 | -0.11 |
| Skew | 0.18 | -0.23 |
| Kurtosis | 29.92 | 8.04 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.37% | -0.6% |
| Expected Yearly % | 34.93% | -4.14% |
| Kelly Criterion | 7.35% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.03% |
| Expected Shortfall (cVaR) | -1.48% | -3.03% |
| Year | ETHUSD | eth.i_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 61.95 | -5.14 | + |
| 2025 | 4.49 | 12.41 | 2.77 | + |
| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| MTD | 3.08% | 39.97% |
| 3M | 10.16% | 120.62% |
| 6M | 5.6% | 0.82% |
| YTD | 12.41% | 4.49% |
| 1Y | 73.33% | 0.96% |
| 3Y (ann.) | 70.24% | -7.23% |
| 5Y (ann.) | 70.24% | -7.23% |
| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.73% | -63.95% |
| Longest DD Days | 186.0 | 213.0 |
| Avg. Drawdown | -2.7% | -17.79% |
| Avg. Drawdown Days | 12.0 | 58.0 |
| Recovery Factor | 4.63 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-06-10 | -17.73 | 186 |
| 2025-06-11 | 2025-07-17 | -13.93 | 36 |
| 2024-06-12 | 2024-07-15 | -7.72 | 32 |
| 2024-08-06 | 2024-08-08 | -6.74 | 2 |
| 2024-08-14 | 2024-09-10 | -5.71 | 27 |
| 2024-08-09 | 2024-08-12 | -4.59 | 3 |
| 2024-09-14 | 2024-09-20 | -4.38 | 6 |
| 2024-09-22 | 2024-10-11 | -3.02 | 19 |
| 2024-08-13 | 2024-08-14 | -2.57 | 1 |
| 2024-09-11 | 2024-09-13 | -2.52 | 2 |
| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.78% | 12.24% |
| Worst Day | -9.85% | -14.0% |
| Best Week | 20.52% | 27.26% |
| Worst Week | -10.95% | -20.52% |
| Best Month | 27.76% | 47.37% |
| Worst Month | -8.68% | -32.24% |
| Best Year | 61.95% | 4.49% |
| Worst Year | 12.41% | -12.05% |
| Avg. Up Day | 0.7% | 1.29% |
| Avg. Down Day | -0.59% | -1.18% |
| Avg. Up Week | 3.7% | 6.63% |
| Avg. Down Week | -2.8% | -6.55% |
| Avg. Up Month | 12.69% | 30.28% |
| Avg. Down Month | -5.98% | -12.68% |
| Win Days % | 49.66% | 50.3% |
| Win Month % | 71.43% | 28.57% |
| Win Week % | 68.52% | 51.67% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |