| Metric | configs/21600_ethusd_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 19.95% | 42.67% |
| Max Drawdown | -40.53% | -63.95% |
| Sharpe | 0.3 | 0.37 |
| Sortino | 0.51 | 0.53 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.07 | 1.06 |
| Common Sense Ratio | 1.13 | 1.1 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.06 | 1.03 |
| Outlier Win Ratio | 10.67 | 2.99 |
| Outlier Loss Ratio | 9.1 | 3.07 |
| Volatility (ann.) | 15.12% | 35.53% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.36 | 0.48 |
| Skew | 4.53 | 0.3 |
| Kurtosis | 80.15 | 10.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.11% |
| Expected Yearly % | 9.52% | 19.45% |
| Kelly Criterion | 0.1% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.02% |
| Expected Shortfall (cVaR) | -1.29% | -3.02% |
| Year | ETHUSD | configs/21600_ethusd_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.11 | 24.28 | 2.99 | + |
| 2025 | 31.97 | -3.48 | -0.11 | - |
| Metric | configs/21600_ethusd_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 15.65% | 73.76% |
| 6M | 26.08% | 98.28% |
| YTD | -3.48% | 31.97% |
| 1Y | 7.01% | 74.9% |
| 3Y (ann.) | 14.67% | 30.66% |
| 5Y (ann.) | 14.67% | 30.66% |
| Metric | configs/21600_ethusd_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -40.53% | -63.95% |
| Longest DD Days | 268.0 | 235.0 |
| Avg. Drawdown | -5.87% | -11.06% |
| Avg. Drawdown Days | 37.0 | 30.0 |
| Recovery Factor | 0.49 | 0.67 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-09-01 | -40.53 | 268 |
| 2024-05-23 | 2024-11-11 | -14.81 | 172 |
| 2024-11-12 | 2024-11-30 | -5.94 | 18 |
| 2024-12-05 | 2024-12-06 | -3.12 | 1 |
| 2024-05-06 | 2024-05-18 | -2.75 | 12 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-12-01 | 2024-12-04 | -2.48 | 3 |
| 2024-05-18 | 2024-05-20 | -2.12 | 2 |
| 2024-05-21 | 2024-05-21 | -0.73 | 0 |
| 2024-12-01 | 2024-12-01 | -0.58 | 0 |
| Metric | configs/21600_ethusd_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 15.25% | 16.51% |
| Worst Day | -4.13% | -14.0% |
| Best Week | 17.43% | 27.26% |
| Worst Week | -9.3% | -20.52% |
| Best Month | 23.67% | 48.75% |
| Worst Month | -13.29% | -32.24% |
| Best Year | 24.28% | 31.97% |
| Worst Year | -3.48% | 8.11% |
| Avg. Up Day | 0.48% | 1.21% |
| Avg. Down Day | -0.43% | -1.13% |
| Avg. Up Week | 4.75% | 9.78% |
| Avg. Down Week | -2.79% | -7.3% |
| Avg. Up Month | 12.58% | 25.92% |
| Avg. Down Month | -6.91% | -11.03% |
| Win Days % | 47.47% | 50.75% |
| Win Month % | 47.06% | 41.18% |
| Win Week % | 40.85% | 55.56% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |