| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 129.98% | 17.78% |
| Max Drawdown | -14.53% | -63.76% |
| Sharpe | 2.23 | 0.55 |
| Sortino | 3.81 | 0.77 |
| Payoff Ratio | 1.31 | 1.03 |
| Profit Factor | 1.69 | 1.09 |
| Common Sense Ratio | 2.96 | 1.23 |
| CPC Index | 1.19 | 0.58 |
| Tail Ratio | 1.75 | 1.13 |
| Outlier Win Ratio | 12.22 | 3.22 |
| Outlier Loss Ratio | 7.75 | 2.8 |
| Volatility (ann.) | 32.08% | 73.39% |
| R^2 | 0.29 | 0.29 |
| Calmar | 6.52 | 0.22 |
| Skew | 0.95 | -0.44 |
| Kurtosis | 10.8 | 4.74 |
| Expected Daily % | 0.18% | 0.04% |
| Expected Monthly % | 5.71% | 1.1% |
| Expected Yearly % | 51.65% | 8.52% |
| Kelly Criterion | 19.06% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.57% | -6.21% |
| Expected Shortfall (cVaR) | -2.57% | -6.21% |
| Year | ETHUSD | eth.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.33 | -5.28 | + |
| 2025 | 33.55 | 41.68 | 1.24 | + |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 26.32% | 15.56% |
| 3M | 36.3% | 68.64% |
| 6M | 28.4% | 109.47% |
| YTD | 41.68% | 33.55% |
| 1Y | 98.16% | 77.65% |
| 3Y (ann.) | 94.76% | 13.99% |
| 5Y (ann.) | 94.76% | 13.99% |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.53% | -63.76% |
| Longest DD Days | 185.0 | 234.0 |
| Avg. Drawdown | -2.66% | -19.31% |
| Avg. Drawdown Days | 17.0 | 63.0 |
| Recovery Factor | 8.94 | 0.28 |
| Ulcer Index | 2.47 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-06-11 | -14.53 | 185 |
| 2025-06-12 | 2025-08-05 | -11.56 | 54 |
| 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 |
| 2025-08-15 | 2025-08-31 | -2.87 | 16 |
| 2024-10-10 | 2024-10-12 | -1.76 | 2 |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.48% | 16.74% |
| Worst Day | -8.23% | -20.65% |
| Best Week | 19.38% | 22.2% |
| Worst Week | -11.82% | -22.77% |
| Best Month | 27.76% | 54.15% |
| Worst Month | -8.68% | -34.4% |
| Best Year | 62.33% | 33.55% |
| Worst Year | 41.68% | -11.81% |
| Avg. Up Day | 1.41% | 2.62% |
| Avg. Down Day | -1.08% | -2.54% |
| Avg. Up Week | 3.78% | 5.77% |
| Avg. Down Week | -2.66% | -6.48% |
| Avg. Up Month | 14.33% | 22.83% |
| Avg. Down Month | -6.16% | -11.96% |
| Win Days % | 54.15% | 51.97% |
| Win Month % | 73.33% | 40.0% |
| Win Week % | 66.1% | 55.22% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |