| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 135.99% | 21.24% |
| Max Drawdown | -14.53% | -63.76% |
| Sharpe | 2.24 | 0.57 |
| Sortino | 3.83 | 0.8 |
| Payoff Ratio | 1.34 | 1.06 |
| Profit Factor | 1.69 | 1.09 |
| Common Sense Ratio | 2.96 | 1.22 |
| CPC Index | 1.21 | 0.6 |
| Tail Ratio | 1.75 | 1.12 |
| Outlier Win Ratio | 12.04 | 3.23 |
| Outlier Loss Ratio | 7.91 | 2.83 |
| Volatility (ann.) | 31.62% | 72.26% |
| R^2 | 0.29 | 0.29 |
| Calmar | 6.45 | 0.25 |
| Skew | 0.96 | -0.44 |
| Kurtosis | 11.07 | 4.93 |
| Expected Daily % | 0.18% | 0.04% |
| Expected Monthly % | 5.51% | 1.21% |
| Expected Yearly % | 53.62% | 10.11% |
| Kelly Criterion | 18.98% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -6.11% |
| Expected Shortfall (cVaR) | -2.53% | -6.11% |
| Year | ETHUSD | eth.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.33 | -5.28 | + |
| 2025 | 37.48 | 45.38 | 1.21 | + |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.61% | 2.94% |
| 3M | 30.43% | 77.88% |
| 6M | 48.02% | 140.69% |
| YTD | 45.38% | 37.48% |
| 1Y | 98.72% | 99.46% |
| 3Y (ann.) | 93.7% | 15.98% |
| 5Y (ann.) | 93.7% | 15.98% |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.53% | -63.76% |
| Longest DD Days | 185.0 | 234.0 |
| Avg. Drawdown | -2.64% | -19.56% |
| Avg. Drawdown Days | 17.0 | 66.0 |
| Recovery Factor | 9.36 | 0.33 |
| Ulcer Index | 2.43 | 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 |
| 2025-08-15 | 2025-09-13 | -4.19 | 29 |
| 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 |
| 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% | 37.48% |
| Worst Year | 45.38% | -11.81% |
| Avg. Up Day | 1.39% | 2.58% |
| Avg. Down Day | -1.04% | -2.44% |
| Avg. Up Week | 3.63% | 5.59% |
| Avg. Down Week | -2.53% | -6.27% |
| Avg. Up Month | 12.38% | 19.52% |
| Avg. Down Month | -6.16% | -11.96% |
| Win Days % | 53.61% | 51.69% |
| Win Month % | 75.0% | 43.75% |
| Win Week % | 66.13% | 56.52% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |