| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 142.69% | 9.18% |
| Max Drawdown | -14.53% | -63.76% |
| Sharpe | 2.21 | 0.46 |
| Sortino | 3.75 | 0.64 |
| Payoff Ratio | 1.37 | 1.04 |
| Profit Factor | 1.66 | 1.07 |
| Common Sense Ratio | 2.87 | 1.18 |
| CPC Index | 1.19 | 0.58 |
| Tail Ratio | 1.73 | 1.1 |
| Outlier Win Ratio | 11.56 | 3.2 |
| Outlier Loss Ratio | 8.28 | 2.88 |
| Volatility (ann.) | 31.61% | 72.53% |
| R^2 | 0.3 | 0.3 |
| Calmar | 6.28 | 0.1 |
| Skew | 0.94 | -0.47 |
| Kurtosis | 10.67 | 4.79 |
| Expected Daily % | 0.18% | 0.02% |
| Expected Monthly % | 5.35% | 0.52% |
| Expected Yearly % | 55.79% | 4.49% |
| Kelly Criterion | 17.93% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -6.15% |
| Expected Shortfall (cVaR) | -2.53% | -6.15% |
| Year | ETHUSD | eth.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.33 | -5.28 | + |
| 2025 | 23.80 | 49.51 | 2.08 | + |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.85% | -1.25% |
| 3M | 33.31% | 39.93% |
| 6M | 47.19% | 163.65% |
| YTD | 49.51% | 23.8% |
| 1Y | 94.6% | 68.94% |
| 3Y (ann.) | 91.27% | 6.63% |
| 5Y (ann.) | 91.27% | 6.63% |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.53% | -63.76% |
| Longest DD Days | 185.0 | 234.0 |
| Avg. Drawdown | -2.81% | -21.06% |
| Avg. Drawdown Days | 17.0 | 69.0 |
| Recovery Factor | 9.82 | 0.14 |
| Ulcer Index | 2.38 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-06-11 | -14.53 | 185 |
| 2025-06-12 | 2025-08-05 | -11.56 | 54 |
| 2025-10-08 | 2025-10-13 | -7.07 | 5 |
| 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 |
| 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% | 23.8% |
| Worst Year | 49.51% | -11.81% |
| Avg. Up Day | 1.39% | 2.59% |
| Avg. Down Day | -1.01% | -2.48% |
| Avg. Up Week | 3.84% | 6.02% |
| Avg. Down Week | -2.32% | -6.41% |
| Avg. Up Month | 14.33% | 22.83% |
| Avg. Down Month | -6.16% | -11.96% |
| Win Days % | 52.62% | 51.5% |
| Win Month % | 76.47% | 35.29% |
| Win Week % | 63.64% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |