| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 75.75% | -47.19% |
| Max Drawdown | -17.83% | -53.58% |
| Sharpe | 2.13 | -0.75 |
| Sortino | 3.47 | -0.95 |
| Payoff Ratio | 1.11 | 0.79 |
| Profit Factor | 1.6 | 0.89 |
| Common Sense Ratio | 2.17 | 0.78 |
| CPC Index | 1.05 | 0.36 |
| Tail Ratio | 1.35 | 0.88 |
| Outlier Win Ratio | 11.42 | 3.54 |
| Outlier Loss Ratio | 4.84 | 2.9 |
| Volatility (ann.) | 35.59% | 70.38% |
| R^2 | 0.34 | 0.34 |
| Calmar | 5.66 | -1.02 |
| Skew | 0.62 | -1.18 |
| Kurtosis | 9.49 | 6.02 |
| Expected Daily % | 0.19% | -0.22% |
| Expected Monthly % | 5.8% | -6.19% |
| Expected Yearly % | 32.57% | -27.33% |
| Kelly Criterion | 22.37% | -11.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.86% | -6.2% |
| Expected Shortfall (cVaR) | -2.86% | -6.2% |
| Year | ETHUSD | eth_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 77.85 | -6.59 | + |
| 2025 | -40.12 | -1.18 | 0.03 | + |
| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| MTD | -7.94% | -6.08% |
| 3M | -1.23% | -40.39% |
| 6M | 34.55% | -21.39% |
| YTD | -1.18% | -40.12% |
| 1Y | 75.75% | -47.19% |
| 3Y (ann.) | 100.91% | -54.62% |
| 5Y (ann.) | 100.91% | -54.62% |
| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.83% | -53.58% |
| Longest DD Days | 105.0 | 181.0 |
| Avg. Drawdown | -3.16% | -26.11% |
| Avg. Drawdown Days | 13.0 | 72.0 |
| Recovery Factor | 4.25 | -0.88 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-03-23 | -17.83 | 105 |
| 2024-06-21 | 2024-07-15 | -5.89 | 24 |
| 2024-09-16 | 2024-09-20 | -4.40 | 4 |
| 2024-08-15 | 2024-09-10 | -4.33 | 26 |
| 2024-08-10 | 2024-08-14 | -4.26 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-06-20 | -3.30 | 2 |
| 2024-10-10 | 2024-10-13 | -1.98 | 3 |
| 2024-09-11 | 2024-09-12 | -0.94 | 1 |
| 2024-11-11 | 2024-11-12 | -0.73 | 1 |
| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.52% | 10.51% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 19.85% | 16.68% |
| Worst Week | -11.94% | -22.77% |
| Best Month | 31.16% | 39.49% |
| Worst Month | -7.94% | -34.4% |
| Best Year | 77.85% | -11.81% |
| Worst Year | -1.18% | -40.12% |
| Avg. Up Day | 1.79% | 2.32% |
| Avg. Down Day | -1.62% | -2.93% |
| Avg. Up Week | 5.35% | 5.57% |
| Avg. Down Week | -3.16% | -9.18% |
| Avg. Up Month | 16.44% | 14.82% |
| Avg. Down Month | -5.72% | -8.98% |
| Win Days % | 59.24% | 50.85% |
| Win Month % | 70.0% | 30.0% |
| Win Week % | 57.58% | 52.27% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |