| Metric | eth_ | ETHUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 75.75% | -45.89% |
| Max Drawdown | -19.91% | -54.74% |
| Sharpe | 0.98 | -0.36 |
| Sortino | 1.48 | -0.49 |
| Payoff Ratio | 1.21 | 1.02 |
| Profit Factor | 1.27 | 0.94 |
| Common Sense Ratio | 1.63 | 0.91 |
| CPC Index | 0.77 | 0.48 |
| Tail Ratio | 1.29 | 0.96 |
| Outlier Win Ratio | 11.14 | 3.19 |
| Outlier Loss Ratio | 5.33 | 3.42 |
| Volatility (ann.) | 19.7% | 35.03% |
| R^2 | 0.4 | 0.4 |
| Calmar | 5.04 | -0.97 |
| Skew | 0.28 | -0.55 |
| Kurtosis | 26.29 | 9.08 |
| Expected Daily % | 0.05% | -0.05% |
| Expected Monthly % | 5.8% | -5.96% |
| Expected Yearly % | 32.57% | -26.44% |
| Kelly Criterion | 9.28% | -0.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.05% |
| Expected Shortfall (cVaR) | -1.64% | -3.05% |
| Year | ETHUSD | eth_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 77.41 | -6.42 | + |
| 2025 | -38.47 | -0.93 | 0.02 | + |
| Metric | eth_ | ETHUSD |
|---|---|---|
| MTD | -7.94% | -8.38% |
| 3M | -1.11% | -38.59% |
| 6M | 34.13% | -21.59% |
| YTD | -0.93% | -38.47% |
| 1Y | 75.75% | -45.89% |
| 3Y (ann.) | 100.44% | -53.11% |
| 5Y (ann.) | 100.44% | -53.11% |
| Metric | eth_ | ETHUSD |
|---|---|---|
| Max Drawdown | -19.91% | -54.74% |
| Longest DD Days | 107.0 | 182.0 |
| Avg. Drawdown | -3.09% | -16.47% |
| Avg. Drawdown Days | 10.0 | 42.0 |
| Recovery Factor | 3.8 | -0.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-24 | -19.91 | 107 |
| 2024-06-12 | 2024-07-15 | -8.51 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.10 | 27 |
| 2024-09-14 | 2024-09-19 | -5.19 | 5 |
| 2024-08-09 | 2024-08-12 | -4.52 | 3 |
| 2024-12-05 | 2024-12-06 | -3.49 | 1 |
| 2024-09-22 | 2024-10-12 | -3.39 | 20 |
| 2024-08-13 | 2024-08-14 | -2.62 | 1 |
| 2024-09-11 | 2024-09-13 | -2.40 | 2 |
| Metric | eth_ | ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.38% | 18.08% |
| Worst Week | -11.23% | -20.52% |
| Best Month | 31.16% | 47.37% |
| Worst Month | -7.94% | -32.24% |
| Best Year | 77.41% | -12.05% |
| Worst Year | -0.93% | -38.47% |
| Avg. Up Day | 0.98% | 1.26% |
| Avg. Down Day | -0.81% | -1.23% |
| Avg. Up Week | 5.81% | 6.89% |
| Avg. Down Week | -3.01% | -7.3% |
| Avg. Up Month | 20.47% | 25.44% |
| Avg. Down Month | -5.39% | -9.29% |
| Win Days % | 50.41% | 49.45% |
| Win Month % | 70.0% | 20.0% |
| Win Week % | 60.61% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |