| Metric | eth_ | ETHUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 31.64% | -45.89% |
| Max Drawdown | -17.34% | -54.74% |
| Sharpe | 0.74 | -0.36 |
| Sortino | 1.1 | -0.49 |
| Payoff Ratio | 1.29 | 1.09 |
| Profit Factor | 1.26 | 0.94 |
| Common Sense Ratio | 1.99 | 0.91 |
| CPC Index | 0.79 | 0.51 |
| Tail Ratio | 1.57 | 0.96 |
| Outlier Win Ratio | 19.53 | 2.78 |
| Outlier Loss Ratio | 10.62 | 2.97 |
| Volatility (ann.) | 12.43% | 35.03% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.33 | -0.97 |
| Skew | -0.52 | -0.55 |
| Kurtosis | 73.35 | 9.08 |
| Expected Daily % | 0.02% | -0.05% |
| Expected Monthly % | 2.79% | -5.96% |
| Expected Yearly % | 14.74% | -26.44% |
| Kelly Criterion | 8.1% | 3.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -3.05% |
| Expected Shortfall (cVaR) | -1.04% | -3.05% |
| Year | ETHUSD | eth_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 49.32 | -4.09 | + |
| 2025 | -38.47 | -11.84 | 0.31 | + |
| Metric | eth_ | ETHUSD |
|---|---|---|
| MTD | -11.09% | -8.38% |
| 3M | -12.01% | -38.59% |
| 6M | 14.48% | -21.59% |
| YTD | -11.84% | -38.47% |
| 1Y | 31.64% | -45.89% |
| 3Y (ann.) | 40.35% | -53.11% |
| 5Y (ann.) | 40.35% | -53.11% |
| Metric | eth_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.34% | -54.74% |
| Longest DD Days | 94.0 | 182.0 |
| Avg. Drawdown | -1.88% | -16.47% |
| Avg. Drawdown Days | 10.0 | 42.0 |
| Recovery Factor | 1.82 | -0.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-03-24 | -17.34 | 94 |
| 2024-08-06 | 2024-08-08 | -4.72 | 2 |
| 2024-06-12 | 2024-07-14 | -3.98 | 32 |
| 2024-07-16 | 2024-08-05 | -3.81 | 20 |
| 2024-12-05 | 2024-12-06 | -2.74 | 1 |
| 2024-08-09 | 2024-09-10 | -2.24 | 32 |
| 2024-09-27 | 2024-10-11 | -1.65 | 13 |
| 2024-11-07 | 2024-11-07 | -1.59 | 0 |
| 2024-09-11 | 2024-09-13 | -1.39 | 2 |
| 2024-08-05 | 2024-08-06 | -1.33 | 0 |
| Metric | eth_ | ETHUSD |
|---|---|---|
| Best Day | 8.35% | 10.89% |
| Worst Day | -9.55% | -14.0% |
| Best Week | 15.58% | 18.08% |
| Worst Week | -11.01% | -20.52% |
| Best Month | 21.53% | 47.37% |
| Worst Month | -11.09% | -32.24% |
| Best Year | 49.32% | -12.05% |
| Worst Year | -11.84% | -38.47% |
| Avg. Up Day | 0.46% | 1.4% |
| Avg. Down Day | -0.36% | -1.28% |
| Avg. Up Week | 2.84% | 7.07% |
| Avg. Down Week | -1.61% | -7.38% |
| Avg. Up Month | 12.12% | 25.44% |
| Avg. Down Month | -4.62% | -16.66% |
| Win Days % | 48.28% | 49.45% |
| Win Month % | 70.0% | 20.0% |
| Win Week % | 59.46% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |