| Metric | j_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 239.78% | 12.34% |
| Max Drawdown | -9.78% | -53.76% |
| Sharpe | 2.6 | 0.4 |
| Sortino | 5.07 | 0.57 |
| Payoff Ratio | 1.59 | 1.09 |
| Profit Factor | 1.65 | 1.06 |
| Common Sense Ratio | 2.59 | 1.09 |
| CPC Index | 1.31 | 0.58 |
| Tail Ratio | 1.57 | 1.02 |
| Outlier Win Ratio | 10.86 | 2.75 |
| Outlier Loss Ratio | 14.09 | 2.37 |
| Volatility (ann.) | 17.28% | 66.76% |
| R^2 | 0.33 | 0.33 |
| Calmar | 5.58 | 0.08 |
| Skew | 1.93 | -0.19 |
| Kurtosis | 13.01 | 4.23 |
| Expected Daily % | 0.12% | 0.01% |
| Expected Monthly % | 3.66% | 0.34% |
| Expected Yearly % | 35.77% | 2.95% |
| Kelly Criterion | 18.59% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -5.67% |
| Expected Shortfall (cVaR) | -1.36% | -5.67% |
| Year | ETHUSD | j_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.60 | 0.30 | -0.01 | + |
| 2023 | 91.13 | 72.70 | 0.80 | - |
| 2024 | 46.48 | 98.05 | 2.11 | + |
| 2025 | -38.64 | -0.95 | 0.02 | + |
| Metric | j_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.75% | -3.76% |
| 3M | -2.16% | -41.96% |
| 6M | 37.82% | -19.49% |
| YTD | -0.95% | -38.64% |
| 1Y | 73.55% | -38.52% |
| 3Y (ann.) | 54.58% | 4.23% |
| 5Y (ann.) | 54.58% | 4.23% |
| Metric | j_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -9.78% | -53.76% |
| Longest DD Days | 121.0 | 376.0 |
| Avg. Drawdown | -1.45% | -13.55% |
| Avg. Drawdown Days | 12.0 | 58.0 |
| Recovery Factor | 24.52 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-07 | 2022-07-28 | -9.78 | 51 |
| 2022-09-14 | 2023-01-13 | -9.41 | 121 |
| 2024-01-09 | 2024-02-13 | -7.36 | 35 |
| 2023-06-26 | 2023-10-24 | -7.08 | 120 |
| 2024-12-18 | 2025-03-24 | -6.30 | 96 |
| 2024-05-22 | 2024-07-16 | -5.57 | 55 |
| 2023-05-07 | 2023-06-21 | -5.42 | 45 |
| 2024-03-13 | 2024-03-26 | -3.43 | 13 |
| 2024-08-25 | 2024-09-19 | -3.18 | 25 |
| 2022-08-14 | 2022-09-13 | -3.16 | 30 |
| Metric | j_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.27% | 16.54% |
| Worst Day | -4.75% | -20.65% |
| Best Week | 13.09% | 31.75% |
| Worst Week | -5.51% | -38.51% |
| Best Month | 33.02% | 55.48% |
| Worst Month | -5.93% | -40.35% |
| Best Year | 98.05% | 91.13% |
| Worst Year | -0.95% | -38.64% |
| Avg. Up Day | 0.72% | 2.75% |
| Avg. Down Day | -0.45% | -2.54% |
| Avg. Up Week | 2.85% | 7.83% |
| Avg. Down Week | -1.18% | -6.64% |
| Avg. Up Month | 9.19% | 17.21% |
| Avg. Down Month | -2.24% | -13.47% |
| Win Days % | 50.0% | 50.44% |
| Win Month % | 64.71% | 50.0% |
| Win Week % | 57.33% | 47.33% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |