| Metric | j_ | ETHUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 169.92% | 13.96% |
| Max Drawdown | -24.76% | -55.09% |
| Sharpe | 0.87 | 0.2 |
| Sortino | 1.15 | 0.29 |
| Payoff Ratio | 1.29 | 1.07 |
| Profit Factor | 1.24 | 1.03 |
| Common Sense Ratio | 1.45 | 1.03 |
| CPC Index | 0.79 | 0.55 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 13.31 | 2.99 |
| Outlier Loss Ratio | 14.46 | 2.97 |
| Volatility (ann.) | 10.88% | 33.1% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.7 | 0.09 |
| Skew | -11.35 | 0.23 |
| Kurtosis | 473.27 | 9.42 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.88% | 0.37% |
| Expected Yearly % | 28.18% | 3.32% |
| Kelly Criterion | 9.93% | 3.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.83% |
| Expected Shortfall (cVaR) | -0.91% | -2.83% |
| Year | ETHUSD | j_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 1.81 | -0.05 | + |
| 2023 | 91.16 | 72.74 | 0.80 | - |
| 2024 | 45.75 | 98.09 | 2.14 | + |
| 2025 | -38.48 | -22.52 | 0.59 | + |
| Metric | j_ | ETHUSD |
|---|---|---|
| MTD | -21.39% | -8.39% |
| 3M | -22.35% | -37.51% |
| 6M | 7.25% | -20.62% |
| YTD | -22.52% | -38.48% |
| 1Y | 33.54% | -40.69% |
| 3Y (ann.) | 42.17% | 4.74% |
| 5Y (ann.) | 42.17% | 4.74% |
| Metric | j_ | ETHUSD |
|---|---|---|
| Max Drawdown | -24.76% | -55.09% |
| Longest DD Days | 122.0 | 378.0 |
| Avg. Drawdown | -1.48% | -10.85% |
| Avg. Drawdown Days | 8.0 | 42.0 |
| Recovery Factor | 6.86 | 0.25 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-25 | -24.76 | 98 |
| 2022-05-31 | 2022-07-28 | -11.48 | 57 |
| 2022-09-13 | 2023-01-13 | -9.74 | 121 |
| 2023-06-23 | 2023-10-23 | -8.07 | 122 |
| 2024-01-11 | 2024-02-14 | -7.85 | 33 |
| 2023-05-06 | 2023-06-20 | -6.38 | 45 |
| 2024-05-21 | 2024-07-15 | -5.90 | 55 |
| 2024-03-11 | 2024-04-18 | -4.75 | 37 |
| 2024-03-05 | 2024-03-08 | -4.60 | 3 |
| 2023-12-09 | 2023-12-22 | -4.02 | 13 |
| Metric | j_ | ETHUSD |
|---|---|---|
| Best Day | 7.2% | 16.51% |
| Worst Day | -21.13% | -14.0% |
| Best Week | 14.61% | 25.43% |
| Worst Week | -20.47% | -34.61% |
| Best Month | 33.1% | 56.93% |
| Worst Month | -21.39% | -44.86% |
| Best Year | 98.09% | 91.16% |
| Worst Year | -22.52% | -38.48% |
| Avg. Up Day | 0.31% | 1.26% |
| Avg. Down Day | -0.24% | -1.17% |
| Avg. Up Week | 3.06% | 8.34% |
| Avg. Down Week | -1.19% | -7.36% |
| Avg. Up Month | 9.18% | 18.8% |
| Avg. Down Month | -4.18% | -13.65% |
| Win Days % | 49.3% | 50.08% |
| Win Month % | 62.86% | 51.43% |
| Win Week % | 53.64% | 51.66% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |