| Metric | /tmp/h_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 80.0% | 100.0% |
| Cumulative Return | 6.18% | -45.9% |
| Max Drawdown | -21.2% | -53.58% |
| Sharpe | 0.41 | -0.71 |
| Sortino | 0.61 | -0.89 |
| Payoff Ratio | 1.19 | 0.9 |
| Profit Factor | 1.11 | 0.9 |
| Common Sense Ratio | 1.04 | 0.78 |
| CPC Index | 0.61 | 0.41 |
| Tail Ratio | 0.94 | 0.87 |
| Outlier Win Ratio | 14.39 | 3.38 |
| Outlier Loss Ratio | 11.44 | 2.86 |
| Volatility (ann.) | 26.3% | 70.2% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.36 | -0.99 |
| Skew | 0.42 | -1.19 |
| Kurtosis | 17.06 | 6.06 |
| Expected Daily % | 0.02% | -0.21% |
| Expected Monthly % | 0.6% | -5.96% |
| Expected Yearly % | 3.04% | -26.45% |
| Kelly Criterion | 1.85% | -3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -6.18% |
| Expected Shortfall (cVaR) | -2.23% | -6.18% |
| Year | ETHUSD | /tmp/h_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 19.30 | -1.63 | + |
| 2025 | -38.65 | -11.00 | 0.28 | + |
| Metric | /tmp/h_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -11.96% | -3.77% |
| 3M | -10.86% | -38.44% |
| 6M | 1.06% | -20.67% |
| YTD | -11.0% | -38.65% |
| 1Y | 6.18% | -45.9% |
| 3Y (ann.) | 7.65% | -53.0% |
| 5Y (ann.) | 7.65% | -53.0% |
| Metric | /tmp/h_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -21.2% | -53.58% |
| Longest DD Days | 107.0 | 181.0 |
| Avg. Drawdown | -3.79% | -26.11% |
| Avg. Drawdown Days | 22.0 | 72.0 |
| Recovery Factor | 0.29 | -0.86 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-03-25 | -21.20 | 107 |
| 2024-07-18 | 2024-08-09 | -9.87 | 22 |
| 2024-06-07 | 2024-07-15 | -4.42 | 38 |
| 2024-08-15 | 2024-09-14 | -3.42 | 30 |
| 2024-08-10 | 2024-08-14 | -2.72 | 4 |
| 2024-10-22 | 2024-11-06 | -1.57 | 15 |
| 2024-09-15 | 2024-10-13 | -1.52 | 28 |
| 2024-12-01 | 2024-12-05 | -0.25 | 4 |
| 2024-11-11 | 2024-11-12 | -0.23 | 1 |
| 2024-11-13 | 2024-11-28 | -0.14 | 15 |
| Metric | /tmp/h_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 8.48% | 10.51% |
| Worst Day | -8.27% | -20.65% |
| Best Week | 16.27% | 16.68% |
| Worst Week | -11.18% | -22.77% |
| Best Month | 19.79% | 39.49% |
| Worst Month | -11.96% | -34.4% |
| Best Year | 19.3% | -11.81% |
| Worst Year | -11.0% | -38.65% |
| Avg. Up Day | 0.85% | 2.57% |
| Avg. Down Day | -0.72% | -2.85% |
| Avg. Up Week | 2.85% | 5.96% |
| Avg. Down Week | -2.16% | -7.31% |
| Avg. Up Month | 8.91% | 14.82% |
| Avg. Down Month | -5.24% | -16.51% |
| Win Days % | 46.61% | 50.84% |
| Win Month % | 50.0% | 30.0% |
| Win Week % | 47.62% | 52.27% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |