| Metric | /tmp/h_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 75.0% | 100.0% |
| Cumulative Return | 6.18% | -45.61% |
| Max Drawdown | -22.14% | -54.74% |
| Sharpe | 0.2 | -0.36 |
| Sortino | 0.28 | -0.48 |
| Payoff Ratio | 1.11 | 0.95 |
| Profit Factor | 1.06 | 0.94 |
| Common Sense Ratio | 1.26 | 0.91 |
| CPC Index | 0.56 | 0.44 |
| Tail Ratio | 1.19 | 0.97 |
| Outlier Win Ratio | 13.55 | 2.76 |
| Outlier Loss Ratio | 10.62 | 3.1 |
| Volatility (ann.) | 13.98% | 34.95% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.34 | -0.96 |
| Skew | -0.45 | -0.55 |
| Kurtosis | 40.95 | 9.11 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 0.6% | -5.91% |
| Expected Yearly % | 3.04% | -26.25% |
| Kelly Criterion | 1.02% | -3.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.04% |
| Expected Shortfall (cVaR) | -1.2% | -3.04% |
| Year | ETHUSD | /tmp/h_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 19.15 | -1.59 | + |
| 2025 | -38.16 | -10.89 | 0.29 | + |
| Metric | /tmp/h_fwd_ | ETHUSD |
|---|---|---|
| MTD | -12.0% | -7.9% |
| 3M | -11.96% | -39.74% |
| 6M | 1.07% | -22.19% |
| YTD | -10.89% | -38.16% |
| 1Y | 6.18% | -45.61% |
| 3Y (ann.) | 7.62% | -52.57% |
| 5Y (ann.) | 7.62% | -52.57% |
| Metric | /tmp/h_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -22.14% | -54.74% |
| Longest DD Days | 109.0 | 182.0 |
| Avg. Drawdown | -2.97% | -16.47% |
| Avg. Drawdown Days | 14.0 | 42.0 |
| Recovery Factor | 0.28 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-26 | -22.14 | 109 |
| 2024-07-17 | 2024-08-08 | -10.33 | 22 |
| 2024-06-06 | 2024-07-15 | -5.48 | 38 |
| 2024-08-14 | 2024-09-13 | -4.88 | 30 |
| 2024-09-14 | 2024-10-12 | -3.13 | 28 |
| 2024-10-15 | 2024-11-06 | -2.92 | 22 |
| 2024-08-09 | 2024-08-12 | -2.90 | 3 |
| 2024-11-07 | 2024-11-07 | -1.52 | 0 |
| 2024-08-13 | 2024-08-14 | -1.38 | 1 |
| 2024-12-01 | 2024-12-04 | -1.08 | 2 |
| Metric | /tmp/h_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 7.05% | 10.89% |
| Worst Day | -8.33% | -14.0% |
| Best Week | 16.77% | 18.08% |
| Worst Week | -10.25% | -20.52% |
| Best Month | 20.04% | 47.37% |
| Worst Month | -12.0% | -32.24% |
| Best Year | 19.15% | -12.05% |
| Worst Year | -10.89% | -38.16% |
| Avg. Up Day | 0.41% | 1.23% |
| Avg. Down Day | -0.37% | -1.29% |
| Avg. Up Week | 2.81% | 6.94% |
| Avg. Down Week | -1.68% | -7.67% |
| Avg. Up Month | 11.64% | 25.44% |
| Avg. Down Month | -5.28% | -16.38% |
| Win Days % | 47.99% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 41.86% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |