| Metric | eth.2_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 84.46% | -49.43% |
| Max Drawdown | -15.4% | -53.58% |
| Sharpe | 2.24 | -0.82 |
| Sortino | 3.61 | -1.03 |
| Payoff Ratio | 1.1 | 0.89 |
| Profit Factor | 1.64 | 0.88 |
| Common Sense Ratio | 2.99 | 0.77 |
| CPC Index | 1.07 | 0.39 |
| Tail Ratio | 1.83 | 0.87 |
| Outlier Win Ratio | 10.55 | 3.34 |
| Outlier Loss Ratio | 4.72 | 2.94 |
| Volatility (ann.) | 36.02% | 70.11% |
| R^2 | 0.34 | 0.34 |
| Calmar | 7.18 | -1.05 |
| Skew | 0.42 | -1.17 |
| Kurtosis | 8.55 | 6.0 |
| Expected Daily % | 0.2% | -0.23% |
| Expected Monthly % | 6.31% | -6.59% |
| Expected Yearly % | 35.81% | -28.89% |
| Kelly Criterion | 22.0% | -5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.88% | -6.19% |
| Expected Shortfall (cVaR) | -2.88% | -6.19% |
| Year | ETHUSD | eth.2_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 80.75 | -6.84 | + |
| 2025 | -42.65 | 2.05 | -0.05 | + |
| Metric | eth.2_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -7.64% | -10.05% |
| 3M | -2.34% | -45.12% |
| 6M | 41.52% | -27.03% |
| YTD | 2.05% | -42.65% |
| 1Y | 84.46% | -49.43% |
| 3Y (ann.) | 110.62% | -56.37% |
| 5Y (ann.) | 110.62% | -56.37% |
| Metric | eth.2_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.4% | -53.58% |
| Longest DD Days | 62.0 | 181.0 |
| Avg. Drawdown | -3.62% | -26.11% |
| Avg. Drawdown Days | 13.0 | 73.0 |
| Recovery Factor | 5.48 | -0.92 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-03-28 | -15.40 | 62 |
| 2024-12-08 | 2025-01-24 | -11.89 | 47 |
| 2024-06-21 | 2024-07-15 | -6.81 | 24 |
| 2024-09-16 | 2024-09-20 | -4.98 | 4 |
| 2024-08-15 | 2024-09-10 | -4.70 | 26 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -3.80 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-10-09 | 2024-10-13 | -1.95 | 4 |
| 2024-11-11 | 2024-11-12 | -1.16 | 1 |
| Metric | eth.2_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.51% | 10.51% |
| Worst Day | -8.69% | -20.65% |
| Best Week | 20.49% | 16.68% |
| Worst Week | -11.78% | -22.77% |
| Best Month | 32.63% | 39.49% |
| Worst Month | -7.64% | -34.4% |
| Best Year | 80.75% | -11.81% |
| Worst Year | 2.05% | -42.65% |
| Avg. Up Day | 1.92% | 2.33% |
| Avg. Down Day | -1.74% | -2.63% |
| Avg. Up Week | 5.66% | 5.57% |
| Avg. Down Week | -3.57% | -7.34% |
| Avg. Up Month | 17.62% | 14.82% |
| Avg. Down Month | -5.69% | -10.3% |
| Win Days % | 59.09% | 50.67% |
| Win Month % | 70.0% | 30.0% |
| Win Week % | 63.64% | 50.0% |
| Win Quarter % | 75.0% | 25.0% |
| Win Year % | 100.0% | 0.0% |