| Metric | eth.10.u_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 169.41% | -19.93% |
| Max Drawdown | -13.05% | -61.9% |
| Sharpe | 1.87 | 0.22 |
| Sortino | 3.21 | 0.32 |
| Payoff Ratio | 1.47 | 1.31 |
| Profit Factor | 1.52 | 1.04 |
| Common Sense Ratio | 2.42 | 1.03 |
| CPC Index | 1.11 | 0.68 |
| Tail Ratio | 1.59 | 1.0 |
| Outlier Win Ratio | 15.7 | 2.77 |
| Outlier Loss Ratio | 10.46 | 2.72 |
| Volatility (ann.) | 19.43% | 67.3% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.16 | -0.12 |
| Skew | 1.14 | -0.25 |
| Kurtosis | 12.61 | 4.25 |
| Expected Daily % | 0.09% | -0.02% |
| Expected Monthly % | 2.79% | -0.62% |
| Expected Yearly % | 28.12% | -5.41% |
| Kelly Criterion | 15.25% | 12.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -5.75% |
| Expected Shortfall (cVaR) | -1.57% | -5.75% |
| Year | ETHUSD | eth.10.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.96 | 24.78 | -0.65 | + |
| 2023 | 91.13 | 47.55 | 0.52 | - |
| 2024 | 46.48 | 52.04 | 1.12 | + |
| 2025 | -53.90 | -3.75 | 0.07 | + |
| Metric | eth.10.u_daily_ | ETHUSD |
|---|---|---|
| MTD | -0.13% | -14.91% |
| 3M | -8.75% | -57.18% |
| 6M | 15.08% | -36.33% |
| YTD | -3.75% | -53.9% |
| 1Y | 39.11% | -53.89% |
| 3Y (ann.) | 41.27% | -7.46% |
| 5Y (ann.) | 41.27% | -7.46% |
| Metric | eth.10.u_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.05% | -61.9% |
| Longest DD Days | 122.0 | 390.0 |
| Avg. Drawdown | -2.07% | -14.59% |
| Avg. Drawdown Days | 14.0 | 60.0 |
| Recovery Factor | 12.98 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-07 | -13.05 | 122 |
| 2022-11-14 | 2023-01-13 | -8.05 | 60 |
| 2022-06-14 | 2022-06-25 | -7.70 | 11 |
| 2023-02-09 | 2023-03-14 | -5.33 | 33 |
| 2024-03-19 | 2024-03-22 | -4.97 | 3 |
| 2022-08-26 | 2022-09-06 | -4.18 | 11 |
| 2023-12-29 | 2024-02-25 | -4.14 | 58 |
| 2023-05-07 | 2023-05-29 | -3.78 | 22 |
| 2022-09-28 | 2022-10-26 | -3.73 | 28 |
| 2024-04-29 | 2024-05-18 | -3.64 | 19 |
| Metric | eth.10.u_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.4% | 16.54% |
| Worst Day | -6.75% | -20.65% |
| Best Week | 14.61% | 31.75% |
| Worst Week | -8.92% | -38.51% |
| Best Month | 23.04% | 55.48% |
| Worst Month | -7.94% | -44.95% |
| Best Year | 52.04% | 91.13% |
| Worst Year | -3.75% | -53.9% |
| Avg. Up Day | 1.01% | 2.64% |
| Avg. Down Day | -0.69% | -2.02% |
| Avg. Up Week | 2.69% | 8.4% |
| Avg. Down Week | -1.44% | -5.87% |
| Avg. Up Month | 5.51% | 16.35% |
| Avg. Down Month | -2.38% | -13.75% |
| Win Days % | 49.54% | 50.33% |
| Win Month % | 74.29% | 50.0% |
| Win Week % | 62.02% | 46.1% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |