| Metric | eth.10.u_ | ETHUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 169.41% | -18.01% |
| Max Drawdown | -15.32% | -63.55% |
| Sharpe | 0.93 | 0.11 |
| Sortino | 1.44 | 0.16 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.25 | 1.02 |
| Common Sense Ratio | 1.62 | 1.0 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | 1.3 | 0.99 |
| Outlier Win Ratio | 19.7 | 3.02 |
| Outlier Loss Ratio | 9.95 | 3.13 |
| Volatility (ann.) | 9.77% | 33.26% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.69 | -0.11 |
| Skew | 0.35 | 0.2 |
| Kurtosis | 31.35 | 9.16 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.79% | -0.55% |
| Expected Yearly % | 28.12% | -4.84% |
| Kelly Criterion | 7.89% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.85% |
| Expected Shortfall (cVaR) | -0.82% | -2.85% |
| Year | ETHUSD | eth.10.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.42 | 24.86 | -0.65 | + |
| 2023 | 91.16 | 47.69 | 0.52 | - |
| 2024 | 45.75 | 51.53 | 1.13 | + |
| 2025 | -52.22 | -3.59 | 0.07 | + |
| Metric | eth.10.u_ | ETHUSD |
|---|---|---|
| MTD | -0.22% | -12.66% |
| 3M | -9.39% | -56.23% |
| 6M | 15.08% | -34.78% |
| YTD | -3.59% | -52.22% |
| 1Y | 39.11% | -53.92% |
| 3Y (ann.) | 41.22% | -6.68% |
| 5Y (ann.) | 41.22% | -6.68% |
| Metric | eth.10.u_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.32% | -63.55% |
| Longest DD Days | 123.0 | 392.0 |
| Avg. Drawdown | -1.8% | -11.2% |
| Avg. Drawdown Days | 9.0 | 41.0 |
| Recovery Factor | 11.06 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-08 | -15.32 | 123 |
| 2022-11-12 | 2023-01-12 | -9.17 | 60 |
| 2022-06-16 | 2022-06-24 | -7.92 | 8 |
| 2023-02-08 | 2023-03-13 | -5.86 | 33 |
| 2024-03-19 | 2024-03-21 | -5.05 | 2 |
| 2022-08-25 | 2022-09-22 | -4.93 | 28 |
| 2023-12-28 | 2024-02-25 | -4.86 | 59 |
| 2023-12-22 | 2023-12-27 | -4.78 | 4 |
| 2024-06-17 | 2024-07-15 | -4.62 | 28 |
| 2023-05-06 | 2023-06-20 | -4.60 | 45 |
| Metric | eth.10.u_ | ETHUSD |
|---|---|---|
| Best Day | 5.58% | 16.51% |
| Worst Day | -7.86% | -14.0% |
| Best Week | 15.38% | 25.43% |
| Worst Week | -8.2% | -34.61% |
| Best Month | 22.94% | 56.93% |
| Worst Month | -7.85% | -44.86% |
| Best Year | 51.53% | 91.16% |
| Worst Year | -3.59% | -52.22% |
| Avg. Up Day | 0.45% | 1.15% |
| Avg. Down Day | -0.36% | -1.01% |
| Avg. Up Week | 2.74% | 7.69% |
| Avg. Down Week | -1.28% | -5.9% |
| Avg. Up Month | 5.98% | 18.31% |
| Avg. Down Month | -2.14% | -15.3% |
| Win Days % | 49.3% | 50.0% |
| Win Month % | 68.57% | 47.22% |
| Win Week % | 55.81% | 50.65% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |