| Metric | eth.86400.u_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 55.92% | -41.06% |
| Max Drawdown | -31.26% | -71.78% |
| Sharpe | 0.7 | 0.11 |
| Sortino | 1.06 | 0.15 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.18 | 1.02 |
| Common Sense Ratio | 1.31 | 0.96 |
| CPC Index | 0.69 | 0.57 |
| Tail Ratio | 1.11 | 0.95 |
| Outlier Win Ratio | 17.56 | 3.02 |
| Outlier Loss Ratio | 7.81 | 2.77 |
| Volatility (ann.) | 24.25% | 69.25% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.48 | -0.21 |
| Skew | 0.31 | 0.09 |
| Kurtosis | 20.47 | 4.19 |
| Expected Daily % | 0.04% | -0.05% |
| Expected Monthly % | 1.15% | -1.35% |
| Expected Yearly % | 11.74% | -12.38% |
| Kelly Criterion | 5.9% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -5.94% |
| Expected Shortfall (cVaR) | -2.04% | -5.94% |
| Year | ETHUSD | eth.86400.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.40 | 3.19 | -0.06 | + |
| 2023 | 91.16 | 41.20 | 0.45 | - |
| 2024 | 45.75 | 40.66 | 0.89 | - |
| 2025 | -52.56 | -23.92 | 0.46 | + |
| Metric | eth.86400.u_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -13.3% |
| 3M | -24.94% | -56.21% |
| 6M | -23.7% | -34.57% |
| YTD | -23.92% | -52.56% |
| 1Y | -21.37% | -52.41% |
| 3Y (ann.) | 13.98% | -22.58% |
| 5Y (ann.) | 15.01% | -15.34% |
| Metric | eth.86400.u_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -31.26% | -71.78% |
| Longest DD Days | 275.0 | 699.0 |
| Avg. Drawdown | -3.39% | -20.46% |
| Avg. Drawdown Days | 34.0 | 142.0 |
| Recovery Factor | 1.79 | -0.57 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-06 | -31.26 | 224 |
| 2022-05-16 | 2023-02-15 | -15.08 | 275 |
| 2023-08-30 | 2023-12-27 | -7.33 | 119 |
| 2024-04-29 | 2024-07-14 | -6.43 | 76 |
| 2024-04-09 | 2024-04-27 | -5.85 | 18 |
| 2023-02-21 | 2023-03-12 | -5.31 | 19 |
| 2024-07-16 | 2024-08-23 | -5.18 | 38 |
| 2024-01-12 | 2024-01-29 | -3.47 | 17 |
| 2023-05-06 | 2023-05-28 | -3.27 | 22 |
| 2023-03-15 | 2023-03-17 | -2.82 | 2 |
| Metric | eth.86400.u_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.79% | 19.2% |
| Worst Day | -11.95% | -17.59% |
| Best Week | 23.36% | 25.43% |
| Worst Week | -11.06% | -34.61% |
| Best Month | 22.51% | 56.93% |
| Worst Month | -13.23% | -44.86% |
| Best Year | 41.2% | 91.16% |
| Worst Year | -23.92% | -55.4% |
| Avg. Up Day | 1.09% | 2.53% |
| Avg. Down Day | -0.92% | -2.27% |
| Avg. Up Week | 2.66% | 7.31% |
| Avg. Down Week | -1.79% | -6.01% |
| Avg. Up Month | 5.59% | 19.03% |
| Avg. Down Month | -4.27% | -17.71% |
| Win Days % | 48.78% | 50.26% |
| Win Month % | 54.29% | 48.72% |
| Win Week % | 54.31% | 48.24% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 75.0% | 50.0% |