| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 92.15% | -59.35% |
| Max Drawdown | -15.19% | -61.74% |
| Sharpe | 2.3 | -1.12 |
| Sortino | 3.74 | -1.39 |
| Payoff Ratio | 1.11 | 0.84 |
| Profit Factor | 1.67 | 0.84 |
| Common Sense Ratio | 3.06 | 0.73 |
| CPC Index | 1.11 | 0.36 |
| Tail Ratio | 1.83 | 0.87 |
| Outlier Win Ratio | 10.51 | 3.32 |
| Outlier Loss Ratio | 5.47 | 3.56 |
| Volatility (ann.) | 36.09% | 70.96% |
| R^2 | 0.32 | 0.32 |
| Calmar | 7.62 | -1.06 |
| Skew | 0.42 | -1.25 |
| Kurtosis | 8.28 | 6.04 |
| Expected Daily % | 0.21% | -0.29% |
| Expected Monthly % | 6.12% | -7.86% |
| Expected Yearly % | 38.62% | -36.24% |
| Kelly Criterion | 24.02% | -8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.88% | -6.33% |
| Expected Shortfall (cVaR) | -2.88% | -6.33% |
| Year | ETHUSD | eth.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 87.48 | -7.41 | + |
| 2025 | -53.90 | 2.49 | -0.05 | + |
| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -14.91% |
| 3M | -4.79% | -57.18% |
| 6M | 45.78% | -36.33% |
| YTD | 2.49% | -53.9% |
| 1Y | 92.15% | -59.35% |
| 3Y (ann.) | 115.76% | -65.35% |
| 5Y (ann.) | 115.76% | -65.35% |
| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.19% | -61.74% |
| Longest DD Days | 72.0 | 181.0 |
| Avg. Drawdown | -3.45% | -28.16% |
| Avg. Drawdown Days | 13.0 | 76.0 |
| Recovery Factor | 6.07 | -0.96 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-04-07 | -15.19 | 72 |
| 2024-12-08 | 2025-01-24 | -11.61 | 47 |
| 2024-06-21 | 2024-07-15 | -6.61 | 24 |
| 2024-09-16 | 2024-09-20 | -5.29 | 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 | -3.89 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-10-09 | 2024-10-13 | -2.00 | 4 |
| 2024-11-11 | 2024-11-12 | -1.61 | 1 |
| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.51% | 10.51% |
| Worst Day | -8.65% | -20.65% |
| Best Week | 20.56% | 16.68% |
| Worst Week | -11.65% | -22.77% |
| Best Month | 33.31% | 39.49% |
| Worst Month | -6.78% | -34.4% |
| Best Year | 87.48% | -11.81% |
| Worst Year | 2.49% | -53.9% |
| Avg. Up Day | 2.03% | 2.27% |
| Avg. Down Day | -1.82% | -2.7% |
| Avg. Up Week | 5.81% | 5.57% |
| Avg. Down Week | -3.83% | -6.4% |
| Avg. Up Month | 18.36% | 14.82% |
| Avg. Down Month | -4.83% | -11.96% |
| Win Days % | 60.0% | 50.32% |
| Win Month % | 70.0% | 27.27% |
| Win Week % | 66.67% | 47.83% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |