| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 92.15% | -57.98% |
| Max Drawdown | -17.91% | -63.27% |
| Sharpe | 1.06 | -0.54 |
| Sortino | 1.6 | -0.72 |
| Payoff Ratio | 1.23 | 1.09 |
| Profit Factor | 1.29 | 0.92 |
| Common Sense Ratio | 1.72 | 0.84 |
| CPC Index | 0.8 | 0.49 |
| Tail Ratio | 1.34 | 0.92 |
| Outlier Win Ratio | 11.6 | 3.3 |
| Outlier Loss Ratio | 4.97 | 3.46 |
| Volatility (ann.) | 20.03% | 35.22% |
| R^2 | 0.36 | 0.36 |
| Calmar | 6.44 | -1.01 |
| Skew | 0.29 | -0.55 |
| Kurtosis | 23.54 | 8.58 |
| Expected Daily % | 0.05% | -0.07% |
| Expected Monthly % | 6.12% | -7.58% |
| Expected Yearly % | 38.62% | -35.17% |
| Kelly Criterion | 9.97% | 2.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.09% |
| Expected Shortfall (cVaR) | -1.67% | -3.09% |
| Year | ETHUSD | eth.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 86.97 | -7.22 | + |
| 2025 | -52.22 | 2.77 | -0.05 | + |
| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.66% |
| 3M | -5.83% | -56.23% |
| 6M | 45.78% | -34.78% |
| YTD | 2.77% | -52.22% |
| 1Y | 92.15% | -57.98% |
| 3Y (ann.) | 115.23% | -63.85% |
| 5Y (ann.) | 115.23% | -63.85% |
| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.91% | -63.27% |
| Longest DD Days | 122.0 | 182.0 |
| Avg. Drawdown | -2.97% | -17.69% |
| Avg. Drawdown Days | 10.0 | 44.0 |
| Recovery Factor | 5.15 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-08 | -17.91 | 122 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -7.05 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-09-22 | 2024-10-12 | -3.59 | 20 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-11-10 | 2024-11-11 | -2.81 | 1 |
| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.12% | 18.08% |
| Worst Week | -10.88% | -20.52% |
| Best Month | 33.31% | 47.37% |
| Worst Month | -6.78% | -32.24% |
| Best Year | 86.97% | -12.05% |
| Worst Year | 2.77% | -52.22% |
| Avg. Up Day | 1.1% | 1.23% |
| Avg. Down Day | -0.9% | -1.13% |
| Avg. Up Week | 5.88% | 6.78% |
| Avg. Down Week | -3.6% | -7.84% |
| Avg. Up Month | 22.52% | 25.44% |
| Avg. Down Month | -3.26% | -17.57% |
| Win Days % | 50.35% | 49.16% |
| Win Month % | 60.0% | 18.18% |
| Win Week % | 69.7% | 43.48% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |