| Metric | eth.u_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 375.26% | -18.83% |
| Max Drawdown | -20.95% | -61.9% |
| Sharpe | 1.61 | 0.23 |
| Sortino | 2.65 | 0.32 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.47 | 1.04 |
| Common Sense Ratio | 2.26 | 1.02 |
| CPC Index | 0.96 | 0.6 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 12.4 | 3.57 |
| Outlier Loss Ratio | 4.98 | 3.34 |
| Volatility (ann.) | 38.45% | 67.06% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.46 | -0.11 |
| Skew | 0.93 | -0.24 |
| Kurtosis | 12.09 | 4.31 |
| Expected Daily % | 0.15% | -0.02% |
| Expected Monthly % | 4.42% | -0.58% |
| Expected Yearly % | 47.65% | -5.08% |
| Kelly Criterion | 14.46% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.14% | -5.73% |
| Expected Shortfall (cVaR) | -3.14% | -5.73% |
| Year | ETHUSD | eth.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | 3.12 | -0.08 | + |
| 2023 | 91.13 | 89.79 | 0.99 | - |
| 2024 | 46.48 | 136.92 | 2.95 | + |
| 2025 | -53.90 | 2.49 | -0.05 | + |
| Metric | eth.u_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -14.91% |
| 3M | -4.79% | -57.18% |
| 6M | 45.78% | -36.33% |
| YTD | 2.49% | -53.9% |
| 1Y | 135.7% | -53.89% |
| 3Y (ann.) | 72.54% | -7.04% |
| 5Y (ann.) | 72.54% | -7.04% |
| Metric | eth.u_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -20.95% | -61.9% |
| Longest DD Days | 119.0 | 390.0 |
| Avg. Drawdown | -4.66% | -14.88% |
| Avg. Drawdown Days | 19.0 | 63.0 |
| Recovery Factor | 17.92 | -0.3 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2022-06-25 | -20.95 | 11 |
| 2022-06-27 | 2022-09-27 | -18.70 | 92 |
| 2025-01-25 | 2025-04-07 | -15.19 | 72 |
| 2022-11-13 | 2023-02-02 | -13.46 | 81 |
| 2023-05-07 | 2023-06-22 | -12.37 | 46 |
| 2024-12-08 | 2025-01-24 | -11.61 | 47 |
| 2024-02-11 | 2024-03-22 | -11.51 | 40 |
| 2023-02-09 | 2023-02-16 | -10.34 | 7 |
| 2024-03-27 | 2024-05-21 | -9.82 | 55 |
| 2023-06-26 | 2023-10-23 | -8.74 | 119 |
| Metric | eth.u_daily_ | ETHUSD |
|---|---|---|
| Best Day | 14.29% | 16.54% |
| Worst Day | -12.21% | -20.65% |
| Best Week | 20.56% | 31.75% |
| Worst Week | -11.65% | -38.51% |
| Best Month | 33.31% | 55.48% |
| Worst Month | -6.93% | -44.95% |
| Best Year | 136.92% | 91.13% |
| Worst Year | 2.49% | -53.9% |
| Avg. Up Day | 2.16% | 2.54% |
| Avg. Down Day | -1.73% | -2.19% |
| Avg. Up Week | 5.47% | 7.09% |
| Avg. Down Week | -2.5% | -5.85% |
| Avg. Up Month | 10.68% | 13.9% |
| Avg. Down Month | -4.36% | -12.31% |
| Win Days % | 52.47% | 50.24% |
| Win Month % | 69.7% | 50.0% |
| Win Week % | 57.27% | 45.75% |
| Win Quarter % | 83.33% | 46.15% |
| Win Year % | 100.0% | 50.0% |