| Metric | o_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 81.0% | 100.0% |
| Cumulative Return | 71.05% | -59.35% |
| Max Drawdown | -8.95% | -61.74% |
| Sharpe | 2.57 | -1.12 |
| Sortino | 4.72 | -1.39 |
| Payoff Ratio | 1.3 | 0.78 |
| Profit Factor | 1.72 | 0.84 |
| Common Sense Ratio | 2.76 | 0.73 |
| CPC Index | 1.22 | 0.33 |
| Tail Ratio | 1.6 | 0.87 |
| Outlier Win Ratio | 10.08 | 3.08 |
| Outlier Loss Ratio | 11.55 | 2.96 |
| Volatility (ann.) | 25.81% | 70.96% |
| R^2 | 0.38 | 0.38 |
| Calmar | 9.85 | -1.06 |
| Skew | 1.72 | -1.25 |
| Kurtosis | 17.11 | 6.04 |
| Expected Daily % | 0.17% | -0.29% |
| Expected Monthly % | 5.0% | -7.86% |
| Expected Yearly % | 30.78% | -36.24% |
| Kelly Criterion | 19.71% | -13.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -6.33% |
| Expected Shortfall (cVaR) | -2.04% | -6.33% |
| Year | ETHUSD | o_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 51.14 | -4.33 | + |
| 2025 | -53.90 | 13.17 | -0.24 | + |
| Metric | o_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -7.4% | -14.91% |
| 3M | 9.28% | -57.18% |
| 6M | 51.19% | -36.33% |
| YTD | 13.17% | -53.9% |
| 1Y | 71.05% | -59.35% |
| 3Y (ann.) | 88.13% | -65.35% |
| 5Y (ann.) | 88.13% | -65.35% |
| Metric | o_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -8.95% | -61.74% |
| Longest DD Days | 58.0 | 181.0 |
| Avg. Drawdown | -2.17% | -28.16% |
| Avg. Drawdown Days | 10.0 | 76.0 |
| Recovery Factor | 7.94 | -0.96 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-08-07 | -8.95 | 6 |
| 2025-03-27 | 2025-04-07 | -8.75 | 11 |
| 2024-06-06 | 2024-07-22 | -8.18 | 46 |
| 2025-01-25 | 2025-03-24 | -5.61 | 58 |
| 2024-10-08 | 2024-10-14 | -3.80 | 6 |
| 2024-12-17 | 2025-01-05 | -3.49 | 19 |
| 2024-08-10 | 2024-09-12 | -3.15 | 33 |
| 2024-12-01 | 2024-12-05 | -2.46 | 4 |
| 2024-08-08 | 2024-08-09 | -1.60 | 1 |
| 2024-09-16 | 2024-09-19 | -1.47 | 3 |
| Metric | o_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 9.74% | 10.51% |
| Worst Day | -7.31% | -20.65% |
| Best Week | 15.93% | 16.68% |
| Worst Week | -6.95% | -22.77% |
| Best Month | 24.4% | 39.49% |
| Worst Month | -7.4% | -34.4% |
| Best Year | 51.14% | -11.81% |
| Worst Year | 13.17% | -53.9% |
| Avg. Up Day | 1.08% | 2.52% |
| Avg. Down Day | -0.83% | -3.25% |
| Avg. Up Week | 3.75% | 5.11% |
| Avg. Down Week | -1.9% | -8.04% |
| Avg. Up Month | 13.49% | 14.82% |
| Avg. Down Month | -4.38% | -17.54% |
| Win Days % | 54.62% | 50.32% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 61.36% | 47.83% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |