| Metric | o_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 77.38% | -57.98% |
| Max Drawdown | -9.87% | -63.27% |
| Sharpe | 1.4 | -0.54 |
| Sortino | 2.39 | -0.72 |
| Payoff Ratio | 1.23 | 0.95 |
| Profit Factor | 1.34 | 0.92 |
| Common Sense Ratio | 1.73 | 0.84 |
| CPC Index | 0.84 | 0.43 |
| Tail Ratio | 1.29 | 0.92 |
| Outlier Win Ratio | 11.13 | 2.87 |
| Outlier Loss Ratio | 10.13 | 3.04 |
| Volatility (ann.) | 12.55% | 35.22% |
| R^2 | 0.42 | 0.42 |
| Calmar | 9.72 | -1.01 |
| Skew | 2.26 | -0.55 |
| Kurtosis | 29.53 | 8.58 |
| Expected Daily % | 0.05% | -0.07% |
| Expected Monthly % | 5.35% | -7.58% |
| Expected Yearly % | 33.18% | -35.17% |
| Kelly Criterion | 10.69% | -4.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -3.09% |
| Expected Shortfall (cVaR) | -1.03% | -3.09% |
| Year | ETHUSD | o_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 51.43 | -4.27 | + |
| 2025 | -52.22 | 17.13 | -0.33 | + |
| Metric | o_fwd_ | ETHUSD |
|---|---|---|
| MTD | -3.92% | -12.66% |
| 3M | 13.02% | -56.23% |
| 6M | 55.49% | -34.78% |
| YTD | 17.13% | -52.22% |
| 1Y | 77.38% | -57.98% |
| 3Y (ann.) | 95.93% | -63.85% |
| 5Y (ann.) | 95.93% | -63.85% |
| Metric | o_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -9.87% | -63.27% |
| Longest DD Days | 63.0 | 182.0 |
| Avg. Drawdown | -2.04% | -17.69% |
| Avg. Drawdown Days | 7.0 | 44.0 |
| Recovery Factor | 7.84 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-25 | 2025-04-08 | -9.87 | 13 |
| 2024-08-01 | 2024-08-07 | -9.57 | 5 |
| 2024-06-05 | 2024-07-21 | -9.22 | 46 |
| 2025-01-19 | 2025-03-24 | -6.71 | 63 |
| 2024-10-07 | 2024-10-14 | -5.90 | 6 |
| 2024-12-16 | 2025-01-03 | -4.75 | 18 |
| 2024-08-09 | 2024-09-13 | -4.21 | 35 |
| 2024-11-29 | 2024-12-05 | -3.86 | 5 |
| 2024-08-07 | 2024-08-08 | -3.75 | 1 |
| 2024-12-05 | 2024-12-06 | -2.50 | 1 |
| Metric | o_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 8.32% | 10.89% |
| Worst Day | -4.2% | -14.0% |
| Best Week | 16.49% | 18.08% |
| Worst Week | -4.66% | -20.52% |
| Best Month | 23.03% | 47.37% |
| Worst Month | -4.31% | -32.24% |
| Best Year | 51.43% | -12.05% |
| Worst Year | 17.13% | -52.22% |
| Avg. Up Day | 0.5% | 1.27% |
| Avg. Down Day | -0.41% | -1.33% |
| Avg. Up Week | 3.66% | 7.37% |
| Avg. Down Week | -2.11% | -8.91% |
| Avg. Up Month | 14.26% | 25.44% |
| Avg. Down Month | -2.68% | -16.1% |
| Win Days % | 50.74% | 49.16% |
| Win Month % | 63.64% | 18.18% |
| Win Week % | 68.18% | 43.48% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |