| Metric | eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 36.38% | -57.12% |
| Max Drawdown | -16.27% | -63.76% |
| Sharpe | 1.72 | -0.98 |
| Sortino | 2.83 | -1.22 |
| Payoff Ratio | 1.39 | 0.94 |
| Profit Factor | 1.65 | 0.86 |
| Common Sense Ratio | 3.45 | 0.74 |
| CPC Index | 1.21 | 0.41 |
| Tail Ratio | 2.1 | 0.87 |
| Outlier Win Ratio | 19.07 | 3.1 |
| Outlier Loss Ratio | 14.41 | 2.98 |
| Volatility (ann.) | 22.15% | 72.03% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.64 | -0.98 |
| Skew | 0.9 | -1.14 |
| Kurtosis | 24.82 | 5.67 |
| Expected Daily % | 0.1% | -0.27% |
| Expected Monthly % | 2.86% | -7.41% |
| Expected Yearly % | 16.78% | -34.52% |
| Kelly Criterion | 19.29% | -1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -6.39% |
| Expected Shortfall (cVaR) | -1.8% | -6.39% |
| Year | ETHUSD | eth_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 49.38 | -4.18 | + |
| 2025 | -51.37 | -8.70 | 0.17 | + |
| Metric | eth_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.83% | -10.24% |
| 3M | -9.3% | -49.96% |
| 6M | 17.68% | -33.64% |
| YTD | -8.7% | -51.37% |
| 1Y | 36.38% | -57.12% |
| 3Y (ann.) | 42.94% | -62.28% |
| 5Y (ann.) | 42.94% | -62.28% |
| Metric | eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.27% | -63.76% |
| Longest DD Days | 115.0 | 181.0 |
| Avg. Drawdown | -1.93% | -28.66% |
| Avg. Drawdown Days | 18.0 | 77.0 |
| Recovery Factor | 2.24 | -0.9 |
| Ulcer Index | 1.79 | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-04-14 | -16.27 | 115 |
| 2024-07-18 | 2024-08-06 | -3.26 | 19 |
| 2024-08-07 | 2024-08-09 | -2.69 | 2 |
| 2024-06-03 | 2024-07-14 | -2.08 | 41 |
| 2024-08-10 | 2024-09-14 | -2.01 | 35 |
| 2024-12-08 | 2024-12-19 | -0.91 | 11 |
| 2024-09-29 | 2024-10-12 | -0.73 | 13 |
| 2024-11-11 | 2024-11-12 | -0.53 | 1 |
| 2024-11-03 | 2024-11-06 | -0.15 | 3 |
| 2024-10-16 | 2024-10-24 | -0.10 | 8 |
| Metric | eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.86% | 10.85% |
| Worst Day | -8.42% | -20.65% |
| Best Week | 14.81% | 16.68% |
| Worst Week | -11.58% | -22.77% |
| Best Month | 21.53% | 39.49% |
| Worst Month | -11.29% | -34.4% |
| Best Year | 49.38% | -11.81% |
| Worst Year | -8.7% | -51.37% |
| Avg. Up Day | 0.91% | 2.74% |
| Avg. Down Day | -0.65% | -2.92% |
| Avg. Up Week | 2.41% | 5.43% |
| Avg. Down Week | -1.85% | -7.28% |
| Avg. Up Month | 9.04% | 14.82% |
| Avg. Down Month | -3.45% | -15.87% |
| Win Days % | 53.12% | 50.79% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 65.85% | 48.94% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |