| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 124.13% | -10.97% |
| Max Drawdown | -16.27% | -63.9% |
| Sharpe | 1.71 | 0.28 |
| Sortino | 3.02 | 0.39 |
| Payoff Ratio | 1.53 | 1.27 |
| Profit Factor | 1.63 | 1.04 |
| Common Sense Ratio | 2.72 | 1.05 |
| CPC Index | 1.25 | 0.67 |
| Tail Ratio | 1.67 | 1.01 |
| Outlier Win Ratio | 22.65 | 2.87 |
| Outlier Loss Ratio | 14.53 | 2.54 |
| Volatility (ann.) | 17.3% | 67.4% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.0 | -0.06 |
| Skew | 1.81 | -0.23 |
| Kurtosis | 30.41 | 4.26 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 2.33% | -0.33% |
| Expected Yearly % | 22.36% | -2.86% |
| Kelly Criterion | 17.32% | 11.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -5.75% |
| Expected Shortfall (cVaR) | -1.41% | -5.75% |
| Year | ETHUSD | eth_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.60 | 9.37 | -0.27 | + |
| 2023 | 91.13 | 29.68 | 0.33 | - |
| 2024 | 46.48 | 73.09 | 1.57 | + |
| 2025 | -51.37 | -8.70 | 0.17 | + |
| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.83% | -10.24% |
| 3M | -9.3% | -49.96% |
| 6M | 17.68% | -33.64% |
| YTD | -8.7% | -51.37% |
| 1Y | 53.33% | -50.02% |
| 3Y (ann.) | 32.53% | -3.97% |
| 5Y (ann.) | 32.53% | -3.97% |
| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.27% | -63.9% |
| Longest DD Days | 212.0 | 397.0 |
| Avg. Drawdown | -1.73% | -14.15% |
| Avg. Drawdown Days | 22.0 | 60.0 |
| Recovery Factor | 7.63 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-04-14 | -16.27 | 115 |
| 2022-06-17 | 2022-07-15 | -7.10 | 28 |
| 2022-08-14 | 2023-03-14 | -6.89 | 212 |
| 2023-07-02 | 2023-11-20 | -4.33 | 141 |
| 2023-05-30 | 2023-06-22 | -3.79 | 23 |
| 2024-07-18 | 2024-08-06 | -3.26 | 19 |
| 2024-01-18 | 2024-04-09 | -3.19 | 82 |
| 2024-08-07 | 2024-08-09 | -2.69 | 2 |
| 2024-04-25 | 2024-05-21 | -2.21 | 26 |
| 2023-04-12 | 2023-04-13 | -2.09 | 1 |
| Metric | eth_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.86% | 16.54% |
| Worst Day | -8.42% | -20.65% |
| Best Week | 14.81% | 31.75% |
| Worst Week | -11.58% | -38.51% |
| Best Month | 21.53% | 55.48% |
| Worst Month | -11.29% | -40.35% |
| Best Year | 73.09% | 91.13% |
| Worst Year | -8.7% | -51.37% |
| Avg. Up Day | 0.72% | 2.82% |
| Avg. Down Day | -0.47% | -2.22% |
| Avg. Up Week | 1.91% | 8.07% |
| Avg. Down Week | -0.87% | -5.97% |
| Avg. Up Month | 4.85% | 18.03% |
| Avg. Down Month | -2.0% | -11.12% |
| Win Days % | 50.0% | 50.38% |
| Win Month % | 68.57% | 48.57% |
| Win Week % | 59.26% | 46.41% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 50.0% |