| Metric | eth.86400.u_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | -21.81% | -58.12% |
| Max Drawdown | -31.28% | -63.26% |
| Sharpe | -0.76 | -1.06 |
| Sortino | -1.01 | -1.45 |
| Payoff Ratio | 0.87 | 0.96 |
| Profit Factor | 0.84 | 0.86 |
| Common Sense Ratio | 0.72 | 0.78 |
| CPC Index | 0.35 | 0.4 |
| Tail Ratio | 0.86 | 0.91 |
| Outlier Win Ratio | 17.21 | 3.35 |
| Outlier Loss Ratio | 6.08 | 2.75 |
| Volatility (ann.) | 31.03% | 70.8% |
| R^2 | 0.41 | 0.41 |
| Calmar | -0.79 | -1.0 |
| Skew | -0.56 | 0.16 |
| Kurtosis | 18.44 | 2.76 |
| Expected Daily % | -0.08% | -0.27% |
| Expected Monthly % | -2.21% | -7.61% |
| Expected Yearly % | -11.57% | -35.28% |
| Kelly Criterion | -11.02% | -4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.74% | -6.3% |
| Expected Shortfall (cVaR) | -2.74% | -6.3% |
| Year | ETHUSD | eth.86400.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | 2.79 | -0.22 | + |
| 2025 | -52.05 | -23.93 | 0.46 | + |
| Metric | eth.86400.u_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -18.33% | -51.11% |
| 6M | -23.72% | -34.52% |
| YTD | -23.93% | -52.05% |
| 1Y | -21.81% | -58.12% |
| 3Y (ann.) | -24.73% | -63.41% |
| 5Y (ann.) | -24.73% | -63.41% |
| Metric | eth.86400.u_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -31.28% | -63.26% |
| Longest DD Days | 231.0 | 183.0 |
| Avg. Drawdown | -7.39% | -26.77% |
| Avg. Drawdown Days | 55.0 | 78.0 |
| Recovery Factor | -0.7 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -31.28 | 231 |
| 2024-07-16 | 2024-08-23 | -5.18 | 38 |
| 2024-07-07 | 2024-07-10 | -0.39 | 3 |
| 2024-07-11 | 2024-07-12 | -0.10 | 1 |
| 2024-07-05 | 2024-07-06 | -0.02 | 1 |
| Metric | eth.86400.u_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.78% | 14.6% |
| Worst Day | -11.95% | -14.77% |
| Best Week | 8.08% | 18.08% |
| Worst Week | -11.07% | -20.52% |
| Best Month | 8.5% | 47.37% |
| Worst Month | -13.24% | -32.24% |
| Best Year | 2.79% | -12.66% |
| Worst Year | -23.93% | -52.05% |
| Avg. Up Day | 1.14% | 2.61% |
| Avg. Down Day | -1.31% | -2.73% |
| Avg. Up Week | 2.29% | 7.26% |
| Avg. Down Week | -2.91% | -8.37% |
| Avg. Up Month | 3.52% | 47.37% |
| Avg. Down Month | -6.73% | -16.81% |
| Win Days % | 48.44% | 49.05% |
| Win Month % | 25.0% | 18.18% |
| Win Week % | 45.45% | 44.68% |
| Win Quarter % | 66.67% | 20.0% |
| Win Year % | 50.0% | 0.0% |