| Metric | eth.86400.u_ | ETHUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 50.87% | 31.64% |
| Max Drawdown | -31.28% | -63.79% |
| Sharpe | 0.75 | 0.48 |
| Sortino | 1.15 | 0.71 |
| Payoff Ratio | 1.23 | 1.13 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.3 | 1.12 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.1 | 1.04 |
| Outlier Win Ratio | 16.54 | 3.01 |
| Outlier Loss Ratio | 7.81 | 2.76 |
| Volatility (ann.) | 23.56% | 66.14% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.51 | 0.16 |
| Skew | 0.39 | 0.3 |
| Kurtosis | 22.99 | 4.85 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.22% | 0.81% |
| Expected Yearly % | 10.83% | 7.11% |
| Kelly Criterion | 6.21% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -5.61% |
| Expected Shortfall (cVaR) | -1.98% | -5.61% |
| Year | ETHUSD | eth.86400.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.48 | -0.08 | 0.06 | + |
| 2023 | 91.16 | 41.12 | 0.45 | - |
| 2024 | 45.75 | 40.65 | 0.89 | - |
| 2025 | -52.05 | -23.93 | 0.46 | + |
| Metric | eth.86400.u_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -18.33% | -51.11% |
| 6M | -23.72% | -34.52% |
| YTD | -23.93% | -52.05% |
| 1Y | -20.96% | -50.7% |
| 3Y (ann.) | 16.02% | 10.44% |
| 5Y (ann.) | 16.02% | 10.44% |
| Metric | eth.86400.u_ | ETHUSD |
|---|---|---|
| Max Drawdown | -31.28% | -63.79% |
| Longest DD Days | 231.0 | 397.0 |
| Avg. Drawdown | -3.11% | -10.05% |
| Avg. Drawdown Days | 28.0 | 42.0 |
| Recovery Factor | 1.63 | 0.5 |
| Ulcer Index | 1.13 | 1.44 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -31.28 | 231 |
| 2022-09-11 | 2023-01-10 | -8.26 | 121 |
| 2023-08-30 | 2023-12-27 | -7.34 | 119 |
| 2024-04-29 | 2024-07-14 | -6.43 | 76 |
| 2024-04-09 | 2024-04-27 | -5.85 | 18 |
| 2023-02-21 | 2023-03-12 | -5.36 | 19 |
| 2024-07-16 | 2024-08-23 | -5.18 | 38 |
| 2022-07-10 | 2022-09-09 | -3.55 | 61 |
| 2024-01-12 | 2024-01-29 | -3.48 | 17 |
| 2023-05-06 | 2023-05-28 | -3.27 | 22 |
| Metric | eth.86400.u_ | ETHUSD |
|---|---|---|
| Best Day | 10.78% | 19.2% |
| Worst Day | -11.95% | -17.59% |
| Best Week | 23.36% | 25.43% |
| Worst Week | -11.07% | -21.87% |
| Best Month | 22.52% | 47.37% |
| Worst Month | -13.24% | -32.24% |
| Best Year | 41.12% | 91.16% |
| Worst Year | -23.93% | -52.05% |
| Avg. Up Day | 1.03% | 2.47% |
| Avg. Down Day | -0.84% | -2.18% |
| Avg. Up Week | 2.54% | 7.15% |
| Avg. Down Week | -1.67% | -5.88% |
| Avg. Up Month | 5.5% | 16.86% |
| Avg. Down Month | -4.22% | -13.88% |
| Win Days % | 48.29% | 50.35% |
| Win Month % | 54.84% | 50.0% |
| Win Week % | 53.77% | 51.35% |
| Win Quarter % | 63.64% | 50.0% |
| Win Year % | 50.0% | 50.0% |