| Metric | ETH.UU | BTC-USD |
|---|---|---|
| Time in Market | 68.0% | 25.0% |
| Cumulative Return | 69.39% | 63.04% |
| Max Drawdown | -16.7% | -28.14% |
| Sharpe | 0.99 | 0.61 |
| Sortino | 1.51 | 0.97 |
| Payoff Ratio | 1.83 | 1.31 |
| Profit Factor | 1.28 | 1.19 |
| Common Sense Ratio | 1.76 | 1.33 |
| CPC Index | 1.16 | 0.79 |
| Tail Ratio | 1.37 | 1.12 |
| Outlier Win Ratio | 13.36 | 12.0 |
| Outlier Loss Ratio | 7.5 | 1.69 |
| Volatility (ann.) | 14.37% | 25.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | 4.18 | 2.26 |
| Skew | 0.18 | 1.47 |
| Kurtosis | 40.74 | 18.5 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.49% | 4.16% |
| Expected Yearly % | 30.15% | 27.69% |
| Kelly Criterion | 21.58% | 13.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.16% |
| Expected Shortfall (cVaR) | -1.2% | -2.16% |
| Year | BTC-USD | ETH.UU | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 60.38 | 72.44 | 1.20 | + |
| 2025 | 1.66 | -1.77 | -1.07 | - |
| Metric | ETH.UU | BTC-USD |
|---|---|---|
| MTD | 2.28% | 15.06% |
| 3M | -4.08% | -6.96% |
| 6M | 22.06% | 39.82% |
| YTD | -1.77% | 1.66% |
| 1Y | 69.39% | 63.04% |
| 3Y (ann.) | 69.88% | 63.48% |
| 5Y (ann.) | 69.88% | 63.48% |
| Metric | ETH.UU | BTC-USD |
|---|---|---|
| Max Drawdown | -16.7% | -28.14% |
| Longest DD Days | 143.0 | 161.0 |
| Avg. Drawdown | -1.73% | -7.5% |
| Avg. Drawdown Days | 9.0 | 26.0 |
| Recovery Factor | 4.15 | 2.24 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-29 | -16.70 | 143 |
| 2024-06-12 | 2024-07-15 | -5.45 | 32 |
| 2024-08-06 | 2024-08-08 | -5.21 | 2 |
| 2024-08-14 | 2024-09-10 | -3.99 | 27 |
| 2024-08-09 | 2024-08-12 | -3.23 | 3 |
| 2024-09-14 | 2024-09-19 | -3.15 | 5 |
| 2024-12-05 | 2024-12-06 | -2.86 | 1 |
| 2024-09-27 | 2024-10-11 | -2.36 | 13 |
| 2024-07-16 | 2024-08-05 | -1.97 | 20 |
| 2024-09-11 | 2024-09-13 | -1.83 | 2 |
| Metric | ETH.UU | BTC-USD |
|---|---|---|
| Best Day | 8.54% | 12.14% |
| Worst Day | -9.37% | -8.68% |
| Best Week | 18.51% | 18.97% |
| Worst Week | -10.39% | -12.23% |
| Best Month | 26.36% | 37.36% |
| Worst Month | -8.62% | -17.61% |
| Best Year | 72.44% | 60.38% |
| Worst Year | -1.77% | 1.66% |
| Avg. Up Day | 0.62% | 2.53% |
| Avg. Down Day | -0.34% | -1.93% |
| Avg. Up Week | 2.82% | 6.04% |
| Avg. Down Week | -1.61% | -4.02% |
| Avg. Up Month | 8.96% | 14.18% |
| Avg. Down Month | -4.22% | -4.14% |
| Win Days % | 49.34% | 50.83% |
| Win Month % | 75.0% | 58.33% |
| Win Week % | 64.15% | 53.7% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |