| Metric | eth.i.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 70.04% | -52.29% |
| Max Drawdown | -12.51% | -63.76% |
| Sharpe | 2.15 | -0.75 |
| Sortino | 3.4 | -0.96 |
| Payoff Ratio | 1.23 | 0.87 |
| Profit Factor | 1.61 | 0.89 |
| Common Sense Ratio | 2.58 | 0.78 |
| CPC Index | 1.12 | 0.39 |
| Tail Ratio | 1.6 | 0.88 |
| Outlier Win Ratio | 11.71 | 3.11 |
| Outlier Loss Ratio | 8.09 | 3.15 |
| Volatility (ann.) | 28.98% | 72.11% |
| R^2 | 0.31 | 0.31 |
| Calmar | 6.31 | -0.87 |
| Skew | 0.43 | -0.98 |
| Kurtosis | 11.37 | 5.79 |
| Expected Daily % | 0.16% | -0.22% |
| Expected Monthly % | 4.94% | -6.51% |
| Expected Yearly % | 30.4% | -30.93% |
| Kelly Criterion | 21.34% | -5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.32% | -6.36% |
| Expected Shortfall (cVaR) | -2.32% | -6.36% |
| Year | ETHUSD | eth.i.eth_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 61.54 | -5.21 | + |
| 2025 | -45.90 | 5.27 | -0.11 | + |
| Metric | eth.i.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.67% | -0.15% |
| 3M | 2.16% | -42.45% |
| 6M | 28.02% | -27.25% |
| YTD | 5.27% | -45.9% |
| 1Y | 70.04% | -52.29% |
| 3Y (ann.) | 78.94% | -55.57% |
| 5Y (ann.) | 78.94% | -55.57% |
| Metric | eth.i.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -12.51% | -63.76% |
| Longest DD Days | 67.0 | 181.0 |
| Avg. Drawdown | -2.52% | -28.66% |
| Avg. Drawdown Days | 13.0 | 81.0 |
| Recovery Factor | 5.6 | -0.82 |
| Ulcer Index | inf | 1.19 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-04-30 | -12.51 | 51 |
| 2024-12-08 | 2025-02-13 | -9.57 | 67 |
| 2024-06-21 | 2024-07-15 | -4.77 | 24 |
| 2024-09-16 | 2024-09-20 | -3.86 | 4 |
| 2024-08-15 | 2024-09-14 | -3.84 | 30 |
| 2024-08-10 | 2024-08-14 | -3.82 | 4 |
| 2024-06-18 | 2024-06-20 | -3.15 | 2 |
| 2024-08-07 | 2024-08-09 | -2.79 | 2 |
| 2024-09-23 | 2024-10-12 | -1.50 | 19 |
| 2025-02-16 | 2025-02-20 | -1.48 | 4 |
| Metric | eth.i.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 9.3% | 13.5% |
| Worst Day | -7.75% | -20.65% |
| Best Week | 17.65% | 16.68% |
| Worst Week | -10.62% | -22.77% |
| Best Month | 26.66% | 39.49% |
| Worst Month | -7.08% | -34.4% |
| Best Year | 61.54% | -11.81% |
| Worst Year | 5.27% | -45.9% |
| Avg. Up Day | 1.37% | 2.45% |
| Avg. Down Day | -1.12% | -2.81% |
| Avg. Up Week | 3.61% | 5.78% |
| Avg. Down Week | -2.33% | -7.72% |
| Avg. Up Month | 14.27% | 14.82% |
| Avg. Down Month | -4.89% | -11.96% |
| Win Days % | 56.65% | 51.05% |
| Win Month % | 72.73% | 27.27% |
| Win Week % | 65.79% | 51.02% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |