| Metric | eth.i.eth_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 70.04% | -52.1% |
| Max Drawdown | -15.25% | -63.95% |
| Sharpe | 0.96 | -0.38 |
| Sortino | 1.43 | -0.52 |
| Payoff Ratio | 1.21 | 1.05 |
| Profit Factor | 1.26 | 0.94 |
| Common Sense Ratio | 1.6 | 0.87 |
| CPC Index | 0.76 | 0.49 |
| Tail Ratio | 1.27 | 0.92 |
| Outlier Win Ratio | 12.0 | 2.98 |
| Outlier Loss Ratio | 6.84 | 3.25 |
| Volatility (ann.) | 16.62% | 35.66% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.16 | -0.86 |
| Skew | 0.12 | -0.34 |
| Kurtosis | 29.97 | 8.95 |
| Expected Daily % | 0.04% | -0.06% |
| Expected Monthly % | 4.52% | -5.95% |
| Expected Yearly % | 30.4% | -30.79% |
| Kelly Criterion | 8.63% | 1.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.11% |
| Expected Shortfall (cVaR) | -1.39% | -3.11% |
| Year | ETHUSD | eth.i.eth_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 61.24 | -5.08 | + |
| 2025 | -45.53 | 5.46 | -0.12 | + |
| Metric | eth.i.eth_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | 3.78% | -41.03% |
| 6M | 28.02% | -31.24% |
| YTD | 5.46% | -45.53% |
| 1Y | 70.04% | -52.1% |
| 3Y (ann.) | 78.63% | -55.26% |
| 5Y (ann.) | 78.63% | -55.26% |
| Metric | eth.i.eth_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.25% | -63.95% |
| Longest DD Days | 75.0 | 182.0 |
| Avg. Drawdown | -2.66% | -17.79% |
| Avg. Drawdown Days | 9.0 | 47.0 |
| Recovery Factor | 4.59 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-02-12 | -15.25 | 68 |
| 2025-02-14 | 2025-05-01 | -14.92 | 75 |
| 2024-06-17 | 2024-07-15 | -6.94 | 28 |
| 2024-06-12 | 2024-06-16 | -5.67 | 4 |
| 2024-08-06 | 2024-08-08 | -5.62 | 2 |
| 2024-08-14 | 2024-09-10 | -5.34 | 27 |
| 2024-09-14 | 2024-09-19 | -4.62 | 5 |
| 2024-08-09 | 2024-08-12 | -4.07 | 3 |
| 2025-02-13 | 2025-02-14 | -3.23 | 1 |
| 2024-09-22 | 2024-10-11 | -2.67 | 19 |
| Metric | eth.i.eth_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 9.78% | 12.24% |
| Worst Day | -9.29% | -14.0% |
| Best Week | 18.78% | 18.08% |
| Worst Week | -9.89% | -20.52% |
| Best Month | 26.71% | 47.37% |
| Worst Month | -7.08% | -32.24% |
| Best Year | 61.24% | -12.05% |
| Worst Year | 5.46% | -45.53% |
| Avg. Up Day | 0.75% | 1.32% |
| Avg. Down Day | -0.62% | -1.26% |
| Avg. Up Week | 4.13% | 6.96% |
| Avg. Down Week | -2.52% | -7.69% |
| Avg. Up Month | 17.29% | 25.44% |
| Avg. Down Month | -4.6% | -12.68% |
| Win Days % | 50.0% | 49.36% |
| Win Month % | 72.73% | 25.0% |
| Win Week % | 67.5% | 46.94% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |