| Metric | eth.i.eth_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 231.66% | -4.75% |
| Max Drawdown | -18.59% | -63.9% |
| Sharpe | 1.49 | 0.32 |
| Sortino | 2.39 | 0.45 |
| Payoff Ratio | 1.29 | 1.14 |
| Profit Factor | 1.42 | 1.05 |
| Common Sense Ratio | 2.03 | 1.06 |
| CPC Index | 0.95 | 0.6 |
| Tail Ratio | 1.43 | 1.01 |
| Outlier Win Ratio | 13.08 | 3.26 |
| Outlier Loss Ratio | 7.25 | 3.1 |
| Volatility (ann.) | 30.57% | 67.5% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.73 | -0.03 |
| Skew | 0.76 | -0.18 |
| Kurtosis | 14.0 | 4.29 |
| Expected Daily % | 0.11% | -0.0% |
| Expected Monthly % | 3.39% | -0.14% |
| Expected Yearly % | 34.95% | -1.21% |
| Kelly Criterion | 14.87% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.51% | -5.75% |
| Expected Shortfall (cVaR) | -2.51% | -5.75% |
| Year | ETHUSD | eth.i.eth_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | 2.20 | -0.06 | + |
| 2023 | 91.13 | 62.10 | 0.68 | - |
| 2024 | 46.48 | 90.20 | 1.94 | + |
| 2025 | -45.90 | 5.27 | -0.11 | + |
| Metric | eth.i.eth_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.67% | -0.15% |
| 3M | 2.16% | -42.45% |
| 6M | 28.02% | -27.25% |
| YTD | 5.27% | -45.9% |
| 1Y | 87.59% | -43.63% |
| 3Y (ann.) | 50.76% | -1.65% |
| 5Y (ann.) | 50.76% | -1.65% |
| Metric | eth.i.eth_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -18.59% | -63.9% |
| Longest DD Days | 122.0 | 413.0 |
| Avg. Drawdown | -3.86% | -15.01% |
| Avg. Drawdown Days | 19.0 | 65.0 |
| Recovery Factor | 12.46 | -0.07 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-12 | 2022-06-25 | -18.59 | 13 |
| 2022-08-14 | 2022-09-27 | -12.88 | 44 |
| 2025-03-10 | 2025-04-30 | -12.51 | 51 |
| 2024-03-19 | 2024-03-26 | -11.35 | 7 |
| 2022-11-12 | 2023-02-08 | -11.22 | 88 |
| 2024-12-08 | 2025-02-13 | -9.57 | 67 |
| 2023-02-09 | 2023-02-16 | -9.15 | 7 |
| 2023-05-07 | 2023-06-22 | -9.09 | 46 |
| 2024-03-27 | 2024-05-21 | -7.54 | 55 |
| 2023-06-23 | 2023-10-23 | -7.15 | 122 |
| Metric | eth.i.eth_daily_ | ETHUSD |
|---|---|---|
| Best Day | 12.18% | 16.54% |
| Worst Day | -10.6% | -20.65% |
| Best Week | 17.65% | 31.75% |
| Worst Week | -10.62% | -38.51% |
| Best Month | 26.66% | 55.48% |
| Worst Month | -7.08% | -44.95% |
| Best Year | 90.2% | 91.13% |
| Worst Year | 2.2% | -45.9% |
| Avg. Up Day | 1.41% | 2.61% |
| Avg. Down Day | -1.1% | -2.29% |
| Avg. Up Week | 3.45% | 7.95% |
| Avg. Down Week | -1.76% | -6.19% |
| Avg. Up Month | 7.5% | 16.35% |
| Avg. Down Month | -3.47% | -12.31% |
| Win Days % | 52.11% | 50.47% |
| Win Month % | 71.43% | 50.0% |
| Win Week % | 58.54% | 46.79% |
| Win Quarter % | 84.62% | 46.15% |
| Win Year % | 100.0% | 50.0% |