| Metric | eth.i.eth_ | ETHUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | 231.66% | 0.9% |
| Max Drawdown | -20.88% | -64.23% |
| Sharpe | 0.73 | 0.17 |
| Sortino | 1.13 | 0.24 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 1.2 | 1.03 |
| Common Sense Ratio | 1.48 | 1.02 |
| CPC Index | 0.7 | 0.57 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 14.27 | 3.33 |
| Outlier Loss Ratio | 7.45 | 3.54 |
| Volatility (ann.) | 15.73% | 33.39% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.43 | 0.0 |
| Skew | 1.18 | 0.26 |
| Kurtosis | 31.23 | 9.39 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.29% | 0.02% |
| Expected Yearly % | 34.95% | 0.23% |
| Kelly Criterion | 6.71% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.86% |
| Expected Shortfall (cVaR) | -1.32% | -2.86% |
| Year | ETHUSD | eth.i.eth_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 2.30 | -0.07 | + |
| 2023 | 91.16 | 62.19 | 0.68 | - |
| 2024 | 45.75 | 89.55 | 1.96 | + |
| 2025 | -45.53 | 5.46 | -0.12 | + |
| Metric | eth.i.eth_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | 3.78% | -41.03% |
| 6M | 28.02% | -31.24% |
| YTD | 5.46% | -45.53% |
| 1Y | 87.53% | -39.75% |
| 3Y (ann.) | 50.7% | 0.31% |
| 5Y (ann.) | 50.7% | 0.31% |
| Metric | eth.i.eth_ | ETHUSD |
|---|---|---|
| Max Drawdown | -20.88% | -64.23% |
| Longest DD Days | 121.0 | 415.0 |
| Avg. Drawdown | -3.42% | -11.23% |
| Avg. Drawdown Days | 14.0 | 43.0 |
| Recovery Factor | 11.09 | 0.01 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-26 | -20.88 | 10 |
| 2024-12-06 | 2025-02-12 | -15.25 | 68 |
| 2025-02-14 | 2025-05-01 | -14.92 | 75 |
| 2022-06-26 | 2022-09-27 | -14.67 | 92 |
| 2022-10-25 | 2023-02-04 | -12.35 | 101 |
| 2024-03-17 | 2024-03-25 | -11.51 | 7 |
| 2023-02-04 | 2023-02-16 | -10.77 | 11 |
| 2023-05-06 | 2023-06-21 | -10.49 | 46 |
| 2024-03-25 | 2024-05-20 | -8.25 | 56 |
| 2023-06-23 | 2023-10-23 | -7.72 | 121 |
| Metric | eth.i.eth_ | ETHUSD |
|---|---|---|
| Best Day | 9.81% | 16.51% |
| Worst Day | -9.29% | -14.0% |
| Best Week | 18.78% | 25.43% |
| Worst Week | -9.89% | -34.61% |
| Best Month | 26.71% | 56.93% |
| Worst Month | -7.08% | -44.86% |
| Best Year | 89.55% | 91.16% |
| Worst Year | 2.3% | -45.53% |
| Avg. Up Day | 0.64% | 1.18% |
| Avg. Down Day | -0.55% | -1.07% |
| Avg. Up Week | 3.78% | 7.33% |
| Avg. Down Week | -2.18% | -7.14% |
| Avg. Up Month | 7.8% | 19.52% |
| Avg. Down Month | -3.36% | -14.78% |
| Win Days % | 49.48% | 50.06% |
| Win Month % | 65.71% | 51.35% |
| Win Week % | 57.48% | 51.28% |
| Win Quarter % | 84.62% | 46.15% |
| Win Year % | 100.0% | 50.0% |