| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 32.43% | -49.9% |
| Max Drawdown | -15.04% | -63.76% |
| Sharpe | 1.58 | -0.66 |
| Sortino | 2.56 | -0.85 |
| Payoff Ratio | 1.29 | 0.9 |
| Profit Factor | 1.58 | 0.9 |
| Common Sense Ratio | 3.49 | 0.79 |
| CPC Index | 1.09 | 0.42 |
| Tail Ratio | 2.2 | 0.88 |
| Outlier Win Ratio | 21.16 | 3.08 |
| Outlier Loss Ratio | 14.19 | 2.85 |
| Volatility (ann.) | 20.23% | 71.43% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.33 | -0.82 |
| Skew | 0.77 | -1.0 |
| Kurtosis | 27.19 | 5.94 |
| Expected Daily % | 0.08% | -0.2% |
| Expected Monthly % | 2.37% | -5.6% |
| Expected Yearly % | 15.08% | -29.22% |
| Kelly Criterion | 17.25% | -2.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -6.28% |
| Expected Shortfall (cVaR) | -1.65% | -6.28% |
| Year | ETHUSD | eth.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 47.54 | -4.02 | + |
| 2025 | -43.19 | -10.24 | 0.24 | + |
| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -0.0% | 5.01% |
| 3M | -9.35% | -29.58% |
| 6M | 13.02% | -21.95% |
| YTD | -10.24% | -43.19% |
| 1Y | 32.43% | -49.9% |
| 3Y (ann.) | 35.07% | -52.28% |
| 5Y (ann.) | 35.07% | -52.28% |
| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.04% | -63.76% |
| Longest DD Days | 139.0 | 181.0 |
| Avg. Drawdown | -1.79% | -28.66% |
| Avg. Drawdown Days | 19.0 | 83.0 |
| Recovery Factor | 2.16 | -0.78 |
| Ulcer Index | 1.36 | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-05-08 | -15.04 | 139 |
| 2024-07-18 | 2024-08-06 | -3.17 | 19 |
| 2024-08-07 | 2024-08-09 | -2.38 | 2 |
| 2024-08-10 | 2024-09-14 | -1.91 | 35 |
| 2024-06-03 | 2024-07-14 | -1.74 | 41 |
| 2024-09-29 | 2024-10-12 | -0.76 | 13 |
| 2024-12-08 | 2024-12-19 | -0.68 | 11 |
| 2024-11-11 | 2024-11-12 | -0.52 | 1 |
| 2024-11-03 | 2024-11-06 | -0.23 | 3 |
| 2024-11-29 | 2024-11-30 | -0.12 | 1 |
| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.93% | 13.5% |
| Worst Day | -8.21% | -20.65% |
| Best Week | 15.26% | 16.68% |
| Worst Week | -11.09% | -22.77% |
| Best Month | 21.33% | 39.49% |
| Worst Month | -10.88% | -34.4% |
| Best Year | 47.54% | -11.81% |
| Worst Year | -10.24% | -43.19% |
| Avg. Up Day | 0.81% | 2.61% |
| Avg. Down Day | -0.63% | -2.89% |
| Avg. Up Week | 2.03% | 5.52% |
| Avg. Down Week | -1.7% | -7.28% |
| Avg. Up Month | 9.09% | 14.82% |
| Avg. Down Month | -3.13% | -15.87% |
| Win Days % | 53.43% | 51.61% |
| Win Month % | 58.33% | 33.33% |
| Win Week % | 65.91% | 52.0% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |