| Metric | eth.u_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 113.29% | 6.4% |
| Max Drawdown | -15.04% | -63.9% |
| Sharpe | 1.7 | 0.37 |
| Sortino | 2.92 | 0.53 |
| Payoff Ratio | 1.5 | 1.26 |
| Profit Factor | 1.6 | 1.06 |
| Common Sense Ratio | 3.11 | 1.09 |
| CPC Index | 1.2 | 0.68 |
| Tail Ratio | 1.94 | 1.03 |
| Outlier Win Ratio | 23.92 | 2.82 |
| Outlier Loss Ratio | 14.8 | 2.48 |
| Volatility (ann.) | 15.89% | 67.38% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.95 | 0.03 |
| Skew | 1.47 | -0.18 |
| Kurtosis | 30.66 | 4.29 |
| Expected Daily % | 0.07% | 0.01% |
| Expected Monthly % | 2.07% | 0.17% |
| Expected Yearly % | 20.85% | 1.56% |
| Kelly Criterion | 16.39% | 11.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -5.73% |
| Expected Shortfall (cVaR) | -1.29% | -5.73% |
| Year | ETHUSD | eth.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.10 | 11.64 | -0.35 | + |
| 2023 | 91.13 | 27.05 | 0.30 | - |
| 2024 | 46.48 | 67.53 | 1.45 | + |
| 2025 | -43.19 | -10.24 | 0.24 | + |
| Metric | eth.u_daily_ | ETHUSD |
|---|---|---|
| MTD | -0.0% | 5.01% |
| 3M | -9.35% | -29.58% |
| 6M | 13.02% | -21.95% |
| YTD | -10.24% | -43.19% |
| 1Y | 42.92% | -38.19% |
| 3Y (ann.) | 29.33% | 2.13% |
| 5Y (ann.) | 29.33% | 2.13% |
| Metric | eth.u_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.04% | -63.9% |
| Longest DD Days | 212.0 | 421.0 |
| Avg. Drawdown | -1.55% | -15.01% |
| Avg. Drawdown Days | 21.0 | 65.0 |
| Recovery Factor | 7.53 | 0.1 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-05-08 | -15.04 | 139 |
| 2022-06-17 | 2022-06-25 | -6.28 | 8 |
| 2022-08-14 | 2023-03-14 | -5.17 | 212 |
| 2023-07-02 | 2023-11-20 | -4.24 | 141 |
| 2023-05-30 | 2023-06-22 | -3.68 | 23 |
| 2024-07-18 | 2024-08-06 | -3.17 | 19 |
| 2024-01-18 | 2024-04-09 | -2.49 | 82 |
| 2024-08-07 | 2024-08-09 | -2.38 | 2 |
| 2024-04-25 | 2024-05-21 | -2.36 | 26 |
| 2023-04-12 | 2023-04-13 | -2.00 | 1 |
| Metric | eth.u_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.93% | 16.54% |
| Worst Day | -8.21% | -20.65% |
| Best Week | 15.26% | 31.75% |
| Worst Week | -11.09% | -38.51% |
| Best Month | 21.33% | 55.48% |
| Worst Month | -10.88% | -44.95% |
| Best Year | 67.53% | 91.13% |
| Worst Year | -10.24% | -43.19% |
| Avg. Up Day | 0.68% | 2.8% |
| Avg. Down Day | -0.46% | -2.23% |
| Avg. Up Week | 1.76% | 8.09% |
| Avg. Down Week | -0.85% | -6.05% |
| Avg. Up Month | 4.7% | 18.03% |
| Avg. Down Month | -1.84% | -11.12% |
| Win Days % | 49.85% | 50.7% |
| Win Month % | 66.67% | 51.35% |
| Win Week % | 60.14% | 47.77% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |