| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 30.52% | -33.45% |
| Max Drawdown | -15.04% | -63.76% |
| Sharpe | 1.45 | -0.17 |
| Sortino | 2.34 | -0.23 |
| Payoff Ratio | 1.27 | 0.88 |
| Profit Factor | 1.54 | 0.97 |
| Common Sense Ratio | 3.24 | 1.0 |
| CPC Index | 1.03 | 0.45 |
| Tail Ratio | 2.11 | 1.03 |
| Outlier Win Ratio | 23.33 | 2.96 |
| Outlier Loss Ratio | 13.44 | 2.6 |
| Volatility (ann.) | 19.62% | 74.04% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.03 | -0.52 |
| Skew | 0.81 | -0.6 |
| Kurtosis | 28.92 | 5.54 |
| Expected Daily % | 0.07% | -0.11% |
| Expected Monthly % | 2.07% | -3.08% |
| Expected Yearly % | 14.24% | -18.42% |
| Kelly Criterion | 15.31% | -2.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -6.41% |
| Expected Shortfall (cVaR) | -1.61% | -6.41% |
| Year | ETHUSD | eth.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 47.54 | -4.02 | + |
| 2025 | -24.54 | -11.54 | 0.47 | + |
| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.2% | 0.26% |
| 3M | -11.27% | 18.36% |
| 6M | -8.24% | -29.59% |
| YTD | -11.54% | -24.54% |
| 1Y | 30.52% | -33.45% |
| 3Y (ann.) | 30.52% | -33.45% |
| 5Y (ann.) | 30.52% | -33.45% |
| Metric | eth.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.04% | -63.76% |
| Longest DD Days | 163.0 | 181.0 |
| Avg. Drawdown | -1.79% | -28.66% |
| Avg. Drawdown Days | 21.0 | 89.0 |
| Recovery Factor | 2.03 | -0.52 |
| Ulcer Index | 1.34 | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-06-01 | -15.04 | 163 |
| 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% | 16.74% |
| Worst Day | -8.21% | -20.65% |
| Best Week | 15.26% | 20.84% |
| 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 | -11.54% | -24.54% |
| Avg. Up Day | 0.8% | 2.58% |
| Avg. Down Day | -0.63% | -2.95% |
| Avg. Up Week | 2.03% | 5.52% |
| Avg. Down Week | -1.57% | -6.75% |
| Avg. Up Month | 6.86% | 11.18% |
| Avg. Down Month | -3.13% | -15.87% |
| Win Days % | 52.61% | 52.33% |
| Win Month % | 61.54% | 38.46% |
| Win Week % | 61.7% | 51.85% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |