| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 31.28% | -32.91% |
| Max Drawdown | -16.12% | -63.95% |
| Sharpe | 0.68 | -0.1 |
| Sortino | 1.0 | -0.14 |
| Payoff Ratio | 1.28 | 1.09 |
| Profit Factor | 1.24 | 0.98 |
| Common Sense Ratio | 1.93 | 0.98 |
| CPC Index | 0.76 | 0.53 |
| Tail Ratio | 1.56 | 0.99 |
| Outlier Win Ratio | 23.06 | 2.67 |
| Outlier Loss Ratio | 11.39 | 2.88 |
| Volatility (ann.) | 10.83% | 35.7% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.94 | -0.51 |
| Skew | -1.09 | -0.24 |
| Kurtosis | 82.64 | 8.42 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.12% | -3.02% |
| Expected Yearly % | 14.58% | -18.09% |
| Kelly Criterion | 7.31% | 3.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.08% |
| Expected Shortfall (cVaR) | -0.91% | -3.08% |
| Year | ETHUSD | eth.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 47.49 | -3.94 | + |
| 2025 | -23.72 | -10.99 | 0.46 | + |
| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.28% | 0.44% |
| 3M | -10.75% | 14.62% |
| 6M | -7.87% | -31.46% |
| YTD | -10.99% | -23.72% |
| 1Y | 31.28% | -32.91% |
| 3Y (ann.) | 31.28% | -32.91% |
| 5Y (ann.) | 31.28% | -32.91% |
| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.12% | -63.95% |
| Longest DD Days | 164.0 | 182.0 |
| Avg. Drawdown | -1.73% | -17.79% |
| Avg. Drawdown Days | 13.0 | 51.0 |
| Recovery Factor | 1.94 | -0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-06-01 | -16.12 | 164 |
| 2024-08-06 | 2024-08-08 | -4.18 | 2 |
| 2024-07-16 | 2024-08-05 | -3.56 | 20 |
| 2024-06-12 | 2024-07-14 | -3.34 | 32 |
| 2024-12-05 | 2024-12-06 | -2.55 | 1 |
| 2024-08-09 | 2024-09-10 | -2.15 | 32 |
| 2024-09-27 | 2024-10-11 | -1.64 | 13 |
| 2024-11-07 | 2024-11-07 | -1.56 | 0 |
| 2024-12-03 | 2024-12-04 | -1.24 | 0 |
| 2024-10-15 | 2024-11-06 | -1.19 | 22 |
| Metric | eth.u_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 7.19% | 12.24% |
| Worst Day | -9.37% | -14.0% |
| Best Week | 15.85% | 27.26% |
| Worst Week | -10.51% | -20.52% |
| Best Month | 21.33% | 47.37% |
| Worst Month | -10.83% | -32.24% |
| Best Year | 47.49% | -12.05% |
| Worst Year | -10.99% | -23.72% |
| Avg. Up Day | 0.42% | 1.37% |
| Avg. Down Day | -0.33% | -1.26% |
| Avg. Up Week | 2.23% | 6.53% |
| Avg. Down Week | -1.22% | -6.3% |
| Avg. Up Month | 8.19% | 17.11% |
| Avg. Down Month | -4.29% | -20.04% |
| Win Days % | 47.94% | 49.83% |
| Win Month % | 69.23% | 30.77% |
| Win Week % | 56.52% | 50.0% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |