| Metric | configs/eth/eth.m.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 103.04% | -30.96% |
| Max Drawdown | -13.94% | -63.76% |
| Sharpe | 2.32 | -0.12 |
| Sortino | 3.77 | -0.16 |
| Payoff Ratio | 1.09 | 0.91 |
| Profit Factor | 1.71 | 0.98 |
| Common Sense Ratio | 2.97 | 1.01 |
| CPC Index | 1.13 | 0.47 |
| Tail Ratio | 1.74 | 1.03 |
| Outlier Win Ratio | 12.31 | 3.12 |
| Outlier Loss Ratio | 5.39 | 3.0 |
| Volatility (ann.) | 32.4% | 73.81% |
| R^2 | 0.26 | 0.26 |
| Calmar | 7.28 | -0.48 |
| Skew | 0.53 | -0.6 |
| Kurtosis | 10.53 | 5.57 |
| Expected Daily % | 0.19% | -0.1% |
| Expected Monthly % | 5.6% | -2.81% |
| Expected Yearly % | 42.49% | -16.91% |
| Kelly Criterion | 24.31% | -0.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -6.38% |
| Expected Shortfall (cVaR) | -2.58% | -6.38% |
| Year | ETHUSD | configs/eth/eth.m.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 84.69 | -7.17 | + |
| 2025 | -21.71 | 9.94 | -0.46 | + |
| Metric | configs/eth/eth.m.u_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.69% | 4.02% |
| 3M | -0.39% | 24.14% |
| 6M | 7.0% | -28.49% |
| YTD | 9.94% | -21.71% |
| 1Y | 103.04% | -30.47% |
| 3Y (ann.) | 101.49% | -30.68% |
| 5Y (ann.) | 101.49% | -30.68% |
| Metric | configs/eth/eth.m.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.94% | -63.76% |
| Longest DD Days | 91.0 | 181.0 |
| Avg. Drawdown | -3.17% | -28.66% |
| Avg. Drawdown Days | 16.0 | 90.0 |
| Recovery Factor | 7.39 | -0.49 |
| Ulcer Index | inf | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-05 | -13.94 | 87 |
| 2024-12-08 | 2025-03-09 | -10.63 | 91 |
| 2024-06-21 | 2024-07-15 | -6.01 | 24 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-09-16 | 2024-09-20 | -4.62 | 4 |
| 2024-08-15 | 2024-09-10 | -4.52 | 26 |
| 2024-08-07 | 2024-08-09 | -3.85 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-10-10 | 2024-10-12 | -1.53 | 2 |
| 2024-11-11 | 2024-11-12 | -1.27 | 1 |
| Metric | configs/eth/eth.m.u_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.3% | -20.65% |
| Best Week | 20.89% | 20.84% |
| Worst Week | -11.75% | -22.77% |
| Best Month | 32.19% | 39.49% |
| Worst Month | -7.12% | -34.4% |
| Best Year | 84.69% | -11.81% |
| Worst Year | 9.94% | -21.71% |
| Avg. Up Day | 1.77% | 2.43% |
| Avg. Down Day | -1.62% | -2.68% |
| Avg. Up Week | 4.8% | 5.78% |
| Avg. Down Week | -3.52% | -7.11% |
| Avg. Up Month | 11.47% | 17.52% |
| Avg. Down Month | -4.6% | -11.96% |
| Win Days % | 60.56% | 52.3% |
| Win Month % | 76.92% | 38.46% |
| Win Week % | 72.97% | 51.85% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |