| Metric | configs/eth/eth.m.u_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 92.41% | -34.58% |
| Max Drawdown | -16.94% | -63.95% |
| Sharpe | 0.96 | -0.11 |
| Sortino | 1.43 | -0.16 |
| Payoff Ratio | 1.16 | 1.05 |
| Profit Factor | 1.27 | 0.98 |
| Common Sense Ratio | 1.66 | 0.98 |
| CPC Index | 0.76 | 0.51 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 12.66 | 3.11 |
| Outlier Loss Ratio | 5.12 | 3.34 |
| Volatility (ann.) | 18.67% | 35.69% |
| R^2 | 0.33 | 0.33 |
| Calmar | 5.35 | -0.53 |
| Skew | 0.15 | -0.25 |
| Kurtosis | 26.64 | 8.36 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 5.16% | -3.21% |
| Expected Yearly % | 38.71% | -19.11% |
| Kelly Criterion | 9.58% | 1.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.08% |
| Expected Shortfall (cVaR) | -1.56% | -3.08% |
| Year | ETHUSD | configs/eth/eth.m.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 84.18 | -6.99 | + |
| 2025 | -25.61 | 4.46 | -0.17 | + |
| Metric | configs/eth/eth.m.u_fwd_ | ETHUSD |
|---|---|---|
| MTD | -2.05% | -2.05% |
| 3M | -5.61% | 12.47% |
| 6M | -2.93% | -35.55% |
| YTD | 4.46% | -25.61% |
| 1Y | 92.41% | -35.92% |
| 3Y (ann.) | 90.71% | -34.2% |
| 5Y (ann.) | 90.71% | -34.2% |
| Metric | configs/eth/eth.m.u_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.94% | -63.95% |
| Longest DD Days | 89.0 | 182.0 |
| Avg. Drawdown | -3.19% | -17.79% |
| Avg. Drawdown Days | 11.0 | 52.0 |
| Recovery Factor | 5.45 | -0.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-02-14 | -16.94 | 69 |
| 2025-03-09 | 2025-06-06 | -16.54 | 89 |
| 2024-06-12 | 2024-07-15 | -8.38 | 32 |
| 2024-08-06 | 2024-08-08 | -7.01 | 2 |
| 2024-08-14 | 2024-09-09 | -6.32 | 26 |
| 2024-09-14 | 2024-09-19 | -5.49 | 5 |
| 2025-02-14 | 2025-03-08 | -5.27 | 22 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-12-05 | 2024-12-06 | -3.38 | 1 |
| 2024-09-22 | 2024-10-11 | -2.90 | 19 |
| Metric | configs/eth/eth.m.u_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.28% | 27.26% |
| Worst Week | -10.98% | -20.52% |
| Best Month | 32.19% | 47.37% |
| Worst Month | -7.12% | -32.24% |
| Best Year | 84.18% | -12.05% |
| Worst Year | 4.46% | -25.61% |
| Avg. Up Day | 0.99% | 1.27% |
| Avg. Down Day | -0.85% | -1.22% |
| Avg. Up Week | 5.14% | 6.55% |
| Avg. Down Week | -2.79% | -6.6% |
| Avg. Up Month | 14.69% | 30.63% |
| Avg. Down Month | -3.64% | -10.02% |
| Win Days % | 51.45% | 49.8% |
| Win Month % | 69.23% | 23.08% |
| Win Week % | 65.79% | 48.15% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |