| Metric | volume_10_ | ETHUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 111.03% | -22.65% |
| Max Drawdown | -10.53% | -60.0% |
| Sharpe | 4.28 | -0.27 |
| Sortino | 6.3 | -0.41 |
| Payoff Ratio | 1.44 | 1.36 |
| Profit Factor | 2.22 | 0.96 |
| Common Sense Ratio | 2.83 | 0.87 |
| CPC Index | 2.05 | 0.63 |
| Tail Ratio | 1.27 | 0.91 |
| Outlier Win Ratio | 7.35 | 3.19 |
| Outlier Loss Ratio | 7.91 | 3.15 |
| Volatility (ann.) | 40.61% | 83.22% |
| R^2 | 0.09 | 0.09 |
| Calmar | 40.55 | -0.73 |
| Skew | -1.03 | 0.7 |
| Kurtosis | 6.18 | 4.87 |
| Expected Daily % | 0.45% | -0.16% |
| Expected Monthly % | 13.25% | -4.19% |
| Expected Yearly % | 111.03% | -22.65% |
| Kelly Criterion | 38.77% | 10.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.02% | -7.23% |
| Expected Shortfall (cVaR) | -3.02% | -7.23% |
| Year | ETHUSD | volume_10_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -22.65 | 111.03 | -4.90 | + |
| Metric | volume_10_ | ETHUSD |
|---|---|---|
| MTD | -1.76% | 1.63% |
| 3M | 53.65% | 34.97% |
| 6M | 111.03% | -22.65% |
| YTD | 111.03% | -22.65% |
| 1Y | 111.03% | -22.65% |
| 3Y (ann.) | 427.06% | -43.54% |
| 5Y (ann.) | 427.06% | -43.54% |
| Metric | volume_10_ | ETHUSD |
|---|---|---|
| Max Drawdown | -10.53% | -60.0% |
| Longest DD Days | 20.0 | 157.0 |
| Avg. Drawdown | -2.04% | -30.28% |
| Avg. Drawdown Days | 4.0 | 79.0 |
| Recovery Factor | 10.54 | -0.38 |
| Ulcer Index | 0.99 | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-30 | 2025-04-12 | -10.53 | 13 |
| 2025-01-29 | 2025-02-18 | -9.91 | 20 |
| 2025-02-22 | 2025-03-07 | -9.16 | 13 |
| 2025-05-31 | 2025-06-14 | -6.76 | 14 |
| 2025-01-09 | 2025-01-16 | -6.24 | 7 |
| 2025-03-09 | 2025-03-11 | -1.23 | 2 |
| 2025-01-25 | 2025-01-26 | -0.97 | 1 |
| 2025-04-17 | 2025-04-20 | -0.95 | 3 |
| 2025-05-03 | 2025-05-08 | -0.74 | 5 |
| 2025-01-19 | 2025-01-22 | -0.71 | 3 |
| Metric | volume_10_ | ETHUSD |
|---|---|---|
| Best Day | 7.43% | 21.62% |
| Worst Day | -9.72% | -14.84% |
| Best Week | 10.59% | 19.88% |
| Worst Week | -8.59% | -17.14% |
| Best Month | 26.09% | 40.9% |
| Worst Month | -2.94% | -29.05% |
| Best Year | 111.03% | -22.65% |
| Worst Year | 111.03% | -22.65% |
| Avg. Up Day | 1.95% | 3.83% |
| Avg. Down Day | -1.35% | -2.82% |
| Avg. Up Week | 5.93% | 6.65% |
| Avg. Down Week | -5.19% | -10.69% |
| Avg. Up Month | 20.47% | 40.9% |
| Avg. Down Month | -2.94% | -29.05% |
| Win Days % | 63.82% | 48.17% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 79.17% | 52.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |