| Metric | /tmp/eth.mded_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 79.71% | -32.98% |
| Max Drawdown | -14.37% | -63.76% |
| Sharpe | 1.94 | -0.14 |
| Sortino | 3.14 | -0.19 |
| Payoff Ratio | 1.23 | 0.85 |
| Profit Factor | 1.58 | 0.98 |
| Common Sense Ratio | 2.46 | 0.99 |
| CPC Index | 1.06 | 0.43 |
| Tail Ratio | 1.55 | 1.01 |
| Outlier Win Ratio | 13.3 | 3.3 |
| Outlier Loss Ratio | 6.95 | 2.87 |
| Volatility (ann.) | 31.28% | 73.95% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.22 | -0.5 |
| Skew | 0.71 | -0.59 |
| Kurtosis | 12.43 | 5.35 |
| Expected Daily % | 0.15% | -0.1% |
| Expected Monthly % | 4.61% | -3.03% |
| Expected Yearly % | 34.06% | -18.14% |
| Kelly Criterion | 17.29% | -4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -6.4% |
| Expected Shortfall (cVaR) | -2.53% | -6.4% |
| Year | ETHUSD | /tmp/eth.mded_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 61.58 | -5.21 | + |
| 2025 | -24.01 | 11.22 | -0.47 | + |
| Metric | /tmp/eth.mded_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 8.07% | 0.97% |
| 3M | 13.78% | 34.0% |
| 6M | -0.87% | -36.01% |
| YTD | 11.22% | -24.01% |
| 1Y | 78.23% | -28.94% |
| 3Y (ann.) | 75.08% | -31.78% |
| 5Y (ann.) | 75.08% | -31.78% |
| Metric | /tmp/eth.mded_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.37% | -63.76% |
| Longest DD Days | 179.0 | 182.0 |
| Avg. Drawdown | -2.6% | -28.66% |
| Avg. Drawdown Days | 18.0 | 94.0 |
| Recovery Factor | 5.55 | -0.52 |
| Ulcer Index | inf | 1.16 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-06-11 | -14.37 | 179 |
| 2024-06-21 | 2024-07-15 | -5.14 | 24 |
| 2024-08-10 | 2024-08-14 | -4.36 | 4 |
| 2024-08-15 | 2024-09-14 | -4.06 | 30 |
| 2024-08-07 | 2024-08-09 | -3.62 | 2 |
| 2024-06-18 | 2024-06-20 | -3.47 | 2 |
| 2024-09-16 | 2024-09-20 | -3.45 | 4 |
| 2024-10-10 | 2024-10-12 | -1.78 | 2 |
| 2025-06-12 | 2025-06-18 | -1.24 | 6 |
| 2024-06-11 | 2024-06-16 | -0.86 | 5 |
| Metric | /tmp/eth.mded_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.3% | -20.65% |
| Best Week | 19.41% | 20.84% |
| Worst Week | -11.92% | -22.77% |
| Best Month | 27.4% | 39.49% |
| Worst Month | -8.91% | -34.4% |
| Best Year | 61.58% | -11.81% |
| Worst Year | 11.22% | -24.01% |
| Avg. Up Day | 1.55% | 2.5% |
| Avg. Down Day | -1.27% | -2.93% |
| Avg. Up Week | 4.34% | 5.39% |
| Avg. Down Week | -2.75% | -7.66% |
| Avg. Up Month | 12.69% | 11.36% |
| Avg. Down Month | -6.23% | -11.96% |
| Win Days % | 54.46% | 52.09% |
| Win Month % | 69.23% | 38.46% |
| Win Week % | 59.52% | 53.57% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |