| Metric | /tmp/eth.mded_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 79.84% | -33.12% |
| Max Drawdown | -17.63% | -63.95% |
| Sharpe | 0.89 | -0.09 |
| Sortino | 1.32 | -0.12 |
| Payoff Ratio | 1.2 | 1.04 |
| Profit Factor | 1.25 | 0.99 |
| Common Sense Ratio | 1.68 | 0.96 |
| CPC Index | 0.75 | 0.51 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 12.86 | 3.03 |
| Outlier Loss Ratio | 6.34 | 3.27 |
| Volatility (ann.) | 17.5% | 35.63% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.25 | -0.5 |
| Skew | 0.15 | -0.26 |
| Kurtosis | 32.68 | 8.16 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 4.62% | -3.05% |
| Expected Yearly % | 34.1% | -18.22% |
| Kelly Criterion | 8.41% | 1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -3.08% |
| Expected Shortfall (cVaR) | -1.46% | -3.08% |
| Year | ETHUSD | /tmp/eth.mded_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 61.21 | -5.08 | + |
| 2025 | -23.95 | 11.56 | -0.48 | + |
| Metric | /tmp/eth.mded_fwd_ | ETHUSD |
|---|---|---|
| MTD | 7.71% | 0.13% |
| 3M | 9.24% | 23.14% |
| 6M | -0.8% | -34.95% |
| YTD | 11.56% | -23.95% |
| 1Y | 82.78% | -27.27% |
| 3Y (ann.) | 74.94% | -31.84% |
| 5Y (ann.) | 74.94% | -31.84% |
| Metric | /tmp/eth.mded_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.63% | -63.95% |
| Longest DD Days | 116.0 | 184.0 |
| Avg. Drawdown | -3.04% | -17.79% |
| Avg. Drawdown Days | 12.0 | 54.0 |
| Recovery Factor | 4.53 | -0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-02-14 | -17.63 | 69 |
| 2025-02-14 | 2025-06-10 | -16.66 | 116 |
| 2024-06-12 | 2024-07-15 | -7.63 | 32 |
| 2024-08-06 | 2024-08-08 | -6.79 | 2 |
| 2024-08-14 | 2024-09-10 | -5.68 | 27 |
| 2024-08-09 | 2024-08-12 | -4.63 | 3 |
| 2024-09-14 | 2024-09-20 | -4.28 | 6 |
| 2024-09-22 | 2024-10-11 | -3.02 | 19 |
| 2024-08-13 | 2024-08-14 | -2.60 | 1 |
| 2024-09-11 | 2024-09-13 | -2.54 | 2 |
| Metric | /tmp/eth.mded_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.52% | 27.26% |
| Worst Week | -11.08% | -20.52% |
| Best Month | 27.4% | 47.37% |
| Worst Month | -8.91% | -32.24% |
| Best Year | 61.21% | -12.05% |
| Worst Year | 11.56% | -23.95% |
| Avg. Up Day | 0.8% | 1.3% |
| Avg. Down Day | -0.67% | -1.25% |
| Avg. Up Week | 4.36% | 6.63% |
| Avg. Down Week | -2.67% | -5.82% |
| Avg. Up Month | 14.11% | 17.01% |
| Avg. Down Month | -6.06% | -12.68% |
| Win Days % | 50.12% | 49.87% |
| Win Month % | 69.23% | 30.77% |
| Win Week % | 66.67% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |