| Metric | /tmp/eth.mded.3.hl_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 20.56% | -32.98% |
| Max Drawdown | -5.68% | -63.76% |
| Sharpe | 1.43 | -0.14 |
| Sortino | 2.55 | -0.19 |
| Payoff Ratio | 1.25 | 0.92 |
| Profit Factor | 1.34 | 0.98 |
| Common Sense Ratio | 1.48 | 0.99 |
| CPC Index | 0.85 | 0.47 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 16.5 | 2.64 |
| Outlier Loss Ratio | 20.1 | 2.3 |
| Volatility (ann.) | 13.1% | 73.95% |
| R^2 | 0.48 | 0.48 |
| Calmar | 3.44 | -0.5 |
| Skew | 2.01 | -0.59 |
| Kurtosis | 14.45 | 5.35 |
| Expected Daily % | 0.05% | -0.1% |
| Expected Monthly % | 1.45% | -3.03% |
| Expected Yearly % | 9.8% | -18.14% |
| Kelly Criterion | 11.31% | -0.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -6.4% |
| Expected Shortfall (cVaR) | -1.08% | -6.4% |
| Year | ETHUSD | /tmp/eth.mded.3.hl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 14.01 | -1.19 | + |
| 2025 | -24.01 | 5.74 | -0.24 | + |
| Metric | /tmp/eth.mded.3.hl_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -0.85% | 0.97% |
| 3M | 5.15% | 34.0% |
| 6M | 7.29% | -36.01% |
| YTD | 5.74% | -24.01% |
| 1Y | 21.03% | -28.94% |
| 3Y (ann.) | 19.56% | -31.78% |
| 5Y (ann.) | 19.56% | -31.78% |
| Metric | /tmp/eth.mded.3.hl_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -5.68% | -63.76% |
| Longest DD Days | 71.0 | 182.0 |
| Avg. Drawdown | -1.53% | -28.66% |
| Avg. Drawdown Days | 15.0 | 94.0 |
| Recovery Factor | 3.62 | -0.52 |
| Ulcer Index | 1.17 | 1.16 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-05-14 | -5.68 | 71 |
| 2025-01-25 | 2025-03-03 | -4.83 | 37 |
| 2025-05-15 | 2025-05-21 | -3.50 | 6 |
| 2024-11-13 | 2024-12-11 | -3.10 | 28 |
| 2024-10-31 | 2024-11-06 | -2.69 | 6 |
| 2024-07-02 | 2024-07-16 | -2.37 | 14 |
| 2025-05-22 | 2025-06-18 | -1.90 | 27 |
| 2024-06-07 | 2024-07-01 | -1.59 | 24 |
| 2024-08-15 | 2024-09-14 | -1.51 | 30 |
| 2024-07-18 | 2024-08-14 | -1.36 | 27 |
| Metric | /tmp/eth.mded.3.hl_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 4.96% | 16.74% |
| Worst Day | -2.88% | -20.65% |
| Best Week | 3.23% | 20.84% |
| Worst Week | -3.19% | -22.77% |
| Best Month | 5.77% | 39.49% |
| Worst Month | -4.24% | -34.4% |
| Best Year | 14.01% | -11.81% |
| Worst Year | 5.74% | -24.01% |
| Avg. Up Day | 0.45% | 2.69% |
| Avg. Down Day | -0.36% | -2.94% |
| Avg. Up Week | 1.26% | 6.1% |
| Avg. Down Week | -0.86% | -8.33% |
| Avg. Up Month | 3.56% | 20.9% |
| Avg. Down Month | -1.38% | -17.33% |
| Win Days % | 50.8% | 52.09% |
| Win Month % | 61.54% | 38.46% |
| Win Week % | 62.5% | 53.57% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |