| Metric | /tmp/ethusd.10_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 91.87% | -7.09% |
| Max Drawdown | -18.72% | -63.76% |
| Sharpe | 1.81 | 0.29 |
| Sortino | 2.97 | 0.4 |
| Payoff Ratio | 1.19 | 0.91 |
| Profit Factor | 1.52 | 1.05 |
| Common Sense Ratio | 2.47 | 1.14 |
| CPC Index | 0.99 | 0.49 |
| Tail Ratio | 1.63 | 1.09 |
| Outlier Win Ratio | 13.57 | 3.38 |
| Outlier Loss Ratio | 5.26 | 2.82 |
| Volatility (ann.) | 33.81% | 73.45% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.98 | -0.1 |
| Skew | 0.86 | -0.51 |
| Kurtosis | 10.46 | 4.97 |
| Expected Daily % | 0.15% | -0.02% |
| Expected Monthly % | 4.44% | -0.49% |
| Expected Yearly % | 38.52% | -3.61% |
| Kelly Criterion | 17.2% | -0.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.74% | -6.27% |
| Expected Shortfall (cVaR) | -2.74% | -6.27% |
| Year | ETHUSD | /tmp/ethusd.10_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 63.77 | -5.40 | + |
| 2025 | 5.36 | 17.15 | 3.20 | + |
| Metric | /tmp/ethusd.10_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.83% |
| 3M | 14.18% | 93.96% |
| 6M | 12.77% | 10.11% |
| YTD | 17.15% | 5.36% |
| 1Y | 84.33% | 10.34% |
| 3Y (ann.) | 74.54% | -6.09% |
| 5Y (ann.) | 74.54% | -6.09% |
| Metric | /tmp/ethusd.10_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -18.72% | -63.76% |
| Longest DD Days | 213.0 | 227.0 |
| Avg. Drawdown | -3.1% | -28.66% |
| Avg. Drawdown Days | 19.0 | 105.0 |
| Recovery Factor | 4.91 | -0.11 |
| Ulcer Index | inf | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-07-09 | -18.72 | 213 |
| 2024-06-21 | 2024-07-15 | -6.24 | 24 |
| 2024-08-15 | 2024-09-14 | -4.70 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-09-16 | 2024-09-20 | -3.96 | 4 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-10-10 | 2024-10-13 | -1.99 | 3 |
| 2024-06-11 | 2024-06-16 | -1.43 | 5 |
| 2024-10-22 | 2024-11-06 | -1.39 | 15 |
| Metric | /tmp/ethusd.10_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 19.1% | 22.2% |
| Worst Week | -12.65% | -22.77% |
| Best Month | 28.59% | 54.15% |
| Worst Month | -9.23% | -34.4% |
| Best Year | 63.77% | 5.36% |
| Worst Year | 17.15% | -11.81% |
| Avg. Up Day | 1.79% | 2.48% |
| Avg. Down Day | -1.51% | -2.73% |
| Avg. Up Week | 4.67% | 6.11% |
| Avg. Down Week | -3.0% | -7.33% |
| Avg. Up Month | 12.65% | 24.65% |
| Avg. Down Month | -7.54% | -11.96% |
| Win Days % | 55.09% | 51.99% |
| Win Month % | 71.43% | 33.33% |
| Win Week % | 59.09% | 53.97% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |