| Metric | /tmp/ethusd.10_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 91.87% | -7.96% |
| Max Drawdown | -20.79% | -63.95% |
| Sharpe | 0.84 | 0.13 |
| Sortino | 1.27 | 0.18 |
| Payoff Ratio | 1.19 | 1.06 |
| Profit Factor | 1.23 | 1.02 |
| Common Sense Ratio | 1.63 | 1.04 |
| CPC Index | 0.73 | 0.54 |
| Tail Ratio | 1.32 | 1.02 |
| Outlier Win Ratio | 13.52 | 3.26 |
| Outlier Loss Ratio | 5.36 | 3.36 |
| Volatility (ann.) | 18.47% | 35.09% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.57 | -0.11 |
| Skew | 0.34 | -0.21 |
| Kurtosis | 27.19 | 7.96 |
| Expected Daily % | 0.04% | -0.0% |
| Expected Monthly % | 4.44% | -0.55% |
| Expected Yearly % | 38.52% | -4.06% |
| Kelly Criterion | 8.01% | 3.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.01% |
| Expected Shortfall (cVaR) | -1.55% | -3.01% |
| Year | ETHUSD | /tmp/ethusd.10_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 63.33 | -5.25 | + |
| 2025 | 4.66 | 17.47 | 3.75 | + |
| Metric | /tmp/ethusd.10_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -5.75% |
| 3M | 14.18% | 90.07% |
| 6M | 10.92% | 5.61% |
| YTD | 17.47% | 4.66% |
| 1Y | 84.33% | 16.73% |
| 3Y (ann.) | 74.32% | -6.83% |
| 5Y (ann.) | 74.32% | -6.83% |
| Metric | /tmp/ethusd.10_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -20.79% | -63.95% |
| Longest DD Days | 214.0 | 229.0 |
| Avg. Drawdown | -3.18% | -17.79% |
| Avg. Drawdown Days | 14.0 | 60.0 |
| Recovery Factor | 4.42 | -0.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-07-09 | -20.79 | 214 |
| 2024-06-12 | 2024-07-15 | -9.18 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-09-20 | -4.84 | 6 |
| 2024-09-22 | 2024-10-12 | -3.31 | 20 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-10-21 | 2024-11-06 | -2.81 | 16 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| Metric | /tmp/ethusd.10_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.46% | 27.26% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 28.59% | 48.75% |
| Worst Month | -9.23% | -32.24% |
| Best Year | 63.33% | 4.66% |
| Worst Year | 17.47% | -12.05% |
| Avg. Up Day | 0.94% | 1.25% |
| Avg. Down Day | -0.8% | -1.18% |
| Avg. Up Week | 4.94% | 6.83% |
| Avg. Down Week | -3.05% | -5.03% |
| Avg. Up Month | 14.23% | 33.21% |
| Avg. Down Month | -7.33% | -12.68% |
| Win Days % | 50.06% | 50.29% |
| Win Month % | 71.43% | 26.67% |
| Win Week % | 61.36% | 50.79% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |