| Metric | configs/21600_ethusd_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 20.25% | 42.96% |
| Max Drawdown | -40.12% | -63.76% |
| Sharpe | 0.58 | 0.74 |
| Sortino | 1.06 | 1.06 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.13 | 1.12 |
| Common Sense Ratio | 1.39 | 1.27 |
| CPC Index | 0.62 | 0.69 |
| Tail Ratio | 1.23 | 1.13 |
| Outlier Win Ratio | 10.12 | 3.51 |
| Outlier Loss Ratio | 8.25 | 2.64 |
| Volatility (ann.) | 33.23% | 73.29% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.37 | 0.49 |
| Skew | 2.7 | -0.28 |
| Kurtosis | 20.08 | 5.06 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.16% | 2.26% |
| Expected Yearly % | 9.66% | 19.57% |
| Kelly Criterion | -0.54% | 11.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.81% | -6.16% |
| Expected Shortfall (cVaR) | -2.81% | -6.16% |
| Year | ETHUSD | configs/21600_ethusd_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 7.05 | 24.33 | 3.45 | + |
| 2025 | 33.55 | -3.28 | -0.10 | - |
| Metric | configs/21600_ethusd_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.36% | 15.56% |
| 3M | 14.37% | 68.64% |
| 6M | 26.39% | 109.47% |
| YTD | -3.28% | 33.55% |
| 1Y | 7.14% | 77.65% |
| 3Y (ann.) | 14.92% | 30.94% |
| 5Y (ann.) | 14.92% | 30.94% |
| Metric | configs/21600_ethusd_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -40.12% | -63.76% |
| Longest DD Days | 266.0 | 234.0 |
| Avg. Drawdown | -8.75% | -16.23% |
| Avg. Drawdown Days | 59.0 | 52.0 |
| Recovery Factor | 0.5 | 0.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-08-31 | -40.12 | 266 |
| 2024-07-18 | 2024-11-12 | -13.89 | 117 |
| 2024-05-24 | 2024-07-16 | -6.09 | 53 |
| 2024-11-13 | 2024-11-30 | -4.61 | 17 |
| 2024-05-07 | 2024-05-19 | -2.75 | 12 |
| 2024-12-01 | 2024-12-05 | -1.62 | 4 |
| 2024-05-20 | 2024-05-21 | -0.71 | 1 |
| 2024-05-05 | 2024-05-06 | -0.24 | 1 |
| Metric | configs/21600_ethusd_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 15.13% | 16.74% |
| Worst Day | -7.71% | -20.65% |
| Best Week | 20.9% | 26.7% |
| Worst Week | -6.3% | -22.77% |
| Best Month | 23.76% | 54.15% |
| Worst Month | -13.32% | -34.4% |
| Best Year | 24.33% | 33.55% |
| Worst Year | -3.28% | 7.05% |
| Avg. Up Day | 1.19% | 2.97% |
| Avg. Down Day | -0.97% | -2.52% |
| Avg. Up Week | 5.42% | 10.37% |
| Avg. Down Week | -2.16% | -6.36% |
| Avg. Up Month | 13.62% | 28.82% |
| Avg. Down Month | -6.92% | -12.02% |
| Win Days % | 44.57% | 52.27% |
| Win Month % | 43.75% | 43.75% |
| Win Week % | 35.21% | 54.93% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |