| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 129.81% | 16.03% |
| Max Drawdown | -17.73% | -63.95% |
| Sharpe | 1.04 | 0.26 |
| Sortino | 1.58 | 0.37 |
| Payoff Ratio | 1.21 | 1.09 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 1.76 | 1.06 |
| CPC Index | 0.79 | 0.58 |
| Tail Ratio | 1.35 | 1.02 |
| Outlier Win Ratio | 12.79 | 3.23 |
| Outlier Loss Ratio | 7.18 | 3.21 |
| Volatility (ann.) | 17.38% | 35.33% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.32 | 0.2 |
| Skew | 0.3 | -0.05 |
| Kurtosis | 29.25 | 8.21 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.34% | 0.93% |
| Expected Yearly % | 51.6% | 7.72% |
| Kelly Criterion | 9.35% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.02% |
| Expected Shortfall (cVaR) | -1.45% | -3.02% |
| Year | ETHUSD | eth.i_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 61.95 | -5.14 | + |
| 2025 | 31.93 | 41.90 | 1.31 | + |
| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| MTD | -0.03% | 0.04% |
| 3M | 36.09% | 72.95% |
| 6M | 28.31% | 98.22% |
| YTD | 41.9% | 31.93% |
| 1Y | 98.02% | 74.85% |
| 3Y (ann.) | 94.37% | 12.61% |
| 5Y (ann.) | 94.37% | 12.61% |
| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.73% | -63.95% |
| Longest DD Days | 186.0 | 235.0 |
| Avg. Drawdown | -2.58% | -13.15% |
| Avg. Drawdown Days | 11.0 | 37.0 |
| Recovery Factor | 7.32 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-06-10 | -17.73 | 186 |
| 2025-06-11 | 2025-08-04 | -13.93 | 53 |
| 2024-06-12 | 2024-07-15 | -7.72 | 32 |
| 2024-08-06 | 2024-08-08 | -6.74 | 2 |
| 2024-08-14 | 2024-09-10 | -5.71 | 27 |
| 2024-08-09 | 2024-08-12 | -4.59 | 3 |
| 2024-09-14 | 2024-09-20 | -4.38 | 6 |
| 2025-08-14 | 2025-09-01 | -3.19 | 18 |
| 2025-08-05 | 2025-08-07 | -3.07 | 2 |
| 2024-09-22 | 2024-10-11 | -3.02 | 19 |
| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.78% | 12.3% |
| Worst Day | -9.85% | -14.0% |
| Best Week | 20.52% | 27.26% |
| Worst Week | -10.95% | -20.52% |
| Best Month | 27.76% | 48.75% |
| Worst Month | -8.68% | -32.24% |
| Best Year | 61.95% | 31.93% |
| Worst Year | 41.9% | -12.05% |
| Avg. Up Day | 0.7% | 1.29% |
| Avg. Down Day | -0.58% | -1.18% |
| Avg. Up Week | 4.37% | 7.11% |
| Avg. Down Week | -2.8% | -6.55% |
| Avg. Up Month | 16.08% | 29.6% |
| Avg. Down Month | -5.98% | -12.68% |
| Win Days % | 50.4% | 50.82% |
| Win Month % | 68.75% | 37.5% |
| Win Week % | 67.8% | 53.73% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |