| Metric | eth.i_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 357.41% | 78.59% |
| Max Drawdown | -20.45% | -63.9% |
| Sharpe | 1.56 | 0.6 |
| Sortino | 2.53 | 0.86 |
| Payoff Ratio | 1.35 | 1.19 |
| Profit Factor | 1.46 | 1.1 |
| Common Sense Ratio | 2.42 | 1.23 |
| CPC Index | 0.99 | 0.66 |
| Tail Ratio | 1.66 | 1.12 |
| Outlier Win Ratio | 12.87 | 3.31 |
| Outlier Loss Ratio | 8.24 | 3.19 |
| Volatility (ann.) | 32.34% | 69.84% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.8 | 0.29 |
| Skew | 0.86 | -0.19 |
| Kurtosis | 14.79 | 5.05 |
| Expected Daily % | 0.12% | 0.05% |
| Expected Monthly % | 3.78% | 1.42% |
| Expected Yearly % | 46.24% | 15.6% |
| Kelly Criterion | 13.12% | 9.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.65% | -5.9% |
| Expected Shortfall (cVaR) | -2.65% | -5.9% |
| Year | ETHUSD | eth.i_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.98 | -0.93 | 0.02 | + |
| 2023 | 91.13 | 68.72 | 0.75 | - |
| 2024 | 46.48 | 88.19 | 1.90 | + |
| 2025 | 35.66 | 45.41 | 1.27 | + |
| Metric | eth.i_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.64% | 1.58% |
| 3M | 30.59% | 77.49% |
| 6M | 46.6% | 134.44% |
| YTD | 45.41% | 35.66% |
| 1Y | 92.19% | 87.24% |
| 3Y (ann.) | 65.75% | 40.84% |
| 5Y (ann.) | 57.19% | 18.83% |
| Metric | eth.i_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -20.45% | -63.9% |
| Longest DD Days | 185.0 | 612.0 |
| Avg. Drawdown | -3.59% | -14.49% |
| Avg. Drawdown Days | 20.0 | 100.0 |
| Recovery Factor | 17.48 | 1.23 |
| Ulcer Index | 2.46 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-09 | 2022-06-25 | -20.45 | 16 |
| 2024-12-08 | 2025-06-11 | -14.53 | 185 |
| 2022-08-14 | 2022-09-27 | -13.63 | 44 |
| 2022-11-05 | 2023-02-16 | -12.58 | 103 |
| 2024-03-19 | 2024-03-26 | -11.87 | 7 |
| 2025-06-12 | 2025-08-05 | -11.56 | 54 |
| 2023-05-07 | 2023-06-22 | -10.43 | 46 |
| 2024-03-27 | 2024-05-18 | -7.26 | 52 |
| 2022-09-28 | 2022-10-26 | -6.77 | 28 |
| 2023-06-23 | 2023-10-23 | -6.76 | 122 |
| Metric | eth.i_daily_ | ETHUSD |
|---|---|---|
| Best Day | 13.42% | 16.74% |
| Worst Day | -11.55% | -23.7% |
| Best Week | 19.38% | 31.75% |
| Worst Week | -11.82% | -38.51% |
| Best Month | 27.76% | 55.48% |
| Worst Month | -8.68% | -44.95% |
| Best Year | 88.19% | 91.13% |
| Worst Year | -0.93% | -52.98% |
| Avg. Up Day | 1.44% | 2.67% |
| Avg. Down Day | -1.06% | -2.24% |
| Avg. Up Week | 3.32% | 7.55% |
| Avg. Down Week | -1.79% | -5.82% |
| Avg. Up Month | 7.9% | 17.46% |
| Avg. Down Month | -3.83% | -12.31% |
| Win Days % | 50.06% | 50.69% |
| Win Month % | 73.17% | 51.22% |
| Win Week % | 60.25% | 48.6% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |