| Metric | eth.i_ | ETHUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 357.36% | 75.46% |
| Max Drawdown | -22.97% | -64.23% |
| Sharpe | 0.76 | 0.29 |
| Sortino | 1.17 | 0.42 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.55 | 1.05 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 14.42 | 3.48 |
| Outlier Loss Ratio | 7.75 | 3.51 |
| Volatility (ann.) | 16.6% | 33.92% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.49 | 0.28 |
| Skew | 1.05 | 0.23 |
| Kurtosis | 32.09 | 9.0 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.78% | 1.38% |
| Expected Yearly % | 46.24% | 15.09% |
| Kelly Criterion | 6.46% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.89% |
| Expected Shortfall (cVaR) | -1.39% | -2.89% |
| Year | ETHUSD | eth.i_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.88 | -0.80 | 0.02 | + |
| 2023 | 91.16 | 68.72 | 0.75 | - |
| 2024 | 45.75 | 87.50 | 1.91 | + |
| 2025 | 33.64 | 45.73 | 1.36 | + |
| Metric | eth.i_ | ETHUSD |
|---|---|---|
| MTD | 2.67% | 1.34% |
| 3M | 30.92% | 77.31% |
| 6M | 47.14% | 130.46% |
| YTD | 45.73% | 33.64% |
| 1Y | 99.08% | 93.91% |
| 3Y (ann.) | 65.74% | 45.82% |
| 5Y (ann.) | 57.13% | 18.19% |
| Metric | eth.i_ | ETHUSD |
|---|---|---|
| Max Drawdown | -22.97% | -64.23% |
| Longest DD Days | 186.0 | 612.0 |
| Avg. Drawdown | -3.35% | -9.91% |
| Avg. Drawdown Days | 14.0 | 57.0 |
| Recovery Factor | 15.56 | 1.17 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-26 | -22.97 | 10 |
| 2024-12-06 | 2025-06-10 | -17.73 | 186 |
| 2022-08-25 | 2022-09-27 | -15.71 | 32 |
| 2025-06-11 | 2025-08-04 | -13.93 | 53 |
| 2022-11-12 | 2023-02-16 | -13.80 | 95 |
| 2024-03-17 | 2024-03-25 | -12.03 | 7 |
| 2023-05-06 | 2023-06-21 | -12.01 | 46 |
| 2024-03-25 | 2024-04-24 | -7.90 | 29 |
| 2024-06-12 | 2024-07-15 | -7.72 | 32 |
| 2023-06-23 | 2023-10-23 | -7.47 | 121 |
| Metric | eth.i_ | ETHUSD |
|---|---|---|
| Best Day | 10.94% | 16.51% |
| Worst Day | -9.85% | -14.0% |
| Best Week | 20.52% | 27.26% |
| Worst Week | -10.95% | -34.61% |
| Best Month | 27.76% | 56.93% |
| Worst Month | -8.68% | -44.86% |
| Best Year | 87.5% | 91.16% |
| Worst Year | -0.8% | -52.88% |
| Avg. Up Day | 0.65% | 1.17% |
| Avg. Down Day | -0.54% | -1.06% |
| Avg. Up Week | 3.7% | 7.39% |
| Avg. Down Week | -2.07% | -6.53% |
| Avg. Up Month | 8.22% | 20.09% |
| Avg. Down Month | -3.6% | -14.78% |
| Win Days % | 49.01% | 50.53% |
| Win Month % | 68.29% | 51.22% |
| Win Week % | 58.64% | 52.51% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |