| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 132.76% | 6.31% |
| Max Drawdown | -14.53% | -63.76% |
| Sharpe | 2.19 | 0.43 |
| Sortino | 3.74 | 0.6 |
| Payoff Ratio | 1.39 | 1.06 |
| Profit Factor | 1.67 | 1.07 |
| Common Sense Ratio | 2.93 | 1.19 |
| CPC Index | 1.21 | 0.58 |
| Tail Ratio | 1.76 | 1.11 |
| Outlier Win Ratio | 12.0 | 3.23 |
| Outlier Loss Ratio | 8.15 | 2.82 |
| Volatility (ann.) | 31.41% | 71.97% |
| R^2 | 0.29 | 0.29 |
| Calmar | 6.18 | 0.07 |
| Skew | 0.97 | -0.43 |
| Kurtosis | 11.26 | 4.93 |
| Expected Daily % | 0.18% | 0.01% |
| Expected Monthly % | 5.42% | 0.38% |
| Expected Yearly % | 52.57% | 3.11% |
| Kelly Criterion | 18.19% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -6.11% |
| Expected Shortfall (cVaR) | -2.52% | -6.11% |
| Year | ETHUSD | eth.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.33 | -5.28 | + |
| 2025 | 20.55 | 43.39 | 2.11 | + |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 1.21% | -9.73% |
| 3M | 33.87% | 66.17% |
| 6M | 42.3% | 96.5% |
| YTD | 43.39% | 20.55% |
| 1Y | 87.04% | 52.96% |
| 3Y (ann.) | 89.86% | 4.76% |
| 5Y (ann.) | 89.86% | 4.76% |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.53% | -63.76% |
| Longest DD Days | 185.0 | 234.0 |
| Avg. Drawdown | -2.7% | -20.37% |
| Avg. Drawdown Days | 18.0 | 67.0 |
| Recovery Factor | 9.14 | 0.1 |
| Ulcer Index | 2.41 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-06-11 | -14.53 | 185 |
| 2025-06-12 | 2025-08-05 | -11.56 | 54 |
| 2024-06-21 | 2024-07-15 | -5.19 | 24 |
| 2024-08-10 | 2024-08-14 | -4.32 | 4 |
| 2025-08-15 | 2025-09-13 | -4.19 | 29 |
| 2024-08-15 | 2024-09-14 | -4.08 | 30 |
| 2024-08-07 | 2024-08-09 | -3.57 | 2 |
| 2024-09-16 | 2024-09-20 | -3.56 | 4 |
| 2024-06-18 | 2024-06-20 | -3.44 | 2 |
| 2025-09-14 | 2025-09-25 | -2.23 | 11 |
| Metric | eth.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.48% | 16.74% |
| Worst Day | -8.23% | -20.65% |
| Best Week | 19.38% | 22.2% |
| Worst Week | -11.82% | -22.77% |
| Best Month | 27.76% | 54.15% |
| Worst Month | -8.68% | -34.4% |
| Best Year | 62.33% | 20.55% |
| Worst Year | 43.39% | -11.81% |
| Avg. Up Day | 1.39% | 2.58% |
| Avg. Down Day | -1.0% | -2.42% |
| Avg. Up Week | 3.74% | 5.75% |
| Avg. Down Week | -2.44% | -6.57% |
| Avg. Up Month | 14.33% | 22.83% |
| Avg. Down Month | -6.16% | -11.96% |
| Win Days % | 52.45% | 51.14% |
| Win Month % | 75.0% | 37.5% |
| Win Week % | 65.08% | 54.29% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |