| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 132.65% | 3.23% |
| Max Drawdown | -17.73% | -63.95% |
| Sharpe | 1.02 | 0.19 |
| Sortino | 1.54 | 0.27 |
| Payoff Ratio | 1.22 | 1.08 |
| Profit Factor | 1.29 | 1.03 |
| Common Sense Ratio | 1.71 | 1.04 |
| CPC Index | 0.78 | 0.56 |
| Tail Ratio | 1.33 | 1.01 |
| Outlier Win Ratio | 12.51 | 3.24 |
| Outlier Loss Ratio | 7.38 | 3.24 |
| Volatility (ann.) | 17.15% | 34.8% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.05 | 0.04 |
| Skew | 0.28 | -0.05 |
| Kurtosis | 29.41 | 8.35 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 5.42% | 0.2% |
| Expected Yearly % | 52.53% | 1.6% |
| Kelly Criterion | 9.08% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.98% |
| Expected Shortfall (cVaR) | -1.43% | -2.98% |
| Year | ETHUSD | eth.i_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 61.95 | -5.14 | + |
| 2025 | 17.38 | 43.65 | 2.51 | + |
| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| MTD | 1.21% | -10.99% |
| 3M | 34.05% | 61.72% |
| 6M | 42.23% | 94.51% |
| YTD | 43.65% | 17.38% |
| 1Y | 86.95% | 51.56% |
| 3Y (ann.) | 89.53% | 2.44% |
| 5Y (ann.) | 89.53% | 2.44% |
| Metric | eth.i_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.73% | -63.95% |
| Longest DD Days | 186.0 | 235.0 |
| Avg. Drawdown | -2.61% | -13.98% |
| Avg. Drawdown Days | 11.0 | 39.0 |
| Recovery Factor | 7.48 | 0.05 |
| 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 |
| 2025-08-14 | 2025-09-12 | -4.87 | 29 |
| 2024-08-09 | 2024-08-12 | -4.59 | 3 |
| 2024-09-14 | 2024-09-20 | -4.38 | 6 |
| 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% | 17.38% |
| Worst Year | 43.65% | -12.05% |
| Avg. Up Day | 0.68% | 1.25% |
| Avg. Down Day | -0.56% | -1.16% |
| Avg. Up Week | 4.38% | 7.2% |
| Avg. Down Week | -2.49% | -6.51% |
| Avg. Up Month | 16.08% | 29.6% |
| Avg. Down Month | -5.98% | -12.68% |
| Win Days % | 50.12% | 50.67% |
| Win Month % | 75.0% | 31.25% |
| Win Week % | 66.13% | 51.43% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |