| Metric | ethusd_gx50_50 | ETHUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | -1.53% | 53.83% |
| Max Drawdown | -56.2% | -64.23% |
| Sharpe | 0.11 | 0.26 |
| Sortino | 0.16 | 0.37 |
| Payoff Ratio | 1.05 | 1.09 |
| Profit Factor | 1.02 | 1.04 |
| Common Sense Ratio | 1.1 | 1.04 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 10.35 | 3.87 |
| Outlier Loss Ratio | 5.02 | 4.08 |
| Volatility (ann.) | 23.17% | 33.51% |
| R^2 | 0.45 | 0.45 |
| Calmar | -0.01 | 0.2 |
| Skew | 0.74 | 0.28 |
| Kurtosis | 18.89 | 8.56 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.04% | 1.01% |
| Expected Yearly % | -0.38% | 11.37% |
| Kelly Criterion | -6.81% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -2.86% |
| Expected Shortfall (cVaR) | -1.99% | -2.86% |
| Year | ETHUSD | ethusd_gx50_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.20 | -19.56 | 0.50 | + |
| 2023 | 91.16 | 16.04 | 0.18 | - |
| 2024 | 45.75 | 42.34 | 0.93 | - |
| 2025 | -9.20 | -25.88 | 2.81 | - |
| Metric | ethusd_gx50_50 | ETHUSD |
|---|---|---|
| MTD | -21.42% | -21.39% |
| 3M | -25.91% | -34.29% |
| 6M | 10.03% | 13.59% |
| YTD | -25.88% | -9.2% |
| 1Y | -25.49% | -9.01% |
| 3Y (ann.) | 4.02% | 35.86% |
| 5Y (ann.) | -0.44% | 13.12% |
| Metric | ethusd_gx50_50 | ETHUSD |
|---|---|---|
| Max Drawdown | -56.2% | -64.23% |
| Longest DD Days | 324.0 | 515.0 |
| Avg. Drawdown | -10.18% | -11.2% |
| Avg. Drawdown Days | 60.0 | 42.0 |
| Recovery Factor | -0.03 | 0.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-11-27 | -56.20 | 324 |
| 2022-05-31 | 2022-07-18 | -33.07 | 48 |
| 2024-02-29 | 2024-11-09 | -28.66 | 253 |
| 2023-05-06 | 2024-02-09 | -28.63 | 279 |
| 2022-07-20 | 2023-04-26 | -24.62 | 279 |
| 2024-12-05 | 2025-01-04 | -7.96 | 30 |
| 2024-11-12 | 2024-12-05 | -7.93 | 23 |
| 2024-02-16 | 2024-02-28 | -6.00 | 12 |
| 2023-04-26 | 2023-05-05 | -5.63 | 8 |
| 2022-07-19 | 2022-07-20 | -3.23 | 1 |
| Metric | ethusd_gx50_50 | ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.7% | -14.0% |
| Best Week | 23.41% | 27.26% |
| Worst Week | -20.4% | -34.61% |
| Best Month | 32.39% | 56.93% |
| Worst Month | -23.88% | -44.86% |
| Best Year | 42.34% | 91.16% |
| Worst Year | -25.88% | -39.2% |
| Avg. Up Day | 1.13% | 1.13% |
| Avg. Down Day | -1.07% | -1.03% |
| Avg. Up Week | 6.23% | 9.44% |
| Avg. Down Week | -4.55% | -6.91% |
| Avg. Up Month | 13.64% | 24.07% |
| Avg. Down Month | -10.5% | -12.22% |
| Win Days % | 45.26% | 50.34% |
| Win Month % | 48.84% | 46.51% |
| Win Week % | 42.62% | 51.61% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |