| Metric | eth.m.u_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 319.64% | -14.38% |
| Max Drawdown | -20.83% | -63.9% |
| Sharpe | 1.55 | 0.26 |
| Sortino | 2.52 | 0.37 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.45 | 1.04 |
| Common Sense Ratio | 2.06 | 1.04 |
| CPC Index | 0.94 | 0.63 |
| Tail Ratio | 1.42 | 0.99 |
| Outlier Win Ratio | 12.58 | 3.46 |
| Outlier Loss Ratio | 5.54 | 3.26 |
| Volatility (ann.) | 36.37% | 67.42% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.1 | -0.08 |
| Skew | 0.83 | -0.23 |
| Kurtosis | 12.94 | 4.23 |
| Expected Daily % | 0.14% | -0.01% |
| Expected Monthly % | 4.06% | -0.43% |
| Expected Yearly % | 43.13% | -3.81% |
| Kelly Criterion | 13.32% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.98% | -5.76% |
| Expected Shortfall (cVaR) | -2.98% | -5.76% |
| Year | ETHUSD | eth.m.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | 1.72 | -0.05 | + |
| 2023 | 91.13 | 81.28 | 0.89 | - |
| 2024 | 46.48 | 116.58 | 2.51 | + |
| 2025 | -51.37 | 5.08 | -0.10 | + |
| Metric | eth.m.u_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.92% | -10.24% |
| 3M | -1.2% | -49.96% |
| 6M | 45.61% | -33.64% |
| YTD | 5.08% | -51.37% |
| 1Y | 121.14% | -50.02% |
| 3Y (ann.) | 64.64% | -5.25% |
| 5Y (ann.) | 64.64% | -5.25% |
| Metric | eth.m.u_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -20.83% | -63.9% |
| Longest DD Days | 127.0 | 397.0 |
| Avg. Drawdown | -4.41% | -15.01% |
| Avg. Drawdown Days | 20.0 | 64.0 |
| Recovery Factor | 15.34 | -0.23 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2022-06-25 | -20.83 | 11 |
| 2024-12-08 | 2025-04-14 | -15.67 | 127 |
| 2022-06-27 | 2022-09-27 | -14.99 | 92 |
| 2022-11-13 | 2023-02-08 | -13.41 | 87 |
| 2023-05-07 | 2023-06-22 | -12.29 | 46 |
| 2024-03-19 | 2024-03-22 | -11.76 | 3 |
| 2023-02-09 | 2023-02-16 | -10.34 | 7 |
| 2024-03-27 | 2024-05-21 | -8.79 | 55 |
| 2023-06-23 | 2023-10-23 | -7.52 | 122 |
| 2022-09-28 | 2022-10-26 | -7.24 | 28 |
| Metric | eth.m.u_daily_ | ETHUSD |
|---|---|---|
| Best Day | 14.29% | 16.54% |
| Worst Day | -12.21% | -20.65% |
| Best Week | 20.46% | 31.75% |
| Worst Week | -11.84% | -38.51% |
| Best Month | 31.6% | 55.48% |
| Worst Month | -7.31% | -44.95% |
| Best Year | 116.58% | 91.13% |
| Worst Year | 1.72% | -51.37% |
| Avg. Up Day | 1.94% | 2.61% |
| Avg. Down Day | -1.55% | -2.17% |
| Avg. Up Week | 4.78% | 7.19% |
| Avg. Down Week | -2.41% | -6.41% |
| Avg. Up Month | 9.62% | 13.9% |
| Avg. Down Month | -4.1% | -12.31% |
| Win Days % | 51.85% | 50.38% |
| Win Month % | 70.59% | 50.0% |
| Win Week % | 60.71% | 46.1% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 100.0% | 50.0% |