| Metric | eth.m.u_ | ETHUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 321.75% | -9.22% |
| Max Drawdown | -23.64% | -64.23% |
| Sharpe | 0.76 | 0.14 |
| Sortino | 1.18 | 0.2 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 1.56 | 1.01 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 14.04 | 3.61 |
| Outlier Loss Ratio | 5.8 | 3.8 |
| Volatility (ann.) | 18.67% | 33.46% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.74 | -0.05 |
| Skew | 1.18 | 0.26 |
| Kurtosis | 28.02 | 9.43 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 4.08% | -0.27% |
| Expected Yearly % | 43.31% | -2.39% |
| Kelly Criterion | 6.66% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.87% |
| Expected Shortfall (cVaR) | -1.57% | -2.87% |
| Year | ETHUSD | eth.m.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 1.81 | -0.05 | + |
| 2023 | 91.16 | 81.46 | 0.89 | - |
| 2024 | 45.75 | 115.57 | 2.53 | + |
| 2025 | -51.00 | 5.90 | -0.12 | + |
| Metric | eth.m.u_ | ETHUSD |
|---|---|---|
| MTD | 4.45% | -10.43% |
| 3M | -0.71% | -47.96% |
| 6M | 45.12% | -33.86% |
| YTD | 5.9% | -51.0% |
| 1Y | 122.25% | -48.32% |
| 3Y (ann.) | 64.84% | -3.3% |
| 5Y (ann.) | 64.84% | -3.3% |
| Metric | eth.m.u_ | ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -64.23% |
| Longest DD Days | 129.0 | 399.0 |
| Avg. Drawdown | -4.0% | -11.23% |
| Avg. Drawdown Days | 14.0 | 43.0 |
| Recovery Factor | 13.61 | -0.14 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-26 | -23.64 | 10 |
| 2024-12-06 | 2025-04-15 | -18.04 | 129 |
| 2022-06-26 | 2022-09-27 | -17.44 | 92 |
| 2022-11-12 | 2023-02-02 | -14.64 | 81 |
| 2023-05-06 | 2023-06-22 | -13.98 | 47 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-03-17 | 2024-03-21 | -11.95 | 3 |
| 2024-03-25 | 2024-05-20 | -9.73 | 56 |
| 2024-06-12 | 2024-07-15 | -8.37 | 32 |
| 2023-06-23 | 2023-10-23 | -8.35 | 121 |
| Metric | eth.m.u_ | ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.83% | 25.43% |
| Worst Week | -11.07% | -34.61% |
| Best Month | 31.6% | 56.93% |
| Worst Month | -7.31% | -44.86% |
| Best Year | 115.57% | 91.16% |
| Worst Year | 1.81% | -51.0% |
| Avg. Up Day | 0.9% | 1.16% |
| Avg. Down Day | -0.76% | -1.02% |
| Avg. Up Week | 4.94% | 7.05% |
| Avg. Down Week | -2.53% | -6.73% |
| Avg. Up Month | 10.24% | 16.85% |
| Avg. Down Month | -3.52% | -14.78% |
| Win Days % | 49.56% | 50.0% |
| Win Month % | 64.71% | 50.0% |
| Win Week % | 57.89% | 50.65% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 100.0% | 50.0% |