| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 57.15% | -56.9% |
| Max Drawdown | -16.64% | -63.95% |
| Sharpe | 0.95 | -0.49 |
| Sortino | 1.41 | -0.66 |
| Payoff Ratio | 1.28 | 1.08 |
| Profit Factor | 1.26 | 0.92 |
| Common Sense Ratio | 1.83 | 0.84 |
| CPC Index | 0.78 | 0.49 |
| Tail Ratio | 1.45 | 0.91 |
| Outlier Win Ratio | 12.07 | 2.91 |
| Outlier Loss Ratio | 9.85 | 3.11 |
| Volatility (ann.) | 14.76% | 36.0% |
| R^2 | 0.38 | 0.38 |
| Calmar | 4.09 | -0.97 |
| Skew | -0.22 | -0.35 |
| Kurtosis | 38.39 | 9.01 |
| Expected Daily % | 0.04% | -0.07% |
| Expected Monthly % | 4.2% | -7.37% |
| Expected Yearly % | 25.36% | -34.35% |
| Kelly Criterion | 7.83% | 1.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.15% |
| Expected Shortfall (cVaR) | -1.23% | -3.15% |
| Year | ETHUSD | eth.uu_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 57.51 | -4.77 | + |
| 2025 | -51.00 | -0.23 | 0.00 | + |
| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| MTD | 3.8% | -10.43% |
| 3M | -4.53% | -47.96% |
| 6M | 29.99% | -33.86% |
| YTD | -0.23% | -51.0% |
| 1Y | 57.15% | -56.9% |
| 3Y (ann.) | 68.01% | -61.94% |
| 5Y (ann.) | 68.01% | -61.94% |
| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.64% | -63.95% |
| Longest DD Days | 129.0 | 182.0 |
| Avg. Drawdown | -1.83% | -17.79% |
| Avg. Drawdown Days | 9.0 | 45.0 |
| Recovery Factor | 3.44 | -0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-15 | -16.64 | 129 |
| 2024-06-12 | 2024-07-15 | -5.47 | 32 |
| 2024-08-06 | 2024-08-08 | -5.21 | 2 |
| 2024-08-14 | 2024-09-10 | -4.00 | 27 |
| 2024-08-09 | 2024-08-12 | -3.23 | 3 |
| 2024-09-14 | 2024-09-19 | -3.16 | 5 |
| 2024-12-05 | 2024-12-06 | -2.86 | 1 |
| 2024-09-27 | 2024-10-11 | -2.36 | 13 |
| 2024-07-16 | 2024-08-05 | -1.98 | 20 |
| 2024-09-11 | 2024-09-13 | -1.83 | 2 |
| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 8.54% | 12.24% |
| Worst Day | -9.37% | -14.0% |
| Best Week | 18.5% | 18.08% |
| Worst Week | -10.37% | -20.52% |
| Best Month | 26.35% | 47.37% |
| Worst Month | -8.59% | -32.24% |
| Best Year | 57.51% | -12.05% |
| Worst Year | -0.23% | -51.0% |
| Avg. Up Day | 0.54% | 1.31% |
| Avg. Down Day | -0.42% | -1.21% |
| Avg. Up Week | 3.45% | 6.89% |
| Avg. Down Week | -1.6% | -6.89% |
| Avg. Up Month | 16.44% | 25.44% |
| Avg. Down Month | -4.24% | -12.68% |
| Win Days % | 48.34% | 49.14% |
| Win Month % | 72.73% | 18.18% |
| Win Week % | 60.87% | 44.68% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |