| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 192.34% | -18.77% |
| Max Drawdown | -16.64% | -64.23% |
| Sharpe | 0.85 | 0.11 |
| Sortino | 1.3 | 0.16 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.24 | 1.02 |
| Common Sense Ratio | 1.64 | 1.0 |
| CPC Index | 0.74 | 0.58 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 15.85 | 3.2 |
| Outlier Loss Ratio | 11.48 | 3.29 |
| Volatility (ann.) | 11.85% | 33.45% |
| R^2 | 0.42 | 0.42 |
| Calmar | 2.72 | -0.11 |
| Skew | 0.66 | 0.26 |
| Kurtosis | 38.8 | 9.47 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.11% | -0.59% |
| Expected Yearly % | 30.76% | -5.07% |
| Kelly Criterion | 7.14% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.87% |
| Expected Shortfall (cVaR) | -0.99% | -2.87% |
| Year | ETHUSD | eth.uu_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.13 | 10.72 | -0.28 | + |
| 2023 | 91.16 | 49.30 | 0.54 | - |
| 2024 | 45.75 | 83.11 | 1.82 | + |
| 2025 | -52.88 | -3.42 | 0.06 | + |
| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| MTD | 0.48% | -13.87% |
| 3M | -7.59% | -49.96% |
| 6M | 20.35% | -40.3% |
| YTD | -3.42% | -52.88% |
| 1Y | 71.04% | -49.43% |
| 3Y (ann.) | 45.19% | -6.97% |
| 5Y (ann.) | 45.19% | -6.97% |
| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.64% | -64.23% |
| Longest DD Days | 130.0 | 400.0 |
| Avg. Drawdown | -2.18% | -10.73% |
| Avg. Drawdown Days | 11.0 | 41.0 |
| Recovery Factor | 11.56 | -0.29 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-16 | -16.64 | 130 |
| 2022-06-16 | 2022-06-26 | -13.40 | 10 |
| 2022-11-12 | 2023-02-01 | -8.72 | 81 |
| 2022-08-13 | 2022-09-27 | -7.97 | 44 |
| 2023-05-06 | 2023-06-21 | -7.48 | 46 |
| 2023-02-04 | 2023-03-12 | -7.12 | 36 |
| 2024-03-13 | 2024-03-25 | -6.69 | 12 |
| 2024-06-12 | 2024-07-15 | -5.47 | 32 |
| 2024-08-06 | 2024-08-08 | -5.21 | 2 |
| 2022-09-27 | 2022-10-25 | -4.97 | 28 |
| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| Best Day | 8.54% | 16.51% |
| Worst Day | -9.37% | -14.0% |
| Best Week | 18.5% | 25.43% |
| Worst Week | -10.37% | -34.61% |
| Best Month | 26.35% | 56.93% |
| Worst Month | -8.59% | -44.61% |
| Best Year | 83.11% | 91.16% |
| Worst Year | -3.42% | -52.88% |
| Avg. Up Day | 0.41% | 1.18% |
| Avg. Down Day | -0.33% | -1.03% |
| Avg. Up Week | 2.51% | 7.71% |
| Avg. Down Week | -1.24% | -6.68% |
| Avg. Up Month | 6.29% | 18.31% |
| Avg. Down Month | -2.26% | -15.57% |
| Win Days % | 48.67% | 49.94% |
| Win Month % | 71.43% | 48.57% |
| Win Week % | 58.11% | 50.65% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 50.0% |