| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 54.87% | -52.01% |
| Max Drawdown | -16.64% | -63.95% |
| Sharpe | 0.9 | -0.39 |
| Sortino | 1.33 | -0.52 |
| Payoff Ratio | 1.25 | 1.09 |
| Profit Factor | 1.25 | 0.94 |
| Common Sense Ratio | 1.59 | 0.86 |
| CPC Index | 0.75 | 0.5 |
| Tail Ratio | 1.28 | 0.92 |
| Outlier Win Ratio | 12.01 | 2.88 |
| Outlier Loss Ratio | 9.73 | 3.11 |
| Volatility (ann.) | 14.62% | 35.72% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.73 | -0.87 |
| Skew | -0.22 | -0.34 |
| Kurtosis | 38.37 | 8.97 |
| Expected Daily % | 0.03% | -0.06% |
| Expected Monthly % | 4.06% | -6.46% |
| Expected Yearly % | 24.45% | -30.73% |
| Kelly Criterion | 7.24% | 2.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -3.11% |
| Expected Shortfall (cVaR) | -1.22% | -3.11% |
| Year | ETHUSD | eth.uu_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 57.51 | -4.77 | + |
| 2025 | -45.44 | -1.67 | 0.04 | + |
| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| MTD | 2.3% | -0.27% |
| 3M | -4.91% | -43.77% |
| 6M | 22.16% | -26.71% |
| YTD | -1.67% | -45.44% |
| 1Y | 54.87% | -52.01% |
| 3Y (ann.) | 61.99% | -55.5% |
| 5Y (ann.) | 61.99% | -55.5% |
| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.64% | -63.95% |
| Longest DD Days | 142.0 | 182.0 |
| Avg. Drawdown | -1.83% | -17.79% |
| Avg. Drawdown Days | 9.0 | 47.0 |
| Recovery Factor | 3.3 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-28 | -16.64 | 142 |
| 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 | -1.67% | -45.44% |
| Avg. Up Day | 0.53% | 1.31% |
| Avg. Down Day | -0.42% | -1.2% |
| Avg. Up Week | 3.05% | 6.78% |
| Avg. Down Week | -1.6% | -6.89% |
| Avg. Up Month | 16.44% | 25.44% |
| Avg. Down Month | -4.24% | -12.68% |
| Win Days % | 48.47% | 49.32% |
| Win Month % | 72.73% | 18.18% |
| Win Week % | 62.5% | 46.94% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |