| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | 197.5% | -9.14% |
| Max Drawdown | -14.91% | -63.9% |
| Sharpe | 1.75 | 0.29 |
| Sortino | 2.89 | 0.42 |
| Payoff Ratio | 1.4 | 1.25 |
| Profit Factor | 1.49 | 1.05 |
| Common Sense Ratio | 2.42 | 1.06 |
| CPC Index | 1.06 | 0.66 |
| Tail Ratio | 1.62 | 1.01 |
| Outlier Win Ratio | 13.77 | 2.99 |
| Outlier Loss Ratio | 11.68 | 2.88 |
| Volatility (ann.) | 22.66% | 67.79% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.02 | -0.05 |
| Skew | 0.82 | -0.19 |
| Kurtosis | 13.29 | 4.21 |
| Expected Daily % | 0.1% | -0.01% |
| Expected Monthly % | 3.07% | -0.27% |
| Expected Yearly % | 31.33% | -2.37% |
| Kelly Criterion | 15.19% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -5.78% |
| Expected Shortfall (cVaR) | -1.84% | -5.78% |
| Year | ETHUSD | eth.uu_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.76 | 10.66 | -0.27 | + |
| 2023 | 91.13 | 49.21 | 0.54 | - |
| 2024 | 46.48 | 83.62 | 1.80 | + |
| 2025 | -46.12 | -1.88 | 0.04 | + |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.29% | -0.55% |
| 3M | -7.82% | -47.23% |
| 6M | 22.03% | -27.82% |
| YTD | -1.88% | -46.12% |
| 1Y | 69.0% | -42.92% |
| 3Y (ann.) | 45.1% | -3.22% |
| 5Y (ann.) | 45.1% | -3.22% |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.91% | -63.9% |
| Longest DD Days | 140.0 | 410.0 |
| Avg. Drawdown | -2.29% | -15.02% |
| Avg. Drawdown Days | 16.0 | 65.0 |
| Recovery Factor | 13.24 | -0.14 |
| Ulcer Index | inf | 1.61 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-27 | -14.91 | 140 |
| 2022-06-17 | 2022-06-25 | -11.15 | 8 |
| 2022-11-12 | 2023-02-02 | -7.86 | 82 |
| 2022-08-14 | 2022-09-27 | -7.39 | 44 |
| 2024-03-14 | 2024-03-26 | -6.68 | 12 |
| 2023-05-07 | 2023-06-22 | -6.40 | 46 |
| 2023-02-09 | 2023-03-13 | -6.02 | 32 |
| 2022-09-28 | 2022-10-26 | -4.89 | 28 |
| 2023-06-23 | 2023-10-23 | -4.50 | 122 |
| 2024-03-27 | 2024-04-22 | -4.29 | 26 |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Best Day | 8.52% | 16.54% |
| Worst Day | -7.99% | -20.65% |
| Best Week | 17.52% | 31.75% |
| Worst Week | -11.06% | -38.51% |
| Best Month | 26.37% | 55.48% |
| Worst Month | -8.62% | -44.95% |
| Best Year | 83.62% | 91.13% |
| Worst Year | -1.88% | -46.12% |
| Avg. Up Day | 0.91% | 2.68% |
| Avg. Down Day | -0.65% | -2.14% |
| Avg. Up Week | 2.38% | 7.87% |
| Avg. Down Week | -1.23% | -6.34% |
| Avg. Up Month | 6.26% | 16.35% |
| Avg. Down Month | -2.45% | -12.33% |
| Win Days % | 50.55% | 50.61% |
| Win Month % | 74.29% | 47.22% |
| Win Week % | 62.16% | 47.13% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 50.0% |