| Metric | eth.uu_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 78.0% | 100.0% |
| Cumulative Return | 54.8% | -52.57% |
| Max Drawdown | -14.91% | -63.76% |
| Sharpe | 1.99 | -0.76 |
| Sortino | 3.17 | -0.97 |
| Payoff Ratio | 1.27 | 0.93 |
| Profit Factor | 1.57 | 0.89 |
| Common Sense Ratio | 2.46 | 0.78 |
| CPC Index | 1.08 | 0.42 |
| Tail Ratio | 1.57 | 0.88 |
| Outlier Win Ratio | 12.34 | 3.2 |
| Outlier Loss Ratio | 12.06 | 3.09 |
| Volatility (ann.) | 25.87% | 72.32% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.15 | -0.88 |
| Skew | 0.52 | -0.98 |
| Kurtosis | 14.35 | 5.74 |
| Expected Daily % | 0.13% | -0.22% |
| Expected Monthly % | 4.05% | -6.56% |
| Expected Yearly % | 24.42% | -31.13% |
| Kelly Criterion | 18.22% | -1.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.09% | -6.38% |
| Expected Shortfall (cVaR) | -2.09% | -6.38% |
| Year | ETHUSD | eth.uu_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 57.78 | -4.89 | + |
| 2025 | -46.21 | -1.89 | 0.04 | + |
| Metric | eth.uu_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.28% | -0.72% |
| 3M | -6.18% | -45.51% |
| 6M | 22.09% | -27.23% |
| YTD | -1.89% | -46.21% |
| 1Y | 54.8% | -52.57% |
| 3Y (ann.) | 61.9% | -56.07% |
| 5Y (ann.) | 61.9% | -56.07% |
| Metric | eth.uu_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.91% | -63.76% |
| Longest DD Days | 141.0 | 181.0 |
| Avg. Drawdown | -1.86% | -28.66% |
| Avg. Drawdown Days | 14.0 | 81.0 |
| Recovery Factor | 3.67 | -0.82 |
| Ulcer Index | 2.62 | 1.19 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-28 | -14.91 | 141 |
| 2024-06-21 | 2024-07-15 | -3.58 | 24 |
| 2024-08-10 | 2024-08-14 | -3.03 | 4 |
| 2024-08-07 | 2024-08-09 | -2.91 | 2 |
| 2024-08-15 | 2024-09-12 | -2.88 | 28 |
| 2024-09-16 | 2024-09-20 | -2.52 | 4 |
| 2024-06-18 | 2024-06-20 | -1.94 | 2 |
| 2024-07-18 | 2024-08-06 | -1.40 | 19 |
| 2024-09-29 | 2024-10-12 | -1.34 | 13 |
| 2024-11-11 | 2024-11-12 | -0.75 | 1 |
| Metric | eth.uu_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 8.52% | 13.5% |
| Worst Day | -7.99% | -20.65% |
| Best Week | 17.52% | 16.68% |
| Worst Week | -11.06% | -22.77% |
| Best Month | 26.37% | 39.49% |
| Worst Month | -8.62% | -34.4% |
| Best Year | 57.78% | -11.81% |
| Worst Year | -1.89% | -46.21% |
| Avg. Up Day | 0.97% | 2.48% |
| Avg. Down Day | -0.77% | -2.67% |
| Avg. Up Week | 2.76% | 5.27% |
| Avg. Down Week | -1.99% | -8.53% |
| Avg. Up Month | 12.85% | 14.82% |
| Avg. Down Month | -4.41% | -11.96% |
| Win Days % | 54.3% | 51.06% |
| Win Month % | 72.73% | 27.27% |
| Win Week % | 65.31% | 51.02% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |