| Metric | eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | -7.21% | -51.66% |
| Max Drawdown | -40.3% | -63.95% |
| Sharpe | 0.05 | -0.38 |
| Sortino | 0.05 | -0.51 |
| Payoff Ratio | 1.34 | 0.99 |
| Profit Factor | 1.03 | 0.94 |
| Common Sense Ratio | 1.26 | 0.87 |
| CPC Index | 0.68 | 0.46 |
| Tail Ratio | 1.23 | 0.92 |
| Outlier Win Ratio | 12.69 | 2.45 |
| Outlier Loss Ratio | 14.07 | 2.76 |
| Volatility (ann.) | 21.89% | 35.72% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.2 | -0.86 |
| Skew | -29.05 | -0.34 |
| Kurtosis | 990.83 | 8.94 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -0.68% | -6.4% |
| Expected Yearly % | -3.67% | -30.47% |
| Kelly Criterion | 11.86% | -1.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -3.11% |
| Expected Shortfall (cVaR) | -1.88% | -3.11% |
| Year | ETHUSD | eth.master.uhl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 49.61 | -4.12 | + |
| 2025 | -45.04 | -37.98 | 0.84 | + |
| Metric | eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| MTD | -36.36% | 0.46% |
| 3M | -38.37% | -42.48% |
| 6M | -21.22% | -26.92% |
| YTD | -37.98% | -45.04% |
| 1Y | -7.21% | -51.66% |
| 3Y (ann.) | -7.9% | -55.03% |
| 5Y (ann.) | -7.9% | -55.03% |
| Metric | eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -40.3% | -63.95% |
| Longest DD Days | 133.0 | 182.0 |
| Avg. Drawdown | -1.39% | -17.79% |
| Avg. Drawdown Days | 6.0 | 47.0 |
| Recovery Factor | -0.18 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-29 | -40.30 | 133 |
| 2024-06-05 | 2024-07-15 | -4.59 | 39 |
| 2024-08-09 | 2024-09-13 | -2.74 | 35 |
| 2024-07-22 | 2024-08-08 | -2.59 | 17 |
| 2024-11-13 | 2024-11-19 | -2.35 | 5 |
| 2024-10-21 | 2024-11-06 | -1.72 | 16 |
| 2024-11-22 | 2024-12-04 | -1.58 | 12 |
| 2024-12-05 | 2024-12-06 | -1.34 | 1 |
| 2024-09-14 | 2024-09-17 | -1.32 | 3 |
| 2024-10-07 | 2024-10-11 | -1.24 | 4 |
| Metric | eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 6.17% | 12.24% |
| Worst Day | -38.79% | -14.0% |
| Best Week | 11.71% | 18.08% |
| Worst Week | -38.9% | -20.52% |
| Best Month | 27.12% | 47.37% |
| Worst Month | -36.36% | -32.24% |
| Best Year | 49.61% | -12.05% |
| Worst Year | -37.98% | -45.04% |
| Avg. Up Day | 0.26% | 1.32% |
| Avg. Down Day | -0.2% | -1.33% |
| Avg. Up Week | 3.03% | 7.2% |
| Avg. Down Week | -1.14% | -7.58% |
| Avg. Up Month | 15.86% | 25.44% |
| Avg. Down Month | -1.53% | -20.04% |
| Win Days % | 49.49% | 49.32% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 57.14% | 46.94% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |