| Metric | eth.master.uhl_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 182.68% | -0.77% |
| Max Drawdown | -8.59% | -63.9% |
| Sharpe | 2.69 | 0.34 |
| Sortino | 5.16 | 0.48 |
| Payoff Ratio | 1.57 | 1.05 |
| Profit Factor | 1.63 | 1.05 |
| Common Sense Ratio | 2.52 | 1.09 |
| CPC Index | 1.3 | 0.56 |
| Tail Ratio | 1.55 | 1.03 |
| Outlier Win Ratio | 12.58 | 2.67 |
| Outlier Loss Ratio | 17.16 | 2.38 |
| Volatility (ann.) | 13.68% | 67.51% |
| R^2 | 0.24 | 0.24 |
| Calmar | 5.03 | -0.0 |
| Skew | 1.69 | -0.18 |
| Kurtosis | 10.9 | 4.34 |
| Expected Daily % | 0.1% | -0.0% |
| Expected Monthly % | 3.01% | -0.02% |
| Expected Yearly % | 29.67% | -0.19% |
| Kelly Criterion | 19.22% | 3.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -5.75% |
| Expected Shortfall (cVaR) | -1.08% | -5.75% |
| Year | ETHUSD | eth.master.uhl_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.10 | -3.78 | 0.11 | + |
| 2023 | 91.13 | 61.18 | 0.67 | - |
| 2024 | 46.48 | 79.68 | 1.71 | + |
| 2025 | -46.21 | 1.44 | -0.03 | + |
| Metric | eth.master.uhl_daily_ | ETHUSD |
|---|---|---|
| MTD | 4.05% | -0.72% |
| 3M | -0.99% | -45.51% |
| 6M | 28.89% | -27.23% |
| YTD | 1.44% | -46.21% |
| 1Y | 58.28% | -42.35% |
| 3Y (ann.) | 43.26% | -0.27% |
| 5Y (ann.) | 43.26% | -0.27% |
| Metric | eth.master.uhl_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -8.59% | -63.9% |
| Longest DD Days | 153.0 | 411.0 |
| Avg. Drawdown | -1.38% | -14.73% |
| Avg. Drawdown Days | 16.0 | 64.0 |
| Recovery Factor | 21.26 | -0.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-09 | 2022-08-11 | -8.59 | 63 |
| 2022-08-14 | 2023-01-14 | -7.19 | 153 |
| 2024-12-17 | 2025-04-28 | -6.80 | 132 |
| 2024-01-09 | 2024-02-28 | -5.65 | 50 |
| 2024-05-22 | 2024-07-15 | -4.74 | 54 |
| 2023-05-07 | 2023-06-21 | -4.64 | 45 |
| 2024-03-13 | 2024-03-26 | -4.58 | 13 |
| 2023-06-26 | 2023-10-23 | -4.33 | 119 |
| 2023-02-03 | 2023-02-16 | -3.32 | 13 |
| 2024-07-22 | 2024-08-08 | -2.20 | 17 |
| Metric | eth.master.uhl_daily_ | ETHUSD |
|---|---|---|
| Best Day | 6.21% | 16.54% |
| Worst Day | -3.31% | -20.65% |
| Best Week | 11.2% | 31.75% |
| Worst Week | -5.2% | -38.51% |
| Best Month | 27.07% | 55.48% |
| Worst Month | -5.16% | -39.89% |
| Best Year | 79.68% | 91.13% |
| Worst Year | -3.78% | -46.21% |
| Avg. Up Day | 0.56% | 2.7% |
| Avg. Down Day | -0.36% | -2.57% |
| Avg. Up Week | 2.41% | 7.82% |
| Avg. Down Week | -1.01% | -6.49% |
| Avg. Up Month | 7.27% | 17.21% |
| Avg. Down Month | -1.89% | -14.12% |
| Win Days % | 50.66% | 50.43% |
| Win Month % | 65.71% | 48.57% |
| Win Week % | 56.77% | 47.1% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 50.0% |