| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Time in Market | 86.0% | 100.0% |
| Cumulative Return | 56.53% | 11.55% |
| Max Drawdown | -5.09% | -43.44% |
| Sharpe | 2.12 | 0.29 |
| Sortino | 4.74 | 0.42 |
| Payoff Ratio | 1.53 | 1.09 |
| Profit Factor | 1.62 | 1.05 |
| Common Sense Ratio | 2.27 | 1.2 |
| CPC Index | 1.26 | 0.56 |
| Tail Ratio | 1.4 | 1.14 |
| Outlier Win Ratio | 13.26 | 2.48 |
| Outlier Loss Ratio | 15.57 | 2.66 |
| Volatility (ann.) | 8.03% | 32.18% |
| R^2 | 0.32 | 0.32 |
| Calmar | 18.75 | 0.41 |
| Skew | 5.22 | 0.54 |
| Kurtosis | 60.76 | 17.5 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.1% | 1.22% |
| Expected Yearly % | 25.11% | 5.62% |
| Kelly Criterion | 18.54% | 2.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.75% |
| Expected Shortfall (cVaR) | -0.64% | -2.75% |
| Year | returns_benchmark | ETH.UU | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.31 | 56.40 | 4.99 | + |
| 2025 | 0.21 | 0.08 | 0.38 | - |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| MTD | 0.08% | 0.21% |
| 3M | 31.77% | 28.29% |
| 6M | 50.6% | -3.0% |
| YTD | 0.08% | 0.21% |
| 1Y | 56.53% | 11.55% |
| 3Y (ann.) | 95.48% | 17.76% |
| 5Y (ann.) | 95.48% | 17.76% |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Max Drawdown | -5.09% | -43.44% |
| Longest DD Days | 55.0 | 192.0 |
| Avg. Drawdown | -0.69% | -8.48% |
| Avg. Drawdown Days | 4.0 | 20.0 |
| Recovery Factor | 11.1 | 0.27 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-07-15 | -5.09 | 55 |
| 2024-12-17 | 2025-01-01 | -3.89 | 15 |
| 2024-08-09 | 2024-09-13 | -2.75 | 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 | -1.71 | 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 | -1.25 | 4 |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Best Day | 6.17% | 16.51% |
| Worst Day | -1.55% | -14.0% |
| Best Week | 11.7% | 20.47% |
| Worst Week | -1.5% | -12.93% |
| Best Month | 27.09% | 47.3% |
| Worst Month | -0.78% | -22.26% |
| Best Year | 56.4% | 11.31% |
| Worst Year | 0.08% | 0.21% |
| Avg. Up Day | 0.29% | 1.31% |
| Avg. Down Day | -0.19% | -1.2% |
| Avg. Up Week | 3.12% | 7.54% |
| Avg. Down Week | -0.95% | -7.27% |
| Avg. Up Month | 9.1% | 19.15% |
| Avg. Down Month | -0.78% | -8.63% |
| Win Days % | 50.78% | 49.08% |
| Win Month % | 88.89% | 44.44% |
| Win Week % | 59.46% | 56.76% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 100.0% |