| Metric | uu.i_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 62.32% | -52.1% |
| Max Drawdown | -15.13% | -63.95% |
| Sharpe | 0.93 | -0.38 |
| Sortino | 1.38 | -0.52 |
| Payoff Ratio | 1.26 | 1.08 |
| Profit Factor | 1.25 | 0.94 |
| Common Sense Ratio | 1.61 | 0.87 |
| CPC Index | 0.76 | 0.5 |
| Tail Ratio | 1.29 | 0.92 |
| Outlier Win Ratio | 11.16 | 2.93 |
| Outlier Loss Ratio | 9.4 | 3.16 |
| Volatility (ann.) | 15.53% | 35.66% |
| R^2 | 0.38 | 0.38 |
| Calmar | 4.61 | -0.86 |
| Skew | -0.04 | -0.34 |
| Kurtosis | 33.95 | 8.95 |
| Expected Daily % | 0.04% | -0.06% |
| Expected Monthly % | 4.12% | -5.95% |
| Expected Yearly % | 27.4% | -30.79% |
| Kelly Criterion | 7.57% | 2.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.11% |
| Expected Shortfall (cVaR) | -1.3% | -3.11% |
| Year | ETHUSD | uu.i_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 59.35 | -4.92 | + |
| 2025 | -45.53 | 1.86 | -0.04 | + |
| Metric | uu.i_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.04% | 1.12% |
| 3M | 0.92% | -41.03% |
| 6M | 25.08% | -31.24% |
| YTD | 1.86% | -45.53% |
| 1Y | 62.32% | -52.1% |
| 3Y (ann.) | 69.78% | -55.26% |
| 5Y (ann.) | 69.78% | -55.26% |
| Metric | uu.i_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.13% | -63.95% |
| Longest DD Days | 145.0 | 182.0 |
| Avg. Drawdown | -1.81% | -17.79% |
| Avg. Drawdown Days | 9.0 | 47.0 |
| Recovery Factor | 4.12 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-05-01 | -15.13 | 145 |
| 2024-06-12 | 2024-07-15 | -6.17 | 32 |
| 2024-08-06 | 2024-08-08 | -5.41 | 2 |
| 2024-08-14 | 2024-09-10 | -4.66 | 27 |
| 2024-09-14 | 2024-09-19 | -3.89 | 5 |
| 2024-08-09 | 2024-08-12 | -3.64 | 3 |
| 2024-12-05 | 2024-12-06 | -2.69 | 1 |
| 2024-09-27 | 2024-10-11 | -2.45 | 13 |
| 2024-09-11 | 2024-09-13 | -2.12 | 2 |
| 2024-08-13 | 2024-08-14 | -2.04 | 1 |
| Metric | uu.i_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 9.16% | 12.24% |
| Worst Day | -9.33% | -14.0% |
| Best Week | 18.64% | 18.08% |
| Worst Week | -10.13% | -20.52% |
| Best Month | 26.53% | 47.37% |
| Worst Month | -7.81% | -32.24% |
| Best Year | 59.35% | -12.05% |
| Worst Year | 1.86% | -45.53% |
| Avg. Up Day | 0.56% | 1.3% |
| Avg. Down Day | -0.44% | -1.21% |
| Avg. Up Week | 3.05% | 6.46% |
| Avg. Down Week | -1.78% | -7.17% |
| Avg. Up Month | 11.26% | 17.33% |
| Avg. Down Month | -4.42% | -12.68% |
| Win Days % | 48.51% | 49.36% |
| Win Month % | 75.0% | 25.0% |
| Win Week % | 68.75% | 46.94% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |