| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 54.83% | -45.96% |
| Max Drawdown | -16.64% | -63.95% |
| Sharpe | 0.88 | -0.28 |
| Sortino | 1.31 | -0.38 |
| Payoff Ratio | 1.25 | 1.08 |
| Profit Factor | 1.24 | 0.96 |
| Common Sense Ratio | 1.67 | 0.91 |
| CPC Index | 0.75 | 0.51 |
| Tail Ratio | 1.34 | 0.95 |
| Outlier Win Ratio | 12.52 | 2.91 |
| Outlier Loss Ratio | 9.89 | 3.11 |
| Volatility (ann.) | 14.4% | 35.58% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.59 | -0.75 |
| Skew | -0.22 | -0.32 |
| Kurtosis | 39.62 | 8.88 |
| Expected Daily % | 0.03% | -0.05% |
| Expected Monthly % | 3.71% | -5.0% |
| Expected Yearly % | 24.43% | -26.49% |
| Kelly Criterion | 7.27% | 3.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.09% |
| Expected Shortfall (cVaR) | -1.21% | -3.09% |
| Year | ETHUSD | eth.uu_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 57.51 | -4.77 | + |
| 2025 | -38.55 | -1.70 | 0.04 | + |
| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.11% | 14.08% |
| 3M | -5.19% | -26.61% |
| 6M | 11.0% | -24.88% |
| YTD | -1.7% | -38.55% |
| 1Y | 54.83% | -45.96% |
| 3Y (ann.) | 59.67% | -48.25% |
| 5Y (ann.) | 59.67% | -48.25% |
| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.64% | -63.95% |
| Longest DD Days | 152.0 | 182.0 |
| Avg. Drawdown | -1.83% | -17.79% |
| Avg. Drawdown Days | 9.0 | 48.0 |
| Recovery Factor | 3.3 | -0.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-05-08 | -16.64 | 152 |
| 2024-06-12 | 2024-07-15 | -5.47 | 32 |
| 2024-08-06 | 2024-08-08 | -5.21 | 2 |
| 2024-08-14 | 2024-09-10 | -4.00 | 27 |
| 2024-08-09 | 2024-08-12 | -3.23 | 3 |
| 2024-09-14 | 2024-09-19 | -3.16 | 5 |
| 2024-12-05 | 2024-12-06 | -2.86 | 1 |
| 2024-09-27 | 2024-10-11 | -2.36 | 13 |
| 2024-07-16 | 2024-08-05 | -1.98 | 20 |
| 2024-09-11 | 2024-09-13 | -1.83 | 2 |
| Metric | eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 8.54% | 12.24% |
| Worst Day | -9.37% | -14.0% |
| Best Week | 18.5% | 18.08% |
| Worst Week | -10.37% | -20.52% |
| Best Month | 26.35% | 47.37% |
| Worst Month | -8.59% | -32.24% |
| Best Year | 57.51% | -12.05% |
| Worst Year | -1.7% | -38.55% |
| Avg. Up Day | 0.51% | 1.3% |
| Avg. Down Day | -0.41% | -1.19% |
| Avg. Up Week | 3.05% | 6.85% |
| Avg. Down Week | -1.6% | -6.89% |
| Avg. Up Month | 11.0% | 21.66% |
| Avg. Down Month | -4.24% | -12.68% |
| Win Days % | 48.51% | 49.52% |
| Win Month % | 75.0% | 25.0% |
| Win Week % | 61.22% | 48.0% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |