| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 197.54% | 5.44% |
| Max Drawdown | -14.91% | -63.9% |
| Sharpe | 1.75 | 0.37 |
| Sortino | 2.88 | 0.52 |
| Payoff Ratio | 1.4 | 1.25 |
| Profit Factor | 1.49 | 1.06 |
| Common Sense Ratio | 2.43 | 1.09 |
| CPC Index | 1.05 | 0.67 |
| Tail Ratio | 1.63 | 1.03 |
| Outlier Win Ratio | 13.78 | 3.0 |
| Outlier Loss Ratio | 11.31 | 2.8 |
| Volatility (ann.) | 22.58% | 67.32% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.0 | 0.03 |
| Skew | 0.83 | -0.18 |
| Kurtosis | 13.39 | 4.31 |
| Expected Daily % | 0.1% | 0.0% |
| Expected Monthly % | 2.99% | 0.14% |
| Expected Yearly % | 31.34% | 1.33% |
| Kelly Criterion | 15.11% | 11.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -5.73% |
| Expected Shortfall (cVaR) | -1.84% | -5.73% |
| Year | ETHUSD | eth.uu_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.20 | 10.66 | -0.34 | + |
| 2023 | 91.13 | 49.21 | 0.54 | - |
| 2024 | 46.48 | 83.62 | 1.80 | + |
| 2025 | -45.26 | -1.87 | 0.04 | + |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.05% | 1.2% |
| 3M | -4.35% | -27.36% |
| 6M | 22.13% | -25.71% |
| YTD | -1.87% | -45.26% |
| 1Y | 68.0% | -42.43% |
| 3Y (ann.) | 44.75% | 1.81% |
| 5Y (ann.) | 44.75% | 1.81% |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.91% | -63.9% |
| Longest DD Days | 150.0 | 420.0 |
| Avg. Drawdown | -2.29% | -15.01% |
| Avg. Drawdown Days | 16.0 | 65.0 |
| Recovery Factor | 13.25 | 0.09 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-07 | -14.91 | 150 |
| 2022-06-17 | 2022-06-25 | -11.15 | 8 |
| 2022-11-12 | 2023-02-02 | -7.86 | 82 |
| 2022-08-14 | 2022-09-27 | -7.39 | 44 |
| 2024-03-14 | 2024-03-26 | -6.68 | 12 |
| 2023-05-07 | 2023-06-22 | -6.40 | 46 |
| 2023-02-09 | 2023-03-13 | -6.02 | 32 |
| 2022-09-28 | 2022-10-26 | -4.89 | 28 |
| 2023-06-23 | 2023-10-23 | -4.50 | 122 |
| 2024-03-27 | 2024-04-22 | -4.29 | 26 |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Best Day | 8.52% | 16.54% |
| Worst Day | -7.99% | -20.65% |
| Best Week | 17.52% | 31.75% |
| Worst Week | -11.06% | -38.51% |
| Best Month | 26.37% | 55.48% |
| Worst Month | -8.62% | -44.95% |
| Best Year | 83.62% | 91.13% |
| Worst Year | -1.87% | -45.26% |
| Avg. Up Day | 0.9% | 2.66% |
| Avg. Down Day | -0.65% | -2.12% |
| Avg. Up Week | 2.38% | 7.9% |
| Avg. Down Week | -1.2% | -6.22% |
| Avg. Up Month | 5.92% | 15.51% |
| Avg. Down Month | -2.45% | -12.33% |
| Win Days % | 50.55% | 50.74% |
| Win Month % | 75.0% | 51.35% |
| Win Week % | 61.74% | 47.13% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |