| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 78.0% | 100.0% |
| Cumulative Return | 212.28% | 74.97% |
| Max Drawdown | -14.91% | -63.9% |
| Sharpe | 1.92 | 0.63 |
| Sortino | 3.22 | 0.9 |
| Payoff Ratio | 1.43 | 1.27 |
| Profit Factor | 1.55 | 1.1 |
| Common Sense Ratio | 2.65 | 1.12 |
| CPC Index | 1.13 | 0.72 |
| Tail Ratio | 1.71 | 1.02 |
| Outlier Win Ratio | 13.64 | 3.0 |
| Outlier Loss Ratio | 11.56 | 2.82 |
| Volatility (ann.) | 21.82% | 65.26% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.26 | 0.34 |
| Skew | 0.91 | -0.15 |
| Kurtosis | 13.9 | 4.58 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.21% | 1.57% |
| Expected Yearly % | 32.93% | 15.01% |
| Kelly Criterion | 16.45% | 12.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -5.51% |
| Expected Shortfall (cVaR) | -1.76% | -5.51% |
| Year | ETHUSD | eth.uu_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 10.01 | 16.15 | 1.61 | + |
| 2023 | 91.13 | 49.21 | 0.54 | - |
| 2024 | 46.48 | 83.62 | 1.80 | + |
| 2025 | -43.19 | -1.87 | 0.04 | + |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.05% | 5.01% |
| 3M | -4.9% | -29.58% |
| 6M | 22.33% | -21.95% |
| YTD | -1.87% | -43.19% |
| 1Y | 69.17% | -38.19% |
| 3Y (ann.) | 48.56% | 21.47% |
| 5Y (ann.) | 48.56% | 21.47% |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.91% | -63.9% |
| Longest DD Days | 151.0 | 421.0 |
| Avg. Drawdown | -2.12% | -11.32% |
| Avg. Drawdown Days | 17.0 | 46.0 |
| Recovery Factor | 14.24 | 1.17 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-08 | -14.91 | 151 |
| 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 |
| 2024-06-21 | 2024-07-15 | -3.58 | 24 |
| 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% | -22.77% |
| Best Month | 26.37% | 55.48% |
| Worst Month | -8.62% | -34.4% |
| Best Year | 83.62% | 91.13% |
| Worst Year | -1.87% | -43.19% |
| Avg. Up Day | 0.88% | 2.61% |
| Avg. Down Day | -0.61% | -2.05% |
| Avg. Up Week | 2.39% | 7.92% |
| Avg. Down Week | -1.17% | -5.69% |
| Avg. Up Month | 5.84% | 14.91% |
| Avg. Down Month | -2.68% | -8.25% |
| Win Days % | 50.8% | 51.05% |
| Win Month % | 77.78% | 52.78% |
| Win Week % | 62.16% | 48.05% |
| Win Quarter % | 84.62% | 61.54% |
| Win Year % | 75.0% | 75.0% |