| Metric | configs/eth/eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -7.03% | -35.0% |
| Max Drawdown | -39.91% | -63.76% |
| Sharpe | 0.11 | -0.2 |
| Sortino | 0.11 | -0.26 |
| Payoff Ratio | 0.81 | 0.82 |
| Profit Factor | 1.05 | 0.97 |
| Common Sense Ratio | 1.33 | 0.98 |
| CPC Index | 0.44 | 0.42 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 12.15 | 2.65 |
| Outlier Loss Ratio | 11.59 | 2.34 |
| Volatility (ann.) | 41.89% | 73.93% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.17 | -0.54 |
| Skew | -15.99 | -0.59 |
| Kurtosis | 291.74 | 5.49 |
| Expected Daily % | -0.02% | -0.12% |
| Expected Monthly % | -0.56% | -3.26% |
| Expected Yearly % | -3.58% | -19.38% |
| Kelly Criterion | -7.41% | -6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.59% | -6.41% |
| Expected Shortfall (cVaR) | -3.59% | -6.41% |
| Year | ETHUSD | configs/eth/eth.master.uhl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 49.54 | -4.19 | + |
| 2025 | -26.30 | -37.83 | 1.44 | - |
| Metric | configs/eth/eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -39.26% | -2.07% |
| 3M | -39.02% | 12.92% |
| 6M | -37.97% | -33.21% |
| YTD | -37.83% | -26.3% |
| 1Y | -7.43% | -35.06% |
| 3Y (ann.) | -6.94% | -34.62% |
| 5Y (ann.) | -6.94% | -34.62% |
| Metric | configs/eth/eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -39.91% | -63.76% |
| Longest DD Days | 171.0 | 181.0 |
| Avg. Drawdown | -2.64% | -28.66% |
| Avg. Drawdown Days | 15.0 | 90.0 |
| Recovery Factor | -0.18 | -0.55 |
| Ulcer Index | 1.1 | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-06 | -39.91 | 171 |
| 2024-06-06 | 2024-07-15 | -4.26 | 39 |
| 2024-07-22 | 2024-08-08 | -2.20 | 17 |
| 2024-08-10 | 2024-09-14 | -1.98 | 35 |
| 2024-11-23 | 2024-12-05 | -1.57 | 12 |
| 2024-10-22 | 2024-11-06 | -1.24 | 15 |
| 2024-09-15 | 2024-09-19 | -0.98 | 4 |
| 2024-12-09 | 2024-12-11 | -0.70 | 2 |
| 2024-10-07 | 2024-10-12 | -0.70 | 5 |
| 2024-07-18 | 2024-07-19 | -0.50 | 1 |
| Metric | configs/eth/eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 6.21% | 16.74% |
| Worst Day | -39.66% | -20.65% |
| Best Week | 11.2% | 20.84% |
| Worst Week | -39.38% | -22.77% |
| Best Month | 27.07% | 39.49% |
| Worst Month | -39.26% | -34.4% |
| Best Year | 49.54% | -11.81% |
| Worst Year | -37.83% | -26.3% |
| Avg. Up Day | 0.56% | 2.62% |
| Avg. Down Day | -0.7% | -3.19% |
| Avg. Up Week | 2.59% | 5.53% |
| Avg. Down Week | -3.41% | -7.78% |
| Avg. Up Month | 8.97% | 20.9% |
| Avg. Down Month | -11.0% | -15.68% |
| Win Days % | 52.03% | 52.16% |
| Win Month % | 69.23% | 30.77% |
| Win Week % | 57.41% | 51.85% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |