| Metric | configs/eth/eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | -6.77% | -34.58% |
| Max Drawdown | -40.27% | -63.95% |
| Sharpe | 0.05 | -0.11 |
| Sortino | 0.06 | -0.16 |
| Payoff Ratio | 0.97 | 1.0 |
| Profit Factor | 1.03 | 0.98 |
| Common Sense Ratio | 1.25 | 0.98 |
| CPC Index | 0.5 | 0.49 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 13.95 | 2.48 |
| Outlier Loss Ratio | 14.55 | 2.73 |
| Volatility (ann.) | 20.75% | 35.69% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.17 | -0.53 |
| Skew | -30.45 | -0.25 |
| Kurtosis | 1094.03 | 8.36 |
| Expected Daily % | -0.0% | -0.03% |
| Expected Monthly % | -0.54% | -3.21% |
| Expected Yearly % | -3.45% | -19.11% |
| Kelly Criterion | -1.95% | -0.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -3.08% |
| Expected Shortfall (cVaR) | -1.78% | -3.08% |
| Year | ETHUSD | configs/eth/eth.master.uhl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 49.61 | -4.12 | + |
| 2025 | -25.61 | -37.69 | 1.47 | - |
| Metric | configs/eth/eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| MTD | -39.19% | -2.05% |
| 3M | -38.8% | 12.47% |
| 6M | -38.42% | -35.55% |
| YTD | -37.69% | -25.61% |
| 1Y | -7.19% | -35.92% |
| 3Y (ann.) | -6.68% | -34.2% |
| 5Y (ann.) | -6.68% | -34.2% |
| Metric | configs/eth/eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -40.27% | -63.95% |
| Longest DD Days | 171.0 | 182.0 |
| Avg. Drawdown | -1.39% | -17.79% |
| Avg. Drawdown Days | 7.0 | 52.0 |
| Recovery Factor | -0.17 | -0.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-06 | -40.27 | 171 |
| 2024-06-05 | 2024-07-15 | -4.59 | 39 |
| 2024-08-09 | 2024-09-13 | -2.74 | 35 |
| 2024-07-22 | 2024-08-08 | -2.59 | 17 |
| 2024-11-13 | 2024-11-19 | -2.35 | 5 |
| 2024-10-21 | 2024-11-06 | -1.72 | 16 |
| 2024-11-22 | 2024-12-04 | -1.58 | 12 |
| 2024-12-05 | 2024-12-06 | -1.34 | 1 |
| 2024-09-14 | 2024-09-17 | -1.32 | 3 |
| 2024-10-07 | 2024-10-11 | -1.24 | 4 |
| Metric | configs/eth/eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 6.17% | 12.24% |
| Worst Day | -38.73% | -14.0% |
| Best Week | 11.71% | 27.26% |
| Worst Week | -39.14% | -20.52% |
| Best Month | 27.12% | 47.37% |
| Worst Month | -39.19% | -32.24% |
| Best Year | 49.61% | -12.05% |
| Worst Year | -37.69% | -25.61% |
| Avg. Up Day | 0.25% | 1.34% |
| Avg. Down Day | -0.26% | -1.34% |
| Avg. Up Week | 2.9% | 6.99% |
| Avg. Down Week | -3.38% | -7.26% |
| Avg. Up Month | 10.94% | 30.63% |
| Avg. Down Month | -10.95% | -15.54% |
| Win Days % | 49.82% | 49.8% |
| Win Month % | 69.23% | 23.08% |
| Win Week % | 55.56% | 48.15% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |