| Metric | configs/eth/eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 66.55% | -30.96% |
| Max Drawdown | -6.2% | -63.76% |
| Sharpe | 3.64 | -0.12 |
| Sortino | 7.95 | -0.16 |
| Payoff Ratio | 1.56 | 0.86 |
| Profit Factor | 1.99 | 0.98 |
| Common Sense Ratio | 3.27 | 1.01 |
| CPC Index | 1.72 | 0.44 |
| Tail Ratio | 1.64 | 1.03 |
| Outlier Win Ratio | 12.81 | 2.7 |
| Outlier Loss Ratio | 20.19 | 2.36 |
| Volatility (ann.) | 14.08% | 73.81% |
| R^2 | 0.12 | 0.12 |
| Calmar | 10.59 | -0.48 |
| Skew | 2.47 | -0.6 |
| Kurtosis | 15.82 | 5.57 |
| Expected Daily % | 0.14% | -0.1% |
| Expected Monthly % | 4.0% | -2.81% |
| Expected Yearly % | 29.05% | -16.91% |
| Kelly Criterion | 26.31% | -2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -6.38% |
| Expected Shortfall (cVaR) | -1.07% | -6.38% |
| Year | ETHUSD | configs/eth/eth.master.uhl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 56.07 | -4.75 | + |
| 2025 | -21.71 | 6.72 | -0.31 | + |
| Metric | configs/eth/eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 0.84% | 4.02% |
| 3M | 4.28% | 24.14% |
| 6M | 7.84% | -28.49% |
| YTD | 6.72% | -21.71% |
| 1Y | 66.45% | -30.47% |
| 3Y (ann.) | 65.63% | -30.68% |
| 5Y (ann.) | 65.63% | -30.68% |
| Metric | configs/eth/eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -6.2% | -63.76% |
| Longest DD Days | 54.0 | 181.0 |
| Avg. Drawdown | -1.03% | -28.66% |
| Avg. Drawdown Days | 11.0 | 90.0 |
| Recovery Factor | 10.74 | -0.49 |
| Ulcer Index | 1.02 | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-26 | -6.20 | 54 |
| 2024-06-06 | 2024-07-15 | -3.90 | 39 |
| 2025-01-25 | 2025-03-02 | -3.62 | 36 |
| 2024-12-17 | 2025-01-22 | -2.69 | 36 |
| 2024-08-10 | 2024-09-12 | -2.06 | 33 |
| 2024-07-22 | 2024-08-06 | -1.69 | 15 |
| 2024-11-23 | 2024-12-05 | -1.62 | 12 |
| 2024-10-22 | 2024-11-06 | -1.01 | 15 |
| 2024-09-15 | 2024-09-18 | -0.88 | 3 |
| 2025-01-23 | 2025-01-24 | -0.69 | 1 |
| Metric | configs/eth/eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 6.18% | 16.74% |
| Worst Day | -2.29% | -20.65% |
| Best Week | 11.45% | 20.84% |
| Worst Week | -3.06% | -22.77% |
| Best Month | 27.61% | 39.49% |
| Worst Month | -1.03% | -34.4% |
| Best Year | 56.07% | -11.81% |
| Worst Year | 6.72% | -21.71% |
| Avg. Up Day | 0.54% | 2.55% |
| Avg. Down Day | -0.34% | -2.96% |
| Avg. Up Week | 2.54% | 6.04% |
| Avg. Down Week | -0.97% | -7.83% |
| Avg. Up Month | 7.64% | 17.52% |
| Avg. Down Month | -0.9% | -20.22% |
| Win Days % | 55.04% | 52.3% |
| Win Month % | 76.92% | 38.46% |
| Win Week % | 61.11% | 51.85% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |