| Metric | eth.u_ | ETHUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 375.26% | -11.48% |
| Max Drawdown | -23.64% | -63.55% |
| Sharpe | 0.79 | 0.13 |
| Sortino | 1.24 | 0.19 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.23 | 1.02 |
| Common Sense Ratio | 1.58 | 1.01 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 14.01 | 3.72 |
| Outlier Loss Ratio | 5.29 | 3.89 |
| Volatility (ann.) | 19.56% | 33.2% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.06 | -0.07 |
| Skew | 1.4 | 0.21 |
| Kurtosis | 28.43 | 9.25 |
| Expected Daily % | 0.04% | -0.0% |
| Expected Monthly % | 4.42% | -0.34% |
| Expected Yearly % | 47.65% | -3.0% |
| Kelly Criterion | 7.91% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -2.85% |
| Expected Shortfall (cVaR) | -1.64% | -2.85% |
| Year | ETHUSD | eth.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 3.32 | -0.10 | + |
| 2023 | 91.16 | 89.85 | 0.99 | - |
| 2024 | 45.75 | 135.74 | 2.97 | + |
| 2025 | -52.22 | 2.77 | -0.05 | + |
| Metric | eth.u_ | ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.66% |
| 3M | -5.83% | -56.23% |
| 6M | 45.78% | -34.78% |
| YTD | 2.77% | -52.22% |
| 1Y | 134.53% | -53.92% |
| 3Y (ann.) | 72.45% | -4.17% |
| 5Y (ann.) | 72.45% | -4.17% |
| Metric | eth.u_ | ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -63.55% |
| Longest DD Days | 122.0 | 392.0 |
| Avg. Drawdown | -3.97% | -11.2% |
| Avg. Drawdown Days | 13.0 | 42.0 |
| Recovery Factor | 15.87 | -0.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-09-27 | -21.38 | 92 |
| 2024-12-06 | 2025-04-08 | -17.91 | 122 |
| 2022-11-12 | 2023-02-02 | -14.63 | 81 |
| 2023-05-06 | 2023-06-22 | -14.05 | 47 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-02-09 | 2024-03-20 | -11.55 | 40 |
| 2024-04-01 | 2024-05-20 | -11.00 | 49 |
| 2023-06-23 | 2023-10-23 | -9.74 | 122 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| Metric | eth.u_ | ETHUSD |
|---|---|---|
| Best Day | 12.64% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.12% | 25.43% |
| Worst Week | -10.88% | -34.61% |
| Best Month | 33.31% | 56.93% |
| Worst Month | -6.93% | -44.86% |
| Best Year | 135.74% | 91.16% |
| Worst Year | 2.77% | -52.22% |
| Avg. Up Day | 0.99% | 1.14% |
| Avg. Down Day | -0.84% | -1.01% |
| Avg. Up Week | 5.53% | 7.05% |
| Avg. Down Week | -2.9% | -6.76% |
| Avg. Up Month | 11.46% | 16.85% |
| Avg. Down Month | -3.26% | -15.01% |
| Win Days % | 50.18% | 50.01% |
| Win Month % | 57.58% | 50.0% |
| Win Week % | 59.46% | 50.33% |
| Win Quarter % | 83.33% | 46.15% |
| Win Year % | 100.0% | 50.0% |