| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 78.0% | 100.0% |
| Cumulative Return | 207.69% | 41.28% |
| Max Drawdown | -14.91% | -63.9% |
| Sharpe | 1.93 | 0.52 |
| Sortino | 3.25 | 0.74 |
| Payoff Ratio | 1.46 | 1.28 |
| Profit Factor | 1.55 | 1.08 |
| Common Sense Ratio | 2.61 | 1.1 |
| CPC Index | 1.14 | 0.7 |
| Tail Ratio | 1.68 | 1.02 |
| Outlier Win Ratio | 13.47 | 2.99 |
| Outlier Loss Ratio | 11.5 | 2.79 |
| Volatility (ann.) | 21.96% | 65.35% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.29 | 0.2 |
| Skew | 0.94 | -0.2 |
| Kurtosis | 13.74 | 4.46 |
| Expected Daily % | 0.11% | 0.03% |
| Expected Monthly % | 3.26% | 0.99% |
| Expected Yearly % | 32.44% | 9.02% |
| Kelly Criterion | 16.41% | 12.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -5.53% |
| Expected Shortfall (cVaR) | -1.78% | -5.53% |
| Year | ETHUSD | eth.uu_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.77 | 13.18 | 3.49 | + |
| 2023 | 91.13 | 49.21 | 0.54 | - |
| 2024 | 46.48 | 83.62 | 1.80 | + |
| 2025 | -51.37 | -0.78 | 0.02 | + |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.44% | -10.24% |
| 3M | -4.9% | -49.96% |
| 6M | 30.28% | -33.64% |
| YTD | -0.78% | -51.37% |
| 1Y | 76.35% | -50.02% |
| 3Y (ann.) | 49.04% | 13.05% |
| 5Y (ann.) | 49.04% | 13.05% |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.91% | -63.9% |
| Longest DD Days | 127.0 | 397.0 |
| Avg. Drawdown | -2.13% | -11.08% |
| Avg. Drawdown Days | 16.0 | 43.0 |
| Recovery Factor | 13.93 | 0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-14 | -14.91 | 127 |
| 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 | -0.78% | -51.37% |
| Avg. Up Day | 0.9% | 2.63% |
| Avg. Down Day | -0.61% | -2.05% |
| Avg. Up Week | 2.48% | 8.02% |
| Avg. Down Week | -1.17% | -5.69% |
| Avg. Up Month | 6.26% | 16.35% |
| Avg. Down Month | -2.68% | -8.25% |
| Win Days % | 50.38% | 50.68% |
| Win Month % | 77.14% | 48.57% |
| Win Week % | 62.07% | 46.36% |
| Win Quarter % | 84.62% | 46.15% |
| Win Year % | 75.0% | 75.0% |