| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 208.87% | 41.99% |
| Max Drawdown | -16.64% | -64.23% |
| Sharpe | 0.94 | 0.26 |
| Sortino | 1.44 | 0.37 |
| Payoff Ratio | 1.25 | 1.15 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 1.73 | 1.04 |
| CPC Index | 0.77 | 0.6 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 15.49 | 3.13 |
| Outlier Loss Ratio | 11.46 | 3.24 |
| Volatility (ann.) | 11.34% | 32.29% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.96 | 0.21 |
| Skew | 0.45 | 0.27 |
| Kurtosis | 42.17 | 9.72 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.27% | 1.01% |
| Expected Yearly % | 32.57% | 9.16% |
| Kelly Criterion | 8.01% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.76% |
| Expected Shortfall (cVaR) | -0.95% | -2.76% |
| Year | ETHUSD | eth.uu_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.99 | 13.24 | 3.32 | + |
| 2023 | 91.16 | 49.30 | 0.54 | - |
| 2024 | 45.75 | 83.11 | 1.82 | + |
| 2025 | -51.00 | -0.23 | 0.00 | + |
| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| MTD | 3.8% | -10.43% |
| 3M | -4.53% | -47.96% |
| 6M | 29.99% | -33.86% |
| YTD | -0.23% | -51.0% |
| 1Y | 76.66% | -48.32% |
| 3Y (ann.) | 49.19% | 13.24% |
| 5Y (ann.) | 49.19% | 13.24% |
| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.64% | -64.23% |
| Longest DD Days | 129.0 | 399.0 |
| Avg. Drawdown | -1.98% | -7.62% |
| Avg. Drawdown Days | 11.0 | 25.0 |
| Recovery Factor | 12.55 | 0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-15 | -16.64 | 129 |
| 2022-11-12 | 2023-02-01 | -8.72 | 81 |
| 2022-08-13 | 2022-09-27 | -7.97 | 44 |
| 2023-05-06 | 2023-06-21 | -7.48 | 46 |
| 2023-02-04 | 2023-03-12 | -7.12 | 36 |
| 2024-03-13 | 2024-03-25 | -6.69 | 12 |
| 2024-06-12 | 2024-07-15 | -5.47 | 32 |
| 2024-08-06 | 2024-08-08 | -5.21 | 2 |
| 2022-09-27 | 2022-10-25 | -4.97 | 28 |
| 2023-03-14 | 2023-03-17 | -4.91 | 3 |
| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| Best Day | 8.54% | 16.51% |
| Worst Day | -9.37% | -14.0% |
| Best Week | 18.5% | 25.43% |
| Worst Week | -10.37% | -21.87% |
| Best Month | 26.35% | 56.93% |
| Worst Month | -8.59% | -32.24% |
| Best Year | 83.11% | 91.16% |
| Worst Year | -0.23% | -51.0% |
| Avg. Up Day | 0.4% | 1.15% |
| Avg. Down Day | -0.32% | -1.0% |
| Avg. Up Week | 2.48% | 7.56% |
| Avg. Down Week | -1.17% | -6.14% |
| Avg. Up Month | 6.29% | 18.31% |
| Avg. Down Month | -2.48% | -11.93% |
| Win Days % | 48.86% | 50.17% |
| Win Month % | 74.29% | 48.57% |
| Win Week % | 59.18% | 51.66% |
| Win Quarter % | 84.62% | 46.15% |
| Win Year % | 75.0% | 75.0% |