| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 203.08% | -15.18% |
| Max Drawdown | -14.91% | -63.9% |
| Sharpe | 1.81 | 0.25 |
| Sortino | 3.0 | 0.36 |
| Payoff Ratio | 1.43 | 1.25 |
| Profit Factor | 1.51 | 1.04 |
| Common Sense Ratio | 2.48 | 1.04 |
| CPC Index | 1.09 | 0.66 |
| Tail Ratio | 1.64 | 1.0 |
| Outlier Win Ratio | 13.42 | 2.98 |
| Outlier Loss Ratio | 11.63 | 2.84 |
| Volatility (ann.) | 22.74% | 67.4% |
| R^2 | 0.41 | 0.41 |
| Calmar | 3.16 | -0.09 |
| Skew | 0.85 | -0.23 |
| Kurtosis | 13.25 | 4.24 |
| Expected Daily % | 0.11% | -0.02% |
| Expected Monthly % | 3.22% | -0.47% |
| Expected Yearly % | 31.94% | -4.03% |
| Kelly Criterion | 15.56% | 10.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -5.76% |
| Expected Shortfall (cVaR) | -1.85% | -5.76% |
| Year | ETHUSD | eth.uu_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.26 | 10.66 | -0.28 | + |
| 2023 | 91.13 | 49.21 | 0.54 | - |
| 2024 | 46.48 | 83.62 | 1.80 | + |
| 2025 | -50.93 | -0.04 | 0.00 | + |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| MTD | 4.21% | -9.42% |
| 3M | -4.19% | -50.01% |
| 6M | 30.59% | -33.47% |
| YTD | -0.04% | -50.93% |
| 1Y | 77.66% | -46.69% |
| 3Y (ann.) | 47.08% | -5.57% |
| 5Y (ann.) | 47.08% | -5.57% |
| Metric | eth.uu_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.91% | -63.9% |
| Longest DD Days | 128.0 | 398.0 |
| Avg. Drawdown | -2.29% | -14.94% |
| Avg. Drawdown Days | 16.0 | 64.0 |
| Recovery Factor | 13.62 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-15 | -14.91 | 128 |
| 2022-06-17 | 2022-06-25 | -11.15 | 8 |
| 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 |
| 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% | -38.51% |
| Best Month | 26.37% | 55.48% |
| Worst Month | -8.62% | -43.68% |
| Best Year | 83.62% | 91.13% |
| Worst Year | -0.04% | -50.93% |
| Avg. Up Day | 0.92% | 2.67% |
| Avg. Down Day | -0.64% | -2.13% |
| Avg. Up Week | 2.48% | 7.96% |
| Avg. Down Week | -1.23% | -6.34% |
| Avg. Up Month | 6.26% | 16.35% |
| Avg. Down Month | -2.45% | -12.19% |
| Win Days % | 50.31% | 50.43% |
| Win Month % | 74.29% | 48.57% |
| Win Week % | 61.64% | 46.1% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 50.0% |