| Metric | eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 51.7% | -52.57% |
| Max Drawdown | -6.8% | -63.76% |
| Sharpe | 3.18 | -0.76 |
| Sortino | 6.6 | -0.97 |
| Payoff Ratio | 1.55 | 0.77 |
| Profit Factor | 1.77 | 0.89 |
| Common Sense Ratio | 2.31 | 0.78 |
| CPC Index | 1.43 | 0.35 |
| Tail Ratio | 1.3 | 0.88 |
| Outlier Win Ratio | 11.16 | 2.73 |
| Outlier Loss Ratio | 20.5 | 2.63 |
| Volatility (ann.) | 14.75% | 72.32% |
| R^2 | 0.18 | 0.18 |
| Calmar | 8.58 | -0.88 |
| Skew | 2.25 | -0.98 |
| Kurtosis | 13.94 | 5.74 |
| Expected Daily % | 0.13% | -0.22% |
| Expected Monthly % | 3.86% | -6.56% |
| Expected Yearly % | 23.17% | -31.13% |
| Kelly Criterion | 21.2% | -12.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -6.38% |
| Expected Shortfall (cVaR) | -1.14% | -6.38% |
| Year | ETHUSD | eth.master.uhl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 49.54 | -4.19 | + |
| 2025 | -46.21 | 1.44 | -0.03 | + |
| Metric | eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 4.05% | -0.72% |
| 3M | -0.99% | -45.51% |
| 6M | 28.89% | -27.23% |
| YTD | 1.44% | -46.21% |
| 1Y | 51.7% | -52.57% |
| 3Y (ann.) | 58.33% | -56.07% |
| 5Y (ann.) | 58.33% | -56.07% |
| Metric | eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -6.8% | -63.76% |
| Longest DD Days | 132.0 | 181.0 |
| Avg. Drawdown | -1.07% | -28.66% |
| Avg. Drawdown Days | 13.0 | 81.0 |
| Recovery Factor | 7.6 | -0.82 |
| Ulcer Index | 1.04 | 1.19 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-28 | -6.80 | 132 |
| 2024-06-06 | 2024-07-15 | -4.26 | 39 |
| 2024-07-22 | 2024-08-08 | -2.20 | 17 |
| 2024-08-10 | 2024-09-14 | -1.98 | 35 |
| 2024-11-23 | 2024-12-05 | -1.57 | 12 |
| 2024-10-22 | 2024-11-06 | -1.24 | 15 |
| 2024-09-15 | 2024-09-19 | -0.98 | 4 |
| 2024-12-09 | 2024-12-11 | -0.70 | 2 |
| 2024-10-07 | 2024-10-12 | -0.70 | 5 |
| 2024-07-18 | 2024-07-19 | -0.50 | 1 |
| Metric | eth.master.uhl_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 6.21% | 13.5% |
| Worst Day | -2.15% | -20.65% |
| Best Week | 11.2% | 16.68% |
| Worst Week | -3.38% | -22.77% |
| Best Month | 27.07% | 39.49% |
| Worst Month | -1.88% | -34.4% |
| Best Year | 49.54% | -11.81% |
| Worst Year | 1.44% | -46.21% |
| Avg. Up Day | 0.61% | 2.45% |
| Avg. Down Day | -0.4% | -3.2% |
| Avg. Up Week | 2.63% | 5.51% |
| Avg. Down Week | -1.22% | -8.22% |
| Avg. Up Month | 11.7% | 14.82% |
| Avg. Down Month | -1.58% | -20.22% |
| Win Days % | 52.12% | 51.06% |
| Win Month % | 72.73% | 27.27% |
| Win Week % | 61.22% | 51.02% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |