| Metric | eth.master.uhl_ | ETHUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 73.8% | 4.43% |
| Max Drawdown | -40.3% | -64.23% |
| Sharpe | 0.44 | 0.18 |
| Sortino | 0.49 | 0.26 |
| Payoff Ratio | 1.27 | 1.06 |
| Profit Factor | 1.18 | 1.03 |
| Common Sense Ratio | 1.48 | 1.02 |
| CPC Index | 0.74 | 0.55 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 15.26 | 2.81 |
| Outlier Loss Ratio | 17.13 | 2.87 |
| Volatility (ann.) | 13.5% | 33.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.52 | 0.02 |
| Skew | -38.87 | 0.27 |
| Kurtosis | 2156.91 | 9.5 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.59% | 0.12% |
| Expected Yearly % | 14.82% | 1.09% |
| Kelly Criterion | 9.82% | 3.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.85% |
| Expected Shortfall (cVaR) | -1.15% | -2.85% |
| Year | ETHUSD | eth.master.uhl_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.80 | -3.28 | 0.10 | + |
| 2023 | 91.16 | 61.24 | 0.67 | - |
| 2024 | 45.75 | 79.69 | 1.74 | + |
| 2025 | -45.04 | -37.98 | 0.84 | + |
| Metric | eth.master.uhl_ | ETHUSD |
|---|---|---|
| MTD | -36.36% | 0.46% |
| 3M | -38.37% | -42.48% |
| 6M | -21.22% | -26.92% |
| YTD | -37.98% | -45.04% |
| 1Y | -3.28% | -43.9% |
| 3Y (ann.) | 21.03% | 1.51% |
| 5Y (ann.) | 21.03% | 1.51% |
| Metric | eth.master.uhl_ | ETHUSD |
|---|---|---|
| Max Drawdown | -40.3% | -64.23% |
| Longest DD Days | 153.0 | 413.0 |
| Avg. Drawdown | -1.3% | -10.26% |
| Avg. Drawdown Days | 8.0 | 40.0 |
| Recovery Factor | 1.83 | 0.07 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-29 | -40.30 | 133 |
| 2022-06-08 | 2022-08-12 | -10.19 | 65 |
| 2022-08-13 | 2023-01-14 | -7.63 | 153 |
| 2024-01-09 | 2024-02-28 | -5.96 | 50 |
| 2024-03-11 | 2024-03-25 | -5.73 | 13 |
| 2023-05-06 | 2023-06-20 | -5.29 | 45 |
| 2024-05-21 | 2024-07-15 | -5.11 | 55 |
| 2023-06-23 | 2023-10-23 | -5.00 | 121 |
| 2023-02-07 | 2023-02-15 | -3.81 | 8 |
| 2024-03-05 | 2024-03-08 | -3.33 | 3 |
| Metric | eth.master.uhl_ | ETHUSD |
|---|---|---|
| Best Day | 6.17% | 16.51% |
| Worst Day | -38.79% | -14.0% |
| Best Week | 12.23% | 25.43% |
| Worst Week | -38.9% | -34.61% |
| Best Month | 27.12% | 56.93% |
| Worst Month | -36.36% | -38.95% |
| Best Year | 79.69% | 91.16% |
| Worst Year | -37.98% | -45.04% |
| Avg. Up Day | 0.23% | 1.26% |
| Avg. Down Day | -0.18% | -1.18% |
| Avg. Up Week | 2.5% | 8.17% |
| Avg. Down Week | -1.08% | -7.26% |
| Avg. Up Month | 7.08% | 18.4% |
| Avg. Down Month | -1.81% | -14.65% |
| Win Days % | 49.58% | 50.06% |
| Win Month % | 62.86% | 51.43% |
| Win Week % | 54.84% | 51.61% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |