| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 11.23% | -19.63% |
| Max Drawdown | -40.33% | -64.24% |
| Sharpe | 0.23 | 0.06 |
| Sortino | 0.24 | 0.08 |
| Payoff Ratio | 1.25 | 1.02 |
| Profit Factor | 1.11 | 1.01 |
| Common Sense Ratio | 1.41 | 0.98 |
| CPC Index | 0.71 | 0.51 |
| Tail Ratio | 1.27 | 0.97 |
| Outlier Win Ratio | 14.86 | 2.58 |
| Outlier Loss Ratio | 13.4 | 2.76 |
| Volatility (ann.) | 18.6% | 34.76% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.21 | -0.24 |
| Skew | -32.54 | 0.13 |
| Kurtosis | 1306.84 | 10.7 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 0.67% | -1.36% |
| Expected Yearly % | 5.46% | -10.35% |
| Kelly Criterion | 12.05% | 0.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.99% |
| Expected Shortfall (cVaR) | -1.59% | -2.99% |
| Year | returns_benchmark | ETH.UU | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.20 | 79.40 | 1.72 | + |
| 2025 | -45.03 | -38.00 | 0.84 | + |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| MTD | -36.37% | 0.49% |
| 3M | -38.39% | -42.51% |
| 6M | -21.29% | -26.94% |
| YTD | -38.0% | -45.03% |
| 1Y | -3.36% | -43.9% |
| 3Y (ann.) | 8.35% | -15.2% |
| 5Y (ann.) | 8.35% | -15.2% |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Max Drawdown | -40.33% | -64.24% |
| Longest DD Days | 133.0 | 413.0 |
| Avg. Drawdown | -1.36% | -7.41% |
| Avg. Drawdown Days | 6.0 | 29.0 |
| Recovery Factor | 0.28 | -0.31 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-29 | -40.33 | 133 |
| 2024-01-09 | 2024-02-28 | -5.98 | 50 |
| 2024-03-11 | 2024-03-25 | -5.72 | 13 |
| 2024-05-21 | 2024-07-15 | -5.09 | 55 |
| 2024-03-05 | 2024-03-08 | -3.32 | 3 |
| 2024-08-09 | 2024-09-13 | -2.75 | 35 |
| 2024-07-22 | 2024-08-08 | -2.59 | 17 |
| 2024-11-13 | 2024-11-19 | -2.35 | 5 |
| 2024-10-21 | 2024-11-06 | -1.71 | 16 |
| 2024-11-22 | 2024-12-04 | -1.58 | 12 |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Best Day | 6.17% | 16.51% |
| Worst Day | -38.79% | -14.0% |
| Best Week | 11.7% | 20.47% |
| Worst Week | -38.89% | -20.54% |
| Best Month | 27.09% | 47.3% |
| Worst Month | -36.37% | -32.28% |
| Best Year | 79.4% | 46.2% |
| Worst Year | -38.0% | -45.03% |
| Avg. Up Day | 0.26% | 1.36% |
| Avg. Down Day | -0.21% | -1.33% |
| Avg. Up Week | 2.73% | 7.86% |
| Avg. Down Week | -1.06% | -7.74% |
| Avg. Up Month | 10.18% | 26.23% |
| Avg. Down Month | -1.55% | -19.82% |
| Win Days % | 51.19% | 49.77% |
| Win Month % | 68.75% | 43.75% |
| Win Week % | 59.15% | 49.3% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |