| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 30.53% | 9.0% |
| Max Drawdown | -40.33% | -64.24% |
| Sharpe | 0.36 | 0.21 |
| Sortino | 0.38 | 0.29 |
| Payoff Ratio | 1.26 | 1.03 |
| Profit Factor | 1.17 | 1.03 |
| Common Sense Ratio | 1.44 | 1.03 |
| CPC Index | 0.77 | 0.53 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 14.88 | 2.62 |
| Outlier Loss Ratio | 13.68 | 2.8 |
| Volatility (ann.) | 17.23% | 33.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.46 | 0.09 |
| Skew | -34.36 | 0.14 |
| Kurtosis | 1491.24 | 11.07 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.41% | 0.45% |
| Expected Yearly % | 9.29% | 2.92% |
| Kelly Criterion | 13.74% | 1.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.84% |
| Expected Shortfall (cVaR) | -1.47% | -2.84% |
| Year | returns_benchmark | ETH.UU | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 36.18 | 17.19 | 0.48 | - |
| 2024 | 45.62 | 79.65 | 1.75 | + |
| 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.) | 18.39% | 5.61% |
| 5Y (ann.) | 18.39% | 5.61% |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Max Drawdown | -40.33% | -64.24% |
| Longest DD Days | 133.0 | 413.0 |
| Avg. Drawdown | -1.11% | -5.95% |
| Avg. Drawdown Days | 5.0 | 20.0 |
| Recovery Factor | 0.76 | 0.14 |
| Ulcer Index | 1.01 | 1.01 |
| 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 |
| 2023-12-22 | 2024-01-02 | -1.88 | 10 |
| 2024-10-21 | 2024-11-06 | -1.71 | 16 |
| 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 | 79.65% | 45.62% |
| Worst Year | -38.0% | -45.03% |
| Avg. Up Day | 0.25% | 1.31% |
| Avg. Down Day | -0.2% | -1.26% |
| Avg. Up Week | 2.65% | 7.64% |
| Avg. Down Week | -0.97% | -7.01% |
| Avg. Up Month | 8.43% | 20.47% |
| Avg. Down Month | -1.62% | -14.92% |
| Win Days % | 51.84% | 49.89% |
| Win Month % | 73.68% | 47.37% |
| Win Week % | 60.0% | 50.59% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 66.67% | 66.67% |