| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 110.7% | 98.71% |
| Max Drawdown | -5.98% | -45.29% |
| Sharpe | 1.99 | 0.6 |
| Sortino | 3.91 | 0.89 |
| Payoff Ratio | 1.36 | 1.1 |
| Profit Factor | 1.55 | 1.1 |
| Common Sense Ratio | 2.11 | 1.23 |
| CPC Index | 1.11 | 0.6 |
| Tail Ratio | 1.36 | 1.11 |
| Outlier Win Ratio | 14.82 | 2.73 |
| Outlier Loss Ratio | 14.52 | 2.59 |
| Volatility (ann.) | 7.62% | 30.24% |
| R^2 | 0.27 | 0.27 |
| Calmar | 13.61 | 1.61 |
| Skew | 3.86 | 0.42 |
| Kurtosis | 49.51 | 13.19 |
| Expected Daily % | 0.04% | 0.04% |
| Expected Monthly % | 4.77% | 4.39% |
| Expected Yearly % | 28.2% | 25.72% |
| Kelly Criterion | 17.28% | 4.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.55% |
| Expected Shortfall (cVaR) | -0.61% | -2.55% |
| Year | returns_benchmark | ETH.UU | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 36.18 | 17.19 | 0.48 | - |
| 2024 | 45.62 | 79.65 | 1.75 | + |
| 2025 | 0.21 | 0.08 | 0.38 | - |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| MTD | 0.08% | 0.21% |
| 3M | 31.77% | 28.29% |
| 6M | 50.6% | -3.0% |
| YTD | 0.08% | 0.21% |
| 1Y | 78.32% | 41.71% |
| 3Y (ann.) | 81.34% | 73.06% |
| 5Y (ann.) | 81.34% | 73.06% |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Max Drawdown | -5.98% | -45.29% |
| Longest DD Days | 55.0 | 295.0 |
| Avg. Drawdown | -0.75% | -5.27% |
| Avg. Drawdown Days | 4.0 | 15.0 |
| Recovery Factor | 18.53 | 2.18 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 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 |
| 2024-12-17 | 2025-01-01 | -3.89 | 15 |
| 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 | -2.79% | -14.0% |
| Best Week | 11.7% | 20.47% |
| Worst Week | -2.98% | -12.93% |
| Best Month | 27.09% | 47.3% |
| Worst Month | -1.82% | -22.26% |
| Best Year | 79.65% | 45.62% |
| Worst Year | 0.08% | 0.21% |
| Avg. Up Day | 0.25% | 1.25% |
| Avg. Down Day | -0.19% | -1.14% |
| Avg. Up Week | 2.85% | 7.75% |
| Avg. Down Week | -0.9% | -6.28% |
| Avg. Up Month | 7.5% | 18.21% |
| Avg. Down Month | -1.3% | -4.42% |
| Win Days % | 52.26% | 49.89% |
| Win Month % | 87.5% | 56.25% |
| Win Week % | 61.76% | 54.41% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |