| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 72.68% | 11.55% |
| Max Drawdown | -13.83% | -43.44% |
| Sharpe | 1.54 | 0.29 |
| Sortino | 2.79 | 0.42 |
| Payoff Ratio | 1.5 | 1.25 |
| Profit Factor | 1.51 | 1.05 |
| Common Sense Ratio | 2.22 | 1.2 |
| CPC Index | 1.12 | 0.64 |
| Tail Ratio | 1.47 | 1.14 |
| Outlier Win Ratio | 12.82 | 2.94 |
| Outlier Loss Ratio | 9.37 | 3.13 |
| Volatility (ann.) | 13.79% | 32.18% |
| R^2 | 0.49 | 0.49 |
| Calmar | 9.14 | 0.41 |
| Skew | 2.76 | 0.54 |
| Kurtosis | 39.23 | 17.5 |
| Expected Daily % | 0.06% | 0.01% |
| Expected Monthly % | 6.26% | 1.22% |
| Expected Yearly % | 31.41% | 5.62% |
| Kelly Criterion | 15.72% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.75% |
| Expected Shortfall (cVaR) | -1.13% | -2.75% |
| Year | returns_benchmark | ETH.UU | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.31 | 72.44 | 6.40 | + |
| 2025 | 0.21 | 0.14 | 0.67 | - |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| MTD | 0.14% | 0.21% |
| 3M | 31.5% | 28.29% |
| 6M | 61.49% | -3.0% |
| YTD | 0.14% | 0.21% |
| 1Y | 72.68% | 11.55% |
| 3Y (ann.) | 126.41% | 17.76% |
| 5Y (ann.) | 126.41% | 17.76% |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Max Drawdown | -13.83% | -43.44% |
| Longest DD Days | 32.0 | 192.0 |
| Avg. Drawdown | -1.65% | -8.48% |
| Avg. Drawdown Days | 6.0 | 20.0 |
| Recovery Factor | 5.25 | 0.27 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-01-01 | -13.83 | 25 |
| 2024-06-12 | 2024-07-15 | -5.45 | 32 |
| 2024-08-06 | 2024-08-08 | -5.21 | 2 |
| 2024-08-14 | 2024-09-10 | -3.99 | 27 |
| 2024-08-09 | 2024-08-12 | -3.23 | 3 |
| 2024-09-14 | 2024-09-19 | -3.15 | 5 |
| 2024-12-05 | 2024-12-06 | -2.86 | 1 |
| 2024-09-27 | 2024-10-11 | -2.36 | 13 |
| 2024-07-16 | 2024-08-05 | -1.97 | 20 |
| 2024-09-11 | 2024-09-13 | -1.83 | 2 |
| Metric | ETH.UU | returns_benchmark |
|---|---|---|
| Best Day | 8.54% | 16.51% |
| Worst Day | -5.83% | -14.0% |
| Best Week | 18.51% | 20.47% |
| Worst Week | -5.16% | -12.93% |
| Best Month | 26.36% | 47.3% |
| Worst Month | -2.38% | -22.26% |
| Best Year | 72.44% | 11.31% |
| Worst Year | 0.14% | 0.21% |
| Avg. Up Day | 0.54% | 1.3% |
| Avg. Down Day | -0.36% | -1.05% |
| Avg. Up Week | 3.33% | 7.2% |
| Avg. Down Week | -1.33% | -6.46% |
| Avg. Up Month | 10.6% | 19.15% |
| Avg. Down Month | -2.03% | -9.37% |
| Win Days % | 49.45% | 49.08% |
| Win Month % | 77.78% | 44.44% |
| Win Week % | 66.67% | 56.76% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 100.0% |