| Metric | ETH.UU | MSTR |
|---|---|---|
| Time in Market | 68.0% | 17.0% |
| Cumulative Return | 69.39% | 259.1% |
| Max Drawdown | -16.7% | -49.78% |
| Sharpe | 0.99 | 0.88 |
| Sortino | 1.51 | 1.51 |
| Payoff Ratio | 1.76 | 1.67 |
| Profit Factor | 1.28 | 1.35 |
| Common Sense Ratio | 1.76 | 1.55 |
| CPC Index | 1.12 | 1.12 |
| Tail Ratio | 1.37 | 1.15 |
| Outlier Win Ratio | 26.04 | 13.52 |
| Outlier Loss Ratio | 12.95 | 1.27 |
| Volatility (ann.) | 14.37% | 50.74% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.18 | 5.26 |
| Skew | 0.18 | 2.03 |
| Kurtosis | 40.74 | 21.95 |
| Expected Daily % | 0.04% | 0.09% |
| Expected Monthly % | 4.49% | 11.24% |
| Expected Yearly % | 30.15% | 89.5% |
| Kelly Criterion | 20.6% | 19.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.25% |
| Expected Shortfall (cVaR) | -1.2% | -4.25% |
| Year | MSTR | ETH.UU | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 181.66 | 72.44 | 0.40 | - |
| 2025 | 27.49 | -1.77 | -0.06 | - |
| Metric | ETH.UU | MSTR |
|---|---|---|
| MTD | 2.28% | 28.09% |
| 3M | -4.08% | 6.13% |
| 6M | 22.06% | 57.57% |
| YTD | -1.77% | 27.49% |
| 1Y | 69.39% | 259.1% |
| 3Y (ann.) | 69.88% | 261.64% |
| 5Y (ann.) | 69.88% | 261.64% |
| Metric | ETH.UU | MSTR |
|---|---|---|
| Max Drawdown | -16.7% | -49.78% |
| Longest DD Days | 143.0 | 159.0 |
| Avg. Drawdown | -1.73% | -13.51% |
| Avg. Drawdown Days | 9.0 | 27.0 |
| Recovery Factor | 4.15 | 5.2 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-29 | -16.70 | 143 |
| 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 | MSTR |
|---|---|---|
| Best Day | 8.54% | 25.73% |
| Worst Day | -9.37% | -16.68% |
| Best Week | 18.51% | 34.23% |
| Worst Week | -10.39% | -17.39% |
| Best Month | 26.36% | 58.47% |
| Worst Month | -8.62% | -25.25% |
| Best Year | 72.44% | 181.66% |
| Worst Year | -1.77% | 27.49% |
| Avg. Up Day | 0.7% | 6.0% |
| Avg. Down Day | -0.4% | -3.59% |
| Avg. Up Week | 3.07% | 12.85% |
| Avg. Down Week | -1.16% | -7.6% |
| Avg. Up Month | 8.96% | 34.28% |
| Avg. Down Month | -2.03% | -17.45% |
| Win Days % | 49.34% | 49.8% |
| Win Month % | 75.0% | 66.67% |
| Win Week % | 64.15% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |