| Metric | uu.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 79.0% | 100.0% |
| Cumulative Return | 62.29% | -52.29% |
| Max Drawdown | -13.18% | -63.76% |
| Sharpe | 2.08 | -0.75 |
| Sortino | 3.3 | -0.96 |
| Payoff Ratio | 1.33 | 0.92 |
| Profit Factor | 1.6 | 0.89 |
| Common Sense Ratio | 2.57 | 0.78 |
| CPC Index | 1.14 | 0.42 |
| Tail Ratio | 1.61 | 0.88 |
| Outlier Win Ratio | 10.93 | 3.12 |
| Outlier Loss Ratio | 11.78 | 3.1 |
| Volatility (ann.) | 27.25% | 72.11% |
| R^2 | 0.32 | 0.32 |
| Calmar | 5.31 | -0.87 |
| Skew | 0.46 | -0.98 |
| Kurtosis | 12.75 | 5.79 |
| Expected Daily % | 0.15% | -0.22% |
| Expected Monthly % | 4.5% | -6.51% |
| Expected Yearly % | 27.39% | -30.93% |
| Kelly Criterion | 18.68% | -2.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -6.36% |
| Expected Shortfall (cVaR) | -2.19% | -6.36% |
| Year | ETHUSD | uu.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 59.63 | -5.05 | + |
| 2025 | -45.90 | 1.67 | -0.04 | + |
| Metric | uu.i_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.46% | -0.15% |
| 3M | -0.55% | -42.45% |
| 6M | 25.06% | -27.25% |
| YTD | 1.67% | -45.9% |
| 1Y | 62.29% | -52.29% |
| 3Y (ann.) | 70.02% | -55.57% |
| 5Y (ann.) | 70.02% | -55.57% |
| Metric | uu.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.18% | -63.76% |
| Longest DD Days | 143.0 | 181.0 |
| Avg. Drawdown | -1.97% | -28.66% |
| Avg. Drawdown Days | 15.0 | 81.0 |
| Recovery Factor | 4.73 | -0.82 |
| Ulcer Index | 3.72 | 1.19 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-30 | -13.18 | 143 |
| 2024-06-21 | 2024-07-15 | -4.17 | 24 |
| 2024-08-10 | 2024-08-14 | -3.42 | 4 |
| 2024-08-15 | 2024-09-12 | -3.36 | 28 |
| 2024-09-16 | 2024-09-20 | -3.19 | 4 |
| 2024-08-07 | 2024-08-09 | -2.85 | 2 |
| 2024-06-18 | 2024-06-20 | -2.54 | 2 |
| 2024-09-29 | 2024-10-12 | -1.42 | 13 |
| 2024-07-18 | 2024-08-06 | -0.85 | 19 |
| 2024-11-11 | 2024-11-12 | -0.67 | 1 |
| Metric | uu.i_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 8.56% | 13.5% |
| Worst Day | -7.87% | -20.65% |
| Best Week | 17.58% | 16.68% |
| Worst Week | -10.83% | -22.77% |
| Best Month | 26.52% | 39.49% |
| Worst Month | -7.83% | -34.4% |
| Best Year | 59.63% | -11.81% |
| Worst Year | 1.67% | -45.9% |
| Avg. Up Day | 1.04% | 2.44% |
| Avg. Down Day | -0.78% | -2.65% |
| Avg. Up Week | 2.99% | 5.45% |
| Avg. Down Week | -2.14% | -7.93% |
| Avg. Up Month | 13.55% | 14.82% |
| Avg. Down Month | -4.64% | -11.96% |
| Win Days % | 53.61% | 51.05% |
| Win Month % | 72.73% | 27.27% |
| Win Week % | 65.31% | 51.02% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |