| Metric | uu.i_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 79.0% | 100.0% |
| Cumulative Return | 212.77% | -9.01% |
| Max Drawdown | -15.12% | -63.9% |
| Sharpe | 1.61 | 0.29 |
| Sortino | 2.61 | 0.42 |
| Payoff Ratio | 1.37 | 1.22 |
| Profit Factor | 1.45 | 1.05 |
| Common Sense Ratio | 2.24 | 1.06 |
| CPC Index | 1.0 | 0.64 |
| Tail Ratio | 1.54 | 1.01 |
| Outlier Win Ratio | 12.34 | 3.1 |
| Outlier Loss Ratio | 10.52 | 2.95 |
| Volatility (ann.) | 26.17% | 67.73% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.14 | -0.05 |
| Skew | 0.75 | -0.19 |
| Kurtosis | 12.8 | 4.22 |
| Expected Daily % | 0.11% | -0.01% |
| Expected Monthly % | 3.22% | -0.26% |
| Expected Yearly % | 32.99% | -2.33% |
| Kelly Criterion | 14.22% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -5.78% |
| Expected Shortfall (cVaR) | -2.14% | -5.78% |
| Year | ETHUSD | uu.i_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.92 | 6.05 | -0.15 | + |
| 2023 | 91.13 | 55.26 | 0.61 | - |
| 2024 | 46.48 | 86.85 | 1.87 | + |
| 2025 | -45.90 | 1.67 | -0.04 | + |
| Metric | uu.i_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.46% | -0.15% |
| 3M | -0.55% | -42.45% |
| 6M | 25.06% | -27.25% |
| YTD | 1.67% | -45.9% |
| 1Y | 77.82% | -43.63% |
| 3Y (ann.) | 47.49% | -3.17% |
| 5Y (ann.) | 47.49% | -3.17% |
| Metric | uu.i_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.12% | -63.9% |
| Longest DD Days | 143.0 | 413.0 |
| Avg. Drawdown | -2.81% | -15.02% |
| Avg. Drawdown Days | 18.0 | 65.0 |
| Recovery Factor | 14.07 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-26 | 2022-06-25 | -15.12 | 30 |
| 2024-12-08 | 2025-04-30 | -13.18 | 143 |
| 2022-08-14 | 2022-09-27 | -9.97 | 44 |
| 2022-11-12 | 2023-02-02 | -9.46 | 82 |
| 2024-03-19 | 2024-03-26 | -8.90 | 7 |
| 2023-05-07 | 2023-06-22 | -7.69 | 46 |
| 2023-02-09 | 2023-03-13 | -7.50 | 32 |
| 2024-03-27 | 2024-04-24 | -5.90 | 28 |
| 2023-06-23 | 2023-10-23 | -5.77 | 122 |
| 2022-09-28 | 2022-10-26 | -5.50 | 28 |
| Metric | uu.i_daily_ | ETHUSD |
|---|---|---|
| Best Day | 9.4% | 16.54% |
| Worst Day | -8.25% | -20.65% |
| Best Week | 17.58% | 31.75% |
| Worst Week | -10.83% | -38.51% |
| Best Month | 26.52% | 55.48% |
| Worst Month | -7.83% | -44.95% |
| Best Year | 86.85% | 91.13% |
| Worst Year | 1.67% | -45.9% |
| Avg. Up Day | 1.01% | 2.67% |
| Avg. Down Day | -0.73% | -2.2% |
| Avg. Up Week | 2.58% | 7.92% |
| Avg. Down Week | -1.37% | -6.12% |
| Avg. Up Month | 6.86% | 16.35% |
| Avg. Down Month | -2.58% | -11.23% |
| Win Days % | 50.42% | 50.51% |
| Win Month % | 69.44% | 47.22% |
| Win Week % | 61.33% | 47.13% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 100.0% | 50.0% |