| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 197.54% | 18.04% |
| Max Drawdown | -16.64% | -64.23% |
| Sharpe | 0.85 | 0.21 |
| Sortino | 1.3 | 0.3 |
| Payoff Ratio | 1.23 | 1.15 |
| Profit Factor | 1.24 | 1.03 |
| Common Sense Ratio | 1.67 | 1.03 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | 1.35 | 1.0 |
| Outlier Win Ratio | 15.74 | 3.11 |
| Outlier Loss Ratio | 11.51 | 3.29 |
| Volatility (ann.) | 11.74% | 33.36% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.69 | 0.09 |
| Skew | 0.65 | 0.27 |
| Kurtosis | 39.28 | 9.34 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 2.99% | 0.45% |
| Expected Yearly % | 31.34% | 4.23% |
| Kelly Criterion | 7.2% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.85% |
| Expected Shortfall (cVaR) | -0.98% | -2.85% |
| Year | ETHUSD | eth.uu_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.06 | 10.72 | -0.35 | + |
| 2023 | 91.16 | 49.30 | 0.54 | - |
| 2024 | 45.75 | 83.11 | 1.82 | + |
| 2025 | -38.55 | -1.70 | 0.04 | + |
| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| MTD | 0.11% | 14.08% |
| 3M | -5.19% | -26.61% |
| 6M | 11.0% | -24.88% |
| YTD | -1.7% | -38.55% |
| 1Y | 69.35% | -31.93% |
| 3Y (ann.) | 44.71% | 5.78% |
| 5Y (ann.) | 44.71% | 5.78% |
| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.64% | -64.23% |
| Longest DD Days | 152.0 | 422.0 |
| Avg. Drawdown | -2.18% | -10.09% |
| Avg. Drawdown Days | 12.0 | 39.0 |
| Recovery Factor | 11.87 | 0.28 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-05-08 | -16.64 | 152 |
| 2022-06-16 | 2022-06-26 | -13.40 | 10 |
| 2022-11-12 | 2023-02-01 | -8.72 | 81 |
| 2022-08-13 | 2022-09-27 | -7.97 | 44 |
| 2023-05-06 | 2023-06-21 | -7.48 | 46 |
| 2023-02-04 | 2023-03-12 | -7.12 | 36 |
| 2024-03-13 | 2024-03-25 | -6.69 | 12 |
| 2024-06-12 | 2024-07-15 | -5.47 | 32 |
| 2024-08-06 | 2024-08-08 | -5.21 | 2 |
| 2022-09-27 | 2022-10-25 | -4.97 | 28 |
| Metric | eth.uu_ | ETHUSD |
|---|---|---|
| Best Day | 8.54% | 16.51% |
| Worst Day | -9.37% | -14.0% |
| Best Week | 18.5% | 25.43% |
| Worst Week | -10.37% | -34.61% |
| Best Month | 26.35% | 56.93% |
| Worst Month | -8.59% | -44.86% |
| Best Year | 83.11% | 91.16% |
| Worst Year | -1.7% | -38.55% |
| Avg. Up Day | 0.41% | 1.18% |
| Avg. Down Day | -0.33% | -1.03% |
| Avg. Up Week | 2.43% | 7.62% |
| Avg. Down Week | -1.24% | -6.68% |
| Avg. Up Month | 5.93% | 18.07% |
| Avg. Down Month | -2.26% | -15.59% |
| Win Days % | 48.76% | 50.13% |
| Win Month % | 72.22% | 51.35% |
| Win Week % | 58.94% | 51.9% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |