| Metric | eth.u_ | ETHUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 113.29% | 25.05% |
| Max Drawdown | -16.12% | -64.23% |
| Sharpe | 0.82 | 0.22 |
| Sortino | 1.27 | 0.32 |
| Payoff Ratio | 1.29 | 1.17 |
| Profit Factor | 1.29 | 1.04 |
| Common Sense Ratio | 1.94 | 1.04 |
| CPC Index | 0.81 | 0.61 |
| Tail Ratio | 1.51 | 1.0 |
| Outlier Win Ratio | 27.8 | 2.84 |
| Outlier Loss Ratio | 14.84 | 2.97 |
| Volatility (ann.) | 8.22% | 33.43% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.82 | 0.12 |
| Skew | 0.15 | 0.28 |
| Kurtosis | 99.17 | 9.34 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.07% | 0.61% |
| Expected Yearly % | 20.85% | 5.75% |
| Kelly Criterion | 8.41% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.86% |
| Expected Shortfall (cVaR) | -0.69% | -2.86% |
| Year | ETHUSD | eth.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.51 | 11.66 | -0.36 | + |
| 2023 | 91.16 | 27.03 | 0.30 | - |
| 2024 | 45.75 | 67.48 | 1.47 | + |
| 2025 | -33.50 | -10.21 | 0.30 | + |
| Metric | eth.u_ | ETHUSD |
|---|---|---|
| MTD | 0.05% | 23.46% |
| 3M | -9.63% | -20.57% |
| 6M | 4.42% | -18.71% |
| YTD | -10.21% | -33.5% |
| 1Y | 43.22% | -25.52% |
| 3Y (ann.) | 29.3% | 7.88% |
| 5Y (ann.) | 29.3% | 7.88% |
| Metric | eth.u_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.12% | -64.23% |
| Longest DD Days | 211.0 | 423.0 |
| Avg. Drawdown | -1.4% | -10.38% |
| Avg. Drawdown Days | 13.0 | 40.0 |
| Recovery Factor | 7.03 | 0.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-05-09 | -16.12 | 140 |
| 2022-06-16 | 2022-07-15 | -7.58 | 29 |
| 2022-08-13 | 2023-03-13 | -5.46 | 211 |
| 2023-07-01 | 2023-10-24 | -4.52 | 114 |
| 2023-03-14 | 2023-03-17 | -4.34 | 2 |
| 2023-05-06 | 2023-06-21 | -4.22 | 46 |
| 2024-08-06 | 2024-08-08 | -4.18 | 2 |
| 2024-07-16 | 2024-08-05 | -3.56 | 20 |
| 2024-06-12 | 2024-07-14 | -3.34 | 32 |
| 2023-12-22 | 2023-12-28 | -3.01 | 5 |
| Metric | eth.u_ | ETHUSD |
|---|---|---|
| Best Day | 7.19% | 16.51% |
| Worst Day | -9.37% | -14.0% |
| Best Week | 15.85% | 25.43% |
| Worst Week | -10.51% | -34.61% |
| Best Month | 21.33% | 56.93% |
| Worst Month | -10.83% | -44.86% |
| Best Year | 67.48% | 91.16% |
| Worst Year | -10.21% | -33.5% |
| Avg. Up Day | 0.3% | 1.23% |
| Avg. Down Day | -0.24% | -1.05% |
| Avg. Up Week | 1.74% | 7.65% |
| Avg. Down Week | -0.89% | -6.99% |
| Avg. Up Month | 4.51% | 20.41% |
| Avg. Down Month | -2.38% | -14.31% |
| Win Days % | 48.36% | 50.14% |
| Win Month % | 72.22% | 51.35% |
| Win Week % | 58.57% | 52.23% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |