| Metric | configs/eth/eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | -5.26% | -34.58% |
| Max Drawdown | -43.49% | -63.95% |
| Sharpe | 0.09 | -0.11 |
| Sortino | 0.1 | -0.16 |
| Payoff Ratio | 0.94 | 0.97 |
| Profit Factor | 1.05 | 0.98 |
| Common Sense Ratio | 1.29 | 0.98 |
| CPC Index | 0.51 | 0.48 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 14.47 | 2.46 |
| Outlier Loss Ratio | 14.43 | 2.72 |
| Volatility (ann.) | 22.34% | 35.69% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.12 | -0.53 |
| Skew | -31.52 | -0.25 |
| Kurtosis | 1143.55 | 8.36 |
| Expected Daily % | -0.0% | -0.03% |
| Expected Monthly % | -0.41% | -3.21% |
| Expected Yearly % | -2.66% | -19.11% |
| Kelly Criterion | 0.19% | -1.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -3.08% |
| Expected Shortfall (cVaR) | -1.92% | -3.08% |
| Year | ETHUSD | configs/eth/eth.master.uhl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 56.14 | -4.66 | + |
| 2025 | -25.61 | -39.32 | 1.54 | - |
| Metric | configs/eth/eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| MTD | -42.72% | -2.05% |
| 3M | -41.35% | 12.47% |
| 6M | -39.42% | -35.55% |
| YTD | -39.32% | -25.61% |
| 1Y | -5.69% | -35.92% |
| 3Y (ann.) | -5.19% | -34.2% |
| 5Y (ann.) | -5.19% | -34.2% |
| Metric | configs/eth/eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -43.49% | -63.95% |
| Longest DD Days | 59.0 | 182.0 |
| Avg. Drawdown | -1.47% | -17.79% |
| Avg. Drawdown Days | 5.0 | 52.0 |
| Recovery Factor | -0.12 | -0.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-03 | 2025-06-06 | -43.49 | 2 |
| 2025-03-03 | 2025-05-01 | -7.82 | 59 |
| 2024-06-12 | 2024-07-15 | -4.35 | 32 |
| 2025-01-21 | 2025-03-02 | -3.92 | 39 |
| 2024-12-17 | 2025-01-20 | -3.19 | 34 |
| 2024-08-09 | 2024-09-13 | -2.94 | 35 |
| 2024-11-13 | 2024-11-19 | -2.40 | 5 |
| 2024-07-22 | 2024-08-06 | -2.07 | 15 |
| 2024-08-06 | 2024-08-08 | -1.63 | 1 |
| 2024-11-22 | 2024-12-04 | -1.62 | 12 |
| Metric | configs/eth/eth.master.uhl_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 6.05% | 12.24% |
| Worst Day | -42.15% | -14.0% |
| Best Week | 11.92% | 27.26% |
| Worst Week | -42.64% | -20.52% |
| Best Month | 27.66% | 47.37% |
| Worst Month | -42.72% | -32.24% |
| Best Year | 56.14% | -12.05% |
| Worst Year | -39.32% | -25.61% |
| Avg. Up Day | 0.24% | 1.32% |
| Avg. Down Day | -0.26% | -1.36% |
| Avg. Up Week | 2.67% | 6.48% |
| Avg. Down Week | -3.42% | -7.26% |
| Avg. Up Month | 11.29% | 30.63% |
| Avg. Down Month | -11.32% | -15.54% |
| Win Days % | 51.74% | 49.8% |
| Win Month % | 69.23% | 23.08% |
| Win Week % | 59.26% | 48.15% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |