| Metric | configs/eth/eth.uu_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 75.0% | 100.0% |
| Cumulative Return | 67.42% | -30.96% |
| Max Drawdown | -12.5% | -63.76% |
| Sharpe | 2.21 | -0.12 |
| Sortino | 3.62 | -0.16 |
| Payoff Ratio | 1.28 | 0.94 |
| Profit Factor | 1.69 | 0.98 |
| Common Sense Ratio | 3.29 | 1.01 |
| CPC Index | 1.22 | 0.48 |
| Tail Ratio | 1.95 | 1.03 |
| Outlier Win Ratio | 13.63 | 3.01 |
| Outlier Loss Ratio | 11.39 | 2.76 |
| Volatility (ann.) | 24.39% | 73.81% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.32 | -0.48 |
| Skew | 0.71 | -0.6 |
| Kurtosis | 15.4 | 5.57 |
| Expected Daily % | 0.14% | -0.1% |
| Expected Monthly % | 4.04% | -2.81% |
| Expected Yearly % | 29.39% | -16.91% |
| Kelly Criterion | 22.09% | 1.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -6.38% |
| Expected Shortfall (cVaR) | -1.95% | -6.38% |
| Year | ETHUSD | configs/eth/eth.uu_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.35 | -5.28 | + |
| 2025 | -21.71 | 3.12 | -0.14 | + |
| Metric | configs/eth/eth.uu_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.03% | 4.02% |
| 3M | -3.03% | 24.14% |
| 6M | 2.19% | -28.49% |
| YTD | 3.12% | -21.71% |
| 1Y | 67.4% | -30.47% |
| 3Y (ann.) | 66.48% | -30.68% |
| 5Y (ann.) | 66.48% | -30.68% |
| Metric | configs/eth/eth.uu_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -12.5% | -63.76% |
| Longest DD Days | 179.0 | 181.0 |
| Avg. Drawdown | -1.56% | -28.66% |
| Avg. Drawdown Days | 14.0 | 90.0 |
| Recovery Factor | 5.39 | -0.49 |
| Ulcer Index | 1.75 | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-06-05 | -12.50 | 179 |
| 2024-06-21 | 2024-07-15 | -3.45 | 24 |
| 2024-08-10 | 2024-08-14 | -3.03 | 4 |
| 2024-08-07 | 2024-08-09 | -2.89 | 2 |
| 2024-08-15 | 2024-09-10 | -2.87 | 26 |
| 2024-09-16 | 2024-09-20 | -2.53 | 4 |
| 2024-06-18 | 2024-06-20 | -1.94 | 2 |
| 2024-07-18 | 2024-08-06 | -1.30 | 19 |
| 2024-10-10 | 2024-10-12 | -1.05 | 2 |
| 2024-09-11 | 2024-09-12 | -0.74 | 1 |
| Metric | configs/eth/eth.uu_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 8.44% | 16.74% |
| Worst Day | -7.79% | -20.65% |
| Best Week | 17.87% | 20.84% |
| Worst Week | -10.52% | -22.77% |
| Best Month | 27.01% | 39.49% |
| Worst Month | -7.77% | -34.4% |
| Best Year | 62.35% | -11.81% |
| Worst Year | 3.12% | -21.71% |
| Avg. Up Day | 0.94% | 2.38% |
| Avg. Down Day | -0.73% | -2.55% |
| Avg. Up Week | 2.71% | 5.41% |
| Avg. Down Week | -1.96% | -7.85% |
| Avg. Up Month | 10.82% | 12.12% |
| Avg. Down Month | -3.7% | -11.96% |
| Win Days % | 56.2% | 52.3% |
| Win Month % | 69.23% | 38.46% |
| Win Week % | 67.92% | 51.85% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |