| Metric | configs/eth/eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 61.77% | -34.58% |
| Max Drawdown | -14.27% | -63.95% |
| Sharpe | 0.92 | -0.11 |
| Sortino | 1.36 | -0.16 |
| Payoff Ratio | 1.21 | 1.04 |
| Profit Factor | 1.26 | 0.98 |
| Common Sense Ratio | 1.78 | 0.98 |
| CPC Index | 0.77 | 0.51 |
| Tail Ratio | 1.41 | 0.99 |
| Outlier Win Ratio | 13.82 | 2.89 |
| Outlier Loss Ratio | 9.63 | 3.09 |
| Volatility (ann.) | 13.92% | 35.69% |
| R^2 | 0.35 | 0.35 |
| Calmar | 4.26 | -0.53 |
| Skew | -0.21 | -0.25 |
| Kurtosis | 39.47 | 8.36 |
| Expected Daily % | 0.03% | -0.03% |
| Expected Monthly % | 3.77% | -3.21% |
| Expected Yearly % | 27.19% | -19.11% |
| Kelly Criterion | 9.87% | 1.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -3.08% |
| Expected Shortfall (cVaR) | -1.16% | -3.08% |
| Year | ETHUSD | configs/eth/eth.uu_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 62.04 | -5.15 | + |
| 2025 | -25.61 | -0.17 | 0.01 | + |
| Metric | configs/eth/eth.uu_fwd_ | ETHUSD |
|---|---|---|
| MTD | -0.85% | -2.05% |
| 3M | -6.48% | 12.47% |
| 6M | -5.33% | -35.55% |
| YTD | -0.17% | -25.61% |
| 1Y | 61.75% | -35.92% |
| 3Y (ann.) | 60.72% | -34.2% |
| 5Y (ann.) | 60.72% | -34.2% |
| Metric | configs/eth/eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -14.27% | -63.95% |
| Longest DD Days | 181.0 | 182.0 |
| Avg. Drawdown | -1.64% | -17.79% |
| Avg. Drawdown Days | 10.0 | 52.0 |
| Recovery Factor | 4.33 | -0.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-06-06 | -14.27 | 181 |
| 2024-06-12 | 2024-07-15 | -5.45 | 32 |
| 2024-08-06 | 2024-08-08 | -5.19 | 2 |
| 2024-08-14 | 2024-09-10 | -3.99 | 27 |
| 2024-08-09 | 2024-08-12 | -3.23 | 3 |
| 2024-09-14 | 2024-09-19 | -3.16 | 5 |
| 2024-12-05 | 2024-12-06 | -2.87 | 1 |
| 2024-10-09 | 2024-10-11 | -2.02 | 2 |
| 2024-09-11 | 2024-09-13 | -1.83 | 2 |
| 2024-08-13 | 2024-08-14 | -1.74 | 1 |
| Metric | configs/eth/eth.uu_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 8.45% | 12.24% |
| Worst Day | -9.16% | -14.0% |
| Best Week | 18.87% | 27.26% |
| Worst Week | -9.85% | -20.52% |
| Best Month | 26.99% | 47.37% |
| Worst Month | -7.74% | -32.24% |
| Best Year | 62.04% | -12.05% |
| Worst Year | -0.17% | -25.61% |
| Avg. Up Day | 0.51% | 1.27% |
| Avg. Down Day | -0.42% | -1.23% |
| Avg. Up Week | 3.0% | 6.58% |
| Avg. Down Week | -1.47% | -6.04% |
| Avg. Up Month | 17.02% | 25.44% |
| Avg. Down Month | -2.86% | -10.02% |
| Win Days % | 50.59% | 49.8% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 63.46% | 48.15% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |