| Metric | master.trimmed.21600_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 374.62% | 114.78% |
| Max Drawdown | -15.47% | -63.9% |
| Sharpe | 2.27 | 0.67 |
| Sortino | 3.91 | 0.98 |
| Payoff Ratio | 1.48 | 1.13 |
| Profit Factor | 1.55 | 1.11 |
| Common Sense Ratio | 2.63 | 1.24 |
| CPC Index | 1.16 | 0.64 |
| Tail Ratio | 1.69 | 1.12 |
| Outlier Win Ratio | 9.96 | 2.79 |
| Outlier Loss Ratio | 12.07 | 2.59 |
| Volatility (ann.) | 21.29% | 68.26% |
| R^2 | 0.47 | 0.47 |
| Calmar | 3.79 | 0.4 |
| Skew | 0.93 | -0.06 |
| Kurtosis | 12.25 | 4.01 |
| Expected Daily % | 0.13% | 0.06% |
| Expected Monthly % | 3.78% | 1.84% |
| Expected Yearly % | 47.6% | 21.06% |
| Kelly Criterion | 17.05% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -5.75% |
| Expected Shortfall (cVaR) | -1.7% | -5.75% |
| Year | ETHUSD | master.trimmed.21600_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | -6.37 | 0.17 | + |
| 2023 | 91.13 | 71.12 | 0.78 | - |
| 2024 | 46.48 | 86.82 | 1.87 | + |
| 2025 | 21.98 | 58.56 | 2.66 | + |
| Metric | master.trimmed.21600_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.7% | -2.7% |
| 3M | 17.54% | 37.99% |
| 6M | 32.7% | 153.17% |
| YTD | 58.56% | 21.98% |
| 1Y | 100.91% | 65.38% |
| 3Y (ann.) | 68.13% | 46.75% |
| 5Y (ann.) | 58.57% | 25.39% |
| Metric | master.trimmed.21600_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.47% | -63.9% |
| Longest DD Days | 186.0 | 514.0 |
| Avg. Drawdown | -1.61% | -14.36% |
| Avg. Drawdown Days | 11.0 | 63.0 |
| Recovery Factor | 24.22 | 1.8 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-17 | -15.47 | 46 |
| 2022-08-14 | 2023-02-16 | -13.37 | 186 |
| 2023-05-01 | 2023-06-22 | -6.79 | 52 |
| 2024-06-06 | 2024-07-17 | -6.16 | 41 |
| 2025-03-04 | 2025-04-12 | -5.53 | 39 |
| 2024-12-18 | 2025-01-18 | -5.17 | 31 |
| 2023-06-26 | 2023-10-20 | -4.95 | 116 |
| 2025-06-12 | 2025-07-03 | -4.85 | 21 |
| 2024-07-30 | 2024-08-06 | -4.70 | 7 |
| 2024-03-19 | 2024-03-25 | -4.32 | 6 |
| Metric | master.trimmed.21600_daily_ | ETHUSD |
|---|---|---|
| Best Day | 9.41% | 16.74% |
| Worst Day | -8.04% | -20.65% |
| Best Week | 14.82% | 31.75% |
| Worst Week | -6.23% | -38.51% |
| Best Month | 23.41% | 55.48% |
| Worst Month | -6.97% | -44.95% |
| Best Year | 86.82% | 91.13% |
| Worst Year | -6.37% | -37.11% |
| Avg. Up Day | 0.86% | 2.88% |
| Avg. Down Day | -0.58% | -2.54% |
| Avg. Up Week | 2.75% | 8.43% |
| Avg. Down Week | -1.24% | -6.12% |
| Avg. Up Month | 7.14% | 18.62% |
| Avg. Down Month | -2.72% | -11.52% |
| Win Days % | 50.51% | 50.69% |
| Win Month % | 73.81% | 50.0% |
| Win Week % | 60.0% | 48.33% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |