| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 133.73% | -1.45% |
| Max Drawdown | -7.56% | -63.95% |
| Sharpe | 1.5 | 0.17 |
| Sortino | 2.48 | 0.23 |
| Payoff Ratio | 1.26 | 1.01 |
| Profit Factor | 1.34 | 1.03 |
| Common Sense Ratio | 1.68 | 1.01 |
| CPC Index | 0.86 | 0.52 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 10.66 | 2.71 |
| Outlier Loss Ratio | 12.93 | 2.86 |
| Volatility (ann.) | 10.31% | 34.77% |
| R^2 | 0.52 | 0.52 |
| Calmar | 10.77 | -0.02 |
| Skew | 1.5 | -0.06 |
| Kurtosis | 20.88 | 8.02 |
| Expected Daily % | 0.04% | -0.0% |
| Expected Monthly % | 4.83% | -0.08% |
| Expected Yearly % | 52.88% | -0.73% |
| Kelly Criterion | 11.81% | 1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.98% |
| Expected Shortfall (cVaR) | -0.85% | -2.98% |
| Year | ETHUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 47.54 | -3.94 | + |
| 2025 | 12.05 | 58.42 | 4.85 | + |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| MTD | -0.08% | -2.99% |
| 3M | 19.35% | 9.99% |
| 6M | 30.8% | 103.49% |
| YTD | 58.42% | 12.05% |
| 1Y | 89.11% | 49.66% |
| 3Y (ann.) | 81.47% | -1.02% |
| 5Y (ann.) | 81.47% | -1.02% |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -7.56% | -63.95% |
| Longest DD Days | 43.0 | 235.0 |
| Avg. Drawdown | -1.42% | -14.17% |
| Avg. Drawdown Days | 6.0 | 42.0 |
| Recovery Factor | 17.68 | -0.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-11 | -7.56 | 39 |
| 2024-12-18 | 2025-01-17 | -7.32 | 29 |
| 2024-06-05 | 2024-07-19 | -7.15 | 43 |
| 2025-06-11 | 2025-07-14 | -6.16 | 33 |
| 2024-07-29 | 2024-08-06 | -5.13 | 7 |
| 2025-04-14 | 2025-05-08 | -4.45 | 23 |
| 2024-10-07 | 2024-10-12 | -3.98 | 4 |
| 2024-08-09 | 2024-09-09 | -3.83 | 31 |
| 2025-05-14 | 2025-06-09 | -3.48 | 26 |
| 2025-02-04 | 2025-03-02 | -3.46 | 26 |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 6.66% | 12.3% |
| Worst Day | -4.11% | -14.0% |
| Best Week | 15.4% | 27.26% |
| Worst Week | -3.49% | -20.52% |
| Best Month | 22.71% | 48.75% |
| Worst Month | -3.68% | -32.24% |
| Best Year | 58.42% | 12.05% |
| Worst Year | 47.54% | -12.05% |
| Avg. Up Day | 0.38% | 1.32% |
| Avg. Down Day | -0.3% | -1.31% |
| Avg. Up Week | 2.8% | 8.15% |
| Avg. Down Week | -1.09% | -7.09% |
| Avg. Up Month | 9.31% | 31.88% |
| Avg. Down Month | -2.15% | -7.5% |
| Win Days % | 50.79% | 50.6% |
| Win Month % | 83.33% | 27.78% |
| Win Week % | 63.16% | 50.0% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |