| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 154.95% | -1.45% |
| Max Drawdown | -13.78% | -63.76% |
| Sharpe | 2.27 | 0.35 |
| Sortino | 3.92 | 0.49 |
| Payoff Ratio | 1.38 | 1.03 |
| Profit Factor | 1.69 | 1.06 |
| Common Sense Ratio | 2.78 | 1.18 |
| CPC Index | 1.24 | 0.55 |
| Tail Ratio | 1.65 | 1.11 |
| Outlier Win Ratio | 11.79 | 3.17 |
| Outlier Loss Ratio | 8.23 | 2.86 |
| Volatility (ann.) | 31.06% | 71.91% |
| R^2 | 0.3 | 0.3 |
| Calmar | 6.74 | -0.02 |
| Skew | 1.04 | -0.44 |
| Kurtosis | 10.91 | 4.77 |
| Expected Daily % | 0.18% | -0.0% |
| Expected Monthly % | 5.34% | -0.08% |
| Expected Yearly % | 59.67% | -0.73% |
| Kelly Criterion | 19.61% | 3.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -6.12% |
| Expected Shortfall (cVaR) | -2.48% | -6.12% |
| Year | ETHUSD | master.trimmed.21600.eth_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 59.68 | -5.05 | + |
| 2025 | 11.75 | 59.66 | 5.08 | + |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -0.15% | -3.07% |
| 3M | 33.58% | 6.06% |
| 6M | 46.46% | 103.48% |
| YTD | 59.66% | 11.75% |
| 1Y | 90.87% | 48.57% |
| 3Y (ann.) | 92.88% | -1.02% |
| 5Y (ann.) | 92.88% | -1.02% |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.78% | -63.76% |
| Longest DD Days | 93.0 | 234.0 |
| Avg. Drawdown | -2.94% | -21.25% |
| Avg. Drawdown Days | 14.0 | 72.0 |
| Recovery Factor | 11.24 | -0.02 |
| Ulcer Index | 1.62 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -13.78 | 93 |
| 2024-12-08 | 2025-02-11 | -11.16 | 65 |
| 2025-06-12 | 2025-07-03 | -10.90 | 21 |
| 2025-10-08 | 2025-10-27 | -6.11 | 19 |
| 2025-10-28 | 2025-11-03 | -5.83 | 6 |
| 2024-06-21 | 2024-07-15 | -4.89 | 24 |
| 2025-08-15 | 2025-09-13 | -4.40 | 29 |
| 2024-08-10 | 2024-08-14 | -4.28 | 4 |
| 2024-08-15 | 2024-09-14 | -4.21 | 30 |
| 2025-02-12 | 2025-02-13 | -3.77 | 1 |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.41% | 16.74% |
| Worst Day | -8.1% | -20.65% |
| Best Week | 18.73% | 22.2% |
| Worst Week | -11.48% | -22.77% |
| Best Month | 26.05% | 54.15% |
| Worst Month | -7.54% | -34.4% |
| Best Year | 59.68% | 11.75% |
| Worst Year | 59.66% | -11.81% |
| Avg. Up Day | 1.37% | 2.57% |
| Avg. Down Day | -0.99% | -2.5% |
| Avg. Up Week | 3.83% | 5.99% |
| Avg. Down Week | -2.18% | -6.85% |
| Avg. Up Month | 13.86% | 22.83% |
| Avg. Down Month | -4.06% | -9.74% |
| Win Days % | 53.39% | 50.96% |
| Win Month % | 72.22% | 33.33% |
| Win Week % | 63.77% | 52.63% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |