| Metric | master.trimmed.21600.eth_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 372.8% | 47.11% |
| Max Drawdown | -20.75% | -63.9% |
| Sharpe | 1.56 | 0.51 |
| Sortino | 2.54 | 0.73 |
| Payoff Ratio | 1.37 | 1.18 |
| Profit Factor | 1.46 | 1.08 |
| Common Sense Ratio | 2.34 | 1.21 |
| CPC Index | 0.99 | 0.64 |
| Tail Ratio | 1.61 | 1.12 |
| Outlier Win Ratio | 12.93 | 3.26 |
| Outlier Loss Ratio | 8.38 | 3.23 |
| Volatility (ann.) | 31.81% | 69.73% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.7 | 0.18 |
| Skew | 0.91 | -0.2 |
| Kurtosis | 15.32 | 4.99 |
| Expected Daily % | 0.12% | 0.03% |
| Expected Monthly % | 3.68% | 0.9% |
| Expected Yearly % | 47.46% | 10.13% |
| Kelly Criterion | 13.2% | 8.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.6% | -5.91% |
| Expected Shortfall (cVaR) | -2.6% | -5.91% |
| Year | ETHUSD | master.trimmed.21600.eth_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.98 | -4.28 | 0.08 | + |
| 2023 | 91.13 | 65.43 | 0.72 | - |
| 2024 | 46.48 | 87.00 | 1.87 | + |
| 2025 | 11.75 | 59.66 | 5.08 | + |
| Metric | master.trimmed.21600.eth_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.) | 65.71% | 32.97% |
| 5Y (ann.) | 56.01% | 11.68% |
| Metric | master.trimmed.21600.eth_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -20.75% | -63.9% |
| Longest DD Days | 122.0 | 612.0 |
| Avg. Drawdown | -3.68% | -15.47% |
| Avg. Drawdown Days | 18.0 | 104.0 |
| Recovery Factor | 17.96 | 0.74 |
| Ulcer Index | 1.25 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-09 | 2022-06-26 | -20.75 | 17 |
| 2022-08-14 | 2022-09-27 | -13.88 | 44 |
| 2025-03-10 | 2025-06-11 | -13.78 | 93 |
| 2022-11-05 | 2023-02-16 | -12.62 | 103 |
| 2024-03-19 | 2024-03-22 | -11.30 | 3 |
| 2024-12-08 | 2025-02-11 | -11.16 | 65 |
| 2025-06-12 | 2025-07-03 | -10.90 | 21 |
| 2023-05-07 | 2023-06-22 | -10.45 | 46 |
| 2022-09-28 | 2022-10-26 | -6.77 | 28 |
| 2024-03-27 | 2024-05-18 | -6.66 | 52 |
| Metric | master.trimmed.21600.eth_daily_ | ETHUSD |
|---|---|---|
| Best Day | 13.45% | 16.74% |
| Worst Day | -11.58% | -23.7% |
| Best Week | 18.73% | 31.75% |
| Worst Week | -11.48% | -38.51% |
| Best Month | 26.05% | 55.48% |
| Worst Month | -7.54% | -44.95% |
| Best Year | 87.0% | 91.13% |
| Worst Year | -4.28% | -52.98% |
| Avg. Up Day | 1.44% | 2.65% |
| Avg. Down Day | -1.05% | -2.25% |
| Avg. Up Week | 3.31% | 7.42% |
| Avg. Down Week | -1.69% | -5.94% |
| Avg. Up Month | 7.97% | 18.3% |
| Avg. Down Month | -3.38% | -11.47% |
| Win Days % | 49.82% | 50.43% |
| Win Month % | 72.09% | 46.51% |
| Win Week % | 59.28% | 47.85% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |