| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 122.4% | -15.43% |
| Max Drawdown | -7.68% | -63.76% |
| Sharpe | 2.89 | 0.21 |
| Sortino | 5.38 | 0.29 |
| Payoff Ratio | 1.59 | 1.02 |
| Profit Factor | 1.72 | 1.03 |
| Common Sense Ratio | 3.23 | 1.13 |
| CPC Index | 1.41 | 0.54 |
| Tail Ratio | 1.88 | 1.1 |
| Outlier Win Ratio | 9.26 | 2.5 |
| Outlier Loss Ratio | 13.78 | 2.46 |
| Volatility (ann.) | 19.6% | 72.06% |
| R^2 | 0.49 | 0.49 |
| Calmar | 9.49 | -0.17 |
| Skew | 1.36 | -0.44 |
| Kurtosis | 9.01 | 4.61 |
| Expected Daily % | 0.15% | -0.03% |
| Expected Monthly % | 4.54% | -0.93% |
| Expected Yearly % | 49.13% | -8.04% |
| Kelly Criterion | 21.18% | 2.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -6.16% |
| Expected Shortfall (cVaR) | -1.53% | -6.16% |
| Year | ETHUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 47.41 | -4.01 | + |
| 2025 | -4.10 | 50.87 | -12.40 | + |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -5.01% | -16.81% |
| 3M | 0.61% | -30.73% |
| 6M | 17.8% | 23.39% |
| YTD | 50.87% | -4.1% |
| 1Y | 47.68% | 4.73% |
| 3Y (ann.) | 72.87% | -10.84% |
| 5Y (ann.) | 72.87% | -10.84% |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -7.68% | -63.76% |
| Longest DD Days | 41.0 | 234.0 |
| Avg. Drawdown | -1.49% | -22.9% |
| Avg. Drawdown Days | 8.0 | 74.0 |
| Recovery Factor | 15.94 | -0.24 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-11-16 | -7.68 | 19 |
| 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 |
| 2025-06-12 | 2025-07-03 | -4.85 | 21 |
| 2024-07-30 | 2024-08-06 | -4.70 | 7 |
| 2024-08-10 | 2024-09-10 | -3.26 | 31 |
| 2025-10-08 | 2025-10-27 | -3.18 | 19 |
| 2025-04-16 | 2025-04-21 | -2.84 | 5 |
| 2025-01-25 | 2025-02-11 | -2.75 | 17 |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.24% | 16.74% |
| Worst Day | -3.81% | -20.65% |
| Best Week | 14.82% | 22.2% |
| Worst Week | -4.62% | -22.77% |
| Best Month | 23.41% | 54.15% |
| Worst Month | -5.01% | -34.4% |
| Best Year | 50.87% | -4.1% |
| Worst Year | 47.41% | -11.81% |
| Avg. Up Day | 0.85% | 2.9% |
| Avg. Down Day | -0.54% | -2.83% |
| Avg. Up Week | 2.67% | 7.12% |
| Avg. Down Week | -1.28% | -7.25% |
| Avg. Up Month | 9.06% | 25.55% |
| Avg. Down Month | -4.31% | -12.56% |
| Win Days % | 51.64% | 50.66% |
| Win Month % | 83.33% | 33.33% |
| Win Week % | 64.1% | 52.56% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |