| Metric | master.trimmed_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 124.07% | 7.57% |
| Max Drawdown | -7.33% | -63.76% |
| Sharpe | 2.81 | 0.44 |
| Sortino | 5.06 | 0.62 |
| Payoff Ratio | 1.53 | 1.0 |
| Profit Factor | 1.72 | 1.07 |
| Common Sense Ratio | 2.81 | 1.18 |
| CPC Index | 1.39 | 0.55 |
| Tail Ratio | 1.64 | 1.1 |
| Outlier Win Ratio | 10.04 | 2.77 |
| Outlier Loss Ratio | 12.15 | 2.53 |
| Volatility (ann.) | 21.75% | 72.47% |
| R^2 | 0.44 | 0.44 |
| Calmar | 10.94 | 0.09 |
| Skew | 1.16 | -0.47 |
| Kurtosis | 8.71 | 4.8 |
| Expected Daily % | 0.16% | 0.01% |
| Expected Monthly % | 4.86% | 0.43% |
| Expected Yearly % | 49.69% | 3.72% |
| Kelly Criterion | 21.85% | 2.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -6.15% |
| Expected Shortfall (cVaR) | -1.7% | -6.15% |
| Year | ETHUSD | master.trimmed_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 48.41 | -4.10 | + |
| 2025 | 21.98 | 50.98 | 2.32 | + |
| Metric | master.trimmed_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.79% | -2.7% |
| 3M | 18.94% | 37.99% |
| 6M | 31.68% | 153.17% |
| YTD | 50.98% | 21.98% |
| 1Y | 89.14% | 65.38% |
| 3Y (ann.) | 80.21% | 5.47% |
| 5Y (ann.) | 80.21% | 5.47% |
| Metric | master.trimmed_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -7.33% | -63.76% |
| Longest DD Days | 40.0 | 234.0 |
| Avg. Drawdown | -1.58% | -21.06% |
| Avg. Drawdown Days | 8.0 | 69.0 |
| Recovery Factor | 16.92 | 0.12 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-04-14 | -7.33 | 35 |
| 2024-12-18 | 2025-01-19 | -6.86 | 32 |
| 2025-06-12 | 2025-07-03 | -6.64 | 21 |
| 2024-06-06 | 2024-07-16 | -6.16 | 40 |
| 2025-10-08 | 2025-10-14 | -4.61 | 6 |
| 2025-06-05 | 2025-06-10 | -3.82 | 5 |
| 2025-01-25 | 2025-02-11 | -3.51 | 17 |
| 2024-08-10 | 2024-08-14 | -3.46 | 4 |
| 2025-02-12 | 2025-02-21 | -2.80 | 9 |
| 2024-08-15 | 2024-09-10 | -2.78 | 26 |
| Metric | master.trimmed_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.48% | 16.74% |
| Worst Day | -4.7% | -20.65% |
| Best Week | 13.81% | 22.2% |
| Worst Week | -6.36% | -22.77% |
| Best Month | 21.94% | 54.15% |
| Worst Month | -5.1% | -34.4% |
| Best Year | 50.98% | 21.98% |
| Worst Year | 48.41% | -11.81% |
| Avg. Up Day | 0.94% | 2.85% |
| Avg. Down Day | -0.62% | -2.85% |
| Avg. Up Week | 2.86% | 7.46% |
| Avg. Down Week | -1.47% | -6.47% |
| Avg. Up Month | 8.72% | 25.55% |
| Avg. Down Month | -2.59% | -11.96% |
| Win Days % | 52.7% | 51.4% |
| Win Month % | 82.35% | 35.29% |
| Win Week % | 65.75% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |