| Metric | master.trimmed_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 123.58% | 8.6% |
| Max Drawdown | -9.9% | -63.95% |
| Sharpe | 1.29 | 0.22 |
| Sortino | 2.02 | 0.31 |
| Payoff Ratio | 1.22 | 1.0 |
| Profit Factor | 1.3 | 1.03 |
| Common Sense Ratio | 1.7 | 1.04 |
| CPC Index | 0.81 | 0.52 |
| Tail Ratio | 1.3 | 1.01 |
| Outlier Win Ratio | 10.99 | 2.87 |
| Outlier Loss Ratio | 11.16 | 2.96 |
| Volatility (ann.) | 11.86% | 34.93% |
| R^2 | 0.48 | 0.48 |
| Calmar | 8.06 | 0.1 |
| Skew | 0.67 | -0.05 |
| Kurtosis | 19.43 | 8.15 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.85% | 0.49% |
| Expected Yearly % | 49.53% | 4.21% |
| Kelly Criterion | 10.84% | 1.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.99% |
| Expected Shortfall (cVaR) | -0.98% | -2.99% |
| Year | ETHUSD | master.trimmed_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 48.55 | -4.03 | + |
| 2025 | 23.48 | 50.51 | 2.15 | + |
| Metric | master.trimmed_fwd_ | ETHUSD |
|---|---|---|
| MTD | 2.99% | -0.81% |
| 3M | 18.47% | 36.42% |
| 6M | 31.02% | 153.25% |
| YTD | 50.51% | 23.48% |
| 1Y | 79.84% | 56.44% |
| 3Y (ann.) | 79.71% | 6.2% |
| 5Y (ann.) | 79.71% | 6.2% |
| Metric | master.trimmed_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -9.9% | -63.95% |
| Longest DD Days | 34.0 | 235.0 |
| Avg. Drawdown | -1.55% | -14.14% |
| Avg. Drawdown Days | 5.0 | 41.0 |
| Recovery Factor | 12.49 | 0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-01-18 | -9.90 | 30 |
| 2025-03-09 | 2025-04-12 | -9.82 | 34 |
| 2025-06-11 | 2025-07-02 | -8.56 | 21 |
| 2024-06-12 | 2024-07-15 | -7.85 | 33 |
| 2025-06-04 | 2025-06-09 | -5.16 | 5 |
| 2025-10-07 | 2025-10-15 | -4.89 | 7 |
| 2025-04-14 | 2025-05-10 | -4.60 | 26 |
| 2025-01-24 | 2025-02-03 | -4.20 | 10 |
| 2024-08-07 | 2024-08-08 | -4.16 | 1 |
| 2024-08-09 | 2024-08-14 | -3.92 | 5 |
| Metric | master.trimmed_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 6.32% | 12.3% |
| Worst Day | -5.63% | -14.0% |
| Best Week | 14.47% | 27.26% |
| Worst Week | -5.07% | -20.52% |
| Best Month | 21.7% | 48.75% |
| Worst Month | -3.77% | -32.24% |
| Best Year | 50.51% | 23.48% |
| Worst Year | 48.55% | -12.05% |
| Avg. Up Day | 0.44% | 1.31% |
| Avg. Down Day | -0.36% | -1.31% |
| Avg. Up Week | 2.95% | 8.53% |
| Avg. Down Week | -1.7% | -6.85% |
| Avg. Up Month | 9.33% | 31.88% |
| Avg. Down Month | -2.36% | -12.68% |
| Win Days % | 50.96% | 50.47% |
| Win Month % | 82.35% | 29.41% |
| Win Week % | 68.49% | 52.05% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |