| Metric | master.trimmed_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 326.22% | 114.78% |
| Max Drawdown | -18.54% | -63.9% |
| Sharpe | 1.92 | 0.67 |
| Sortino | 3.14 | 0.98 |
| Payoff Ratio | 1.4 | 1.11 |
| Profit Factor | 1.48 | 1.11 |
| Common Sense Ratio | 2.27 | 1.24 |
| CPC Index | 1.05 | 0.62 |
| Tail Ratio | 1.53 | 1.12 |
| Outlier Win Ratio | 10.57 | 2.91 |
| Outlier Loss Ratio | 10.97 | 2.74 |
| Volatility (ann.) | 23.81% | 68.26% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.89 | 0.4 |
| Skew | 0.71 | -0.06 |
| Kurtosis | 16.64 | 4.01 |
| Expected Daily % | 0.12% | 0.06% |
| Expected Monthly % | 3.51% | 1.84% |
| Expected Yearly % | 43.68% | 21.06% |
| Kelly Criterion | 15.63% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -5.75% |
| Expected Shortfall (cVaR) | -1.92% | -5.75% |
| Year | ETHUSD | master.trimmed_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.11 | -7.46 | 0.20 | + |
| 2023 | 91.13 | 65.12 | 0.71 | - |
| 2024 | 46.48 | 84.75 | 1.82 | + |
| 2025 | 21.98 | 50.98 | 2.32 | + |
| Metric | master.trimmed_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.) | 64.3% | 46.75% |
| 5Y (ann.) | 53.6% | 25.39% |
| Metric | master.trimmed_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -18.54% | -63.9% |
| Longest DD Days | 186.0 | 514.0 |
| Avg. Drawdown | -1.89% | -14.36% |
| Avg. Drawdown Days | 11.0 | 63.0 |
| Recovery Factor | 17.59 | 1.8 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-07 | 2022-08-06 | -18.54 | 60 |
| 2022-08-14 | 2023-02-16 | -12.71 | 186 |
| 2023-05-07 | 2023-06-22 | -8.43 | 46 |
| 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 |
| 2023-06-26 | 2023-10-22 | -6.37 | 118 |
| 2024-06-06 | 2024-07-16 | -6.16 | 40 |
| 2024-03-19 | 2024-03-22 | -6.15 | 3 |
| 2025-10-08 | 2025-10-14 | -4.61 | 6 |
| Metric | master.trimmed_daily_ | ETHUSD |
|---|---|---|
| Best Day | 11.48% | 16.74% |
| Worst Day | -10.57% | -20.65% |
| Best Week | 13.81% | 31.75% |
| Worst Week | -6.77% | -38.51% |
| Best Month | 21.94% | 55.48% |
| Worst Month | -5.1% | -44.95% |
| Best Year | 84.75% | 91.13% |
| Worst Year | -7.46% | -37.11% |
| Avg. Up Day | 0.95% | 2.84% |
| Avg. Down Day | -0.68% | -2.57% |
| Avg. Up Week | 2.72% | 8.12% |
| Avg. Down Week | -1.38% | -5.79% |
| Avg. Up Month | 6.65% | 18.62% |
| Avg. Down Month | -2.5% | -11.82% |
| Win Days % | 50.85% | 50.69% |
| Win Month % | 71.43% | 50.0% |
| Win Week % | 60.0% | 48.33% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |