| Metric | master.trimmed_ | ETHUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 326.75% | 122.23% |
| Max Drawdown | -19.57% | -64.23% |
| Sharpe | 0.93 | 0.34 |
| Sortino | 1.45 | 0.5 |
| Payoff Ratio | 1.19 | 1.06 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.51 | 1.08 |
| CPC Index | 0.73 | 0.56 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 11.9 | 3.07 |
| Outlier Loss Ratio | 11.22 | 3.22 |
| Volatility (ann.) | 12.29% | 33.39% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.74 | 0.41 |
| Skew | 1.34 | 0.32 |
| Kurtosis | 31.49 | 8.89 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.52% | 1.92% |
| Expected Yearly % | 43.73% | 22.1% |
| Kelly Criterion | 8.45% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.84% |
| Expected Shortfall (cVaR) | -1.03% | -2.84% |
| Year | ETHUSD | master.trimmed_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -6.94 | 0.21 | + |
| 2023 | 91.16 | 64.96 | 0.71 | - |
| 2024 | 45.75 | 84.74 | 1.85 | + |
| 2025 | 19.96 | 50.48 | 2.53 | + |
| Metric | master.trimmed_ | ETHUSD |
|---|---|---|
| MTD | 2.97% | -3.64% |
| 3M | 18.68% | 27.31% |
| 6M | 32.88% | 151.47% |
| YTD | 50.48% | 19.96% |
| 1Y | 79.81% | 51.97% |
| 3Y (ann.) | 64.28% | 45.47% |
| 5Y (ann.) | 53.55% | 26.62% |
| Metric | master.trimmed_ | ETHUSD |
|---|---|---|
| Max Drawdown | -19.57% | -64.23% |
| Longest DD Days | 186.0 | 515.0 |
| Avg. Drawdown | -1.79% | -10.85% |
| Avg. Drawdown Days | 7.0 | 41.0 |
| Recovery Factor | 16.69 | 1.9 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-08-08 | -19.57 | 53 |
| 2022-08-13 | 2023-02-16 | -13.43 | 186 |
| 2024-12-18 | 2025-01-18 | -9.90 | 30 |
| 2025-03-09 | 2025-04-12 | -9.82 | 34 |
| 2023-05-06 | 2023-06-22 | -9.34 | 47 |
| 2025-06-11 | 2025-07-02 | -8.56 | 21 |
| 2024-06-12 | 2024-07-15 | -7.85 | 33 |
| 2023-06-23 | 2023-10-21 | -7.26 | 119 |
| 2022-06-06 | 2022-06-15 | -6.66 | 9 |
| 2024-03-17 | 2024-03-21 | -6.23 | 3 |
| Metric | master.trimmed_ | ETHUSD |
|---|---|---|
| Best Day | 9.33% | 16.51% |
| Worst Day | -5.63% | -14.0% |
| Best Week | 14.47% | 27.26% |
| Worst Week | -7.66% | -34.61% |
| Best Month | 21.7% | 56.93% |
| Worst Month | -5.08% | -44.86% |
| Best Year | 84.74% | 91.16% |
| Worst Year | -6.94% | -33.51% |
| Avg. Up Day | 0.42% | 1.26% |
| Avg. Down Day | -0.36% | -1.19% |
| Avg. Up Week | 2.77% | 8.44% |
| Avg. Down Week | -1.74% | -6.78% |
| Avg. Up Month | 6.68% | 20.54% |
| Avg. Down Month | -3.08% | -14.49% |
| Win Days % | 50.3% | 50.39% |
| Win Month % | 76.19% | 50.0% |
| Win Week % | 62.78% | 52.78% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 75.0% |