| Metric | master.trimmed.21600_ | ETHUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 375.57% | 122.23% |
| Max Drawdown | -16.77% | -64.23% |
| Sharpe | 1.11 | 0.34 |
| Sortino | 1.78 | 0.5 |
| Payoff Ratio | 1.23 | 1.06 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.63 | 1.08 |
| CPC Index | 0.78 | 0.57 |
| Tail Ratio | 1.29 | 1.02 |
| Outlier Win Ratio | 11.47 | 2.97 |
| Outlier Loss Ratio | 12.77 | 3.13 |
| Volatility (ann.) | 10.94% | 33.39% |
| R^2 | 0.49 | 0.49 |
| Calmar | 3.49 | 0.41 |
| Skew | 1.71 | 0.32 |
| Kurtosis | 31.6 | 8.89 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.78% | 1.92% |
| Expected Yearly % | 47.67% | 22.1% |
| Kelly Criterion | 9.27% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.84% |
| Expected Shortfall (cVaR) | -0.91% | -2.84% |
| Year | ETHUSD | master.trimmed.21600_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | -5.64 | 0.17 | + |
| 2023 | 91.16 | 70.55 | 0.77 | - |
| 2024 | 45.75 | 86.83 | 1.90 | + |
| 2025 | 19.96 | 58.17 | 2.92 | + |
| Metric | master.trimmed.21600_ | ETHUSD |
|---|---|---|
| MTD | 2.8% | -3.64% |
| 3M | 17.21% | 27.31% |
| 6M | 34.38% | 151.47% |
| YTD | 58.17% | 19.96% |
| 1Y | 91.29% | 51.97% |
| 3Y (ann.) | 68.11% | 45.47% |
| 5Y (ann.) | 58.54% | 26.62% |
| Metric | master.trimmed.21600_ | ETHUSD |
|---|---|---|
| Max Drawdown | -16.77% | -64.23% |
| Longest DD Days | 173.0 | 515.0 |
| Avg. Drawdown | -1.61% | -10.85% |
| Avg. Drawdown Days | 7.0 | 41.0 |
| Recovery Factor | 22.39 | 1.9 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-07-18 | -16.77 | 32 |
| 2022-08-13 | 2023-02-02 | -13.81 | 173 |
| 2023-04-30 | 2023-06-22 | -7.57 | 52 |
| 2025-03-03 | 2025-04-11 | -7.56 | 39 |
| 2023-02-02 | 2023-02-15 | -7.50 | 13 |
| 2024-12-18 | 2025-01-17 | -7.32 | 29 |
| 2024-06-05 | 2024-07-19 | -7.15 | 43 |
| 2022-06-06 | 2022-06-15 | -6.68 | 9 |
| 2025-06-11 | 2025-07-14 | -6.16 | 33 |
| 2023-06-23 | 2023-10-20 | -5.63 | 118 |
| Metric | master.trimmed.21600_ | ETHUSD |
|---|---|---|
| Best Day | 8.09% | 16.51% |
| Worst Day | -4.6% | -14.0% |
| Best Week | 15.4% | 27.26% |
| Worst Week | -6.82% | -34.61% |
| Best Month | 22.71% | 56.93% |
| Worst Month | -6.7% | -44.86% |
| Best Year | 86.83% | 91.16% |
| Worst Year | -5.64% | -33.51% |
| Avg. Up Day | 0.38% | 1.27% |
| Avg. Down Day | -0.31% | -1.19% |
| Avg. Up Week | 2.72% | 8.33% |
| Avg. Down Week | -1.36% | -6.93% |
| Avg. Up Month | 7.03% | 20.54% |
| Avg. Down Month | -3.1% | -13.98% |
| Win Days % | 50.03% | 50.39% |
| Win Month % | 78.57% | 50.0% |
| Win Week % | 60.56% | 52.78% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |