| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 154.9% | 8.6% |
| Max Drawdown | -13.78% | -63.76% |
| Sharpe | 2.34 | 0.45 |
| Sortino | 4.04 | 0.63 |
| Payoff Ratio | 1.39 | 1.03 |
| Profit Factor | 1.72 | 1.07 |
| Common Sense Ratio | 2.83 | 1.18 |
| CPC Index | 1.28 | 0.57 |
| Tail Ratio | 1.65 | 1.1 |
| Outlier Win Ratio | 11.74 | 3.19 |
| Outlier Loss Ratio | 8.47 | 2.9 |
| Volatility (ann.) | 31.12% | 72.4% |
| R^2 | 0.29 | 0.29 |
| Calmar | 7.09 | 0.1 |
| Skew | 0.99 | -0.47 |
| Kurtosis | 11.01 | 4.82 |
| Expected Daily % | 0.19% | 0.02% |
| Expected Monthly % | 5.66% | 0.49% |
| Expected Yearly % | 59.65% | 4.21% |
| Kelly Criterion | 20.18% | 4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -6.14% |
| Expected Shortfall (cVaR) | -2.48% | -6.14% |
| Year | ETHUSD | master.trimmed.21600.eth_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 59.68 | -5.05 | + |
| 2025 | 23.15 | 59.63 | 2.58 | + |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.61% | -1.77% |
| 3M | 33.56% | 35.26% |
| 6M | 45.81% | 153.25% |
| YTD | 59.63% | 23.15% |
| 1Y | 99.33% | 62.28% |
| 3Y (ann.) | 97.72% | 6.2% |
| 5Y (ann.) | 97.72% | 6.2% |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.78% | -63.76% |
| Longest DD Days | 93.0 | 234.0 |
| Avg. Drawdown | -2.84% | -21.06% |
| Avg. Drawdown Days | 13.0 | 69.0 |
| Recovery Factor | 11.24 | 0.13 |
| Ulcer Index | 1.64 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -13.78 | 93 |
| 2024-12-08 | 2025-02-11 | -11.16 | 65 |
| 2025-06-12 | 2025-07-03 | -10.90 | 21 |
| 2025-10-08 | 2025-10-15 | -6.11 | 7 |
| 2024-06-21 | 2024-07-15 | -4.89 | 24 |
| 2025-08-15 | 2025-09-13 | -4.40 | 29 |
| 2024-08-10 | 2024-08-14 | -4.28 | 4 |
| 2024-08-15 | 2024-09-14 | -4.21 | 30 |
| 2025-02-12 | 2025-02-13 | -3.77 | 1 |
| 2024-08-07 | 2024-08-09 | -3.63 | 2 |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.41% | 16.74% |
| Worst Day | -8.1% | -20.65% |
| Best Week | 18.73% | 22.2% |
| Worst Week | -11.48% | -22.77% |
| Best Month | 26.05% | 54.15% |
| Worst Month | -7.54% | -34.4% |
| Best Year | 59.68% | 23.15% |
| Worst Year | 59.63% | -11.81% |
| Avg. Up Day | 1.37% | 2.56% |
| Avg. Down Day | -0.99% | -2.49% |
| Avg. Up Week | 3.96% | 6.12% |
| Avg. Down Week | -2.3% | -6.79% |
| Avg. Up Month | 13.86% | 22.83% |
| Avg. Down Month | -5.36% | -11.96% |
| Win Days % | 53.64% | 51.5% |
| Win Month % | 76.47% | 35.29% |
| Win Week % | 63.64% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |