| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 147.1% | 8.6% |
| Max Drawdown | -5.78% | -63.76% |
| Sharpe | 3.46 | 0.45 |
| Sortino | 6.77 | 0.63 |
| Payoff Ratio | 1.59 | 1.03 |
| Profit Factor | 1.92 | 1.07 |
| Common Sense Ratio | 3.66 | 1.18 |
| CPC Index | 1.68 | 0.57 |
| Tail Ratio | 1.91 | 1.1 |
| Outlier Win Ratio | 9.43 | 2.52 |
| Outlier Loss Ratio | 13.67 | 2.45 |
| Volatility (ann.) | 19.56% | 72.4% |
| R^2 | 0.49 | 0.49 |
| Calmar | 16.13 | 0.1 |
| Skew | 1.51 | -0.47 |
| Kurtosis | 9.1 | 4.82 |
| Expected Daily % | 0.18% | 0.02% |
| Expected Monthly % | 5.47% | 0.49% |
| Expected Yearly % | 57.2% | 4.21% |
| Kelly Criterion | 26.33% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -6.14% |
| Expected Shortfall (cVaR) | -1.5% | -6.14% |
| Year | ETHUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 49.82 | -4.22 | + |
| 2025 | 23.15 | 64.94 | 2.81 | + |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 2.77% | -1.77% |
| 3M | 17.85% | 35.26% |
| 6M | 33.56% | 153.25% |
| YTD | 64.94% | 23.15% |
| 1Y | 105.3% | 62.28% |
| 3Y (ann.) | 93.3% | 6.2% |
| 5Y (ann.) | 93.3% | 6.2% |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -5.78% | -63.76% |
| Longest DD Days | 40.0 | 234.0 |
| Avg. Drawdown | -1.35% | -21.06% |
| Avg. Drawdown Days | 8.0 | 69.0 |
| Recovery Factor | 25.43 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-16 | -5.78 | 40 |
| 2025-03-04 | 2025-04-12 | -5.26 | 39 |
| 2024-07-30 | 2024-08-06 | -4.96 | 7 |
| 2024-12-18 | 2025-01-17 | -4.92 | 30 |
| 2025-06-12 | 2025-07-03 | -4.45 | 21 |
| 2024-08-10 | 2024-09-10 | -3.25 | 31 |
| 2025-10-08 | 2025-10-15 | -3.09 | 7 |
| 2025-04-16 | 2025-04-23 | -2.80 | 7 |
| 2025-07-19 | 2025-08-08 | -2.62 | 20 |
| 2025-01-25 | 2025-02-05 | -2.49 | 11 |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.31% | 16.74% |
| Worst Day | -3.52% | -20.65% |
| Best Week | 15.0% | 22.2% |
| Worst Week | -4.34% | -22.77% |
| Best Month | 23.75% | 54.15% |
| Worst Month | -4.2% | -34.4% |
| Best Year | 64.94% | 23.15% |
| Worst Year | 49.82% | -11.81% |
| Avg. Up Day | 0.85% | 2.92% |
| Avg. Down Day | -0.54% | -2.84% |
| Avg. Up Week | 2.89% | 7.46% |
| Avg. Down Week | -1.13% | -6.43% |
| Avg. Up Month | 9.36% | 25.55% |
| Avg. Down Month | -3.62% | -10.43% |
| Win Days % | 54.73% | 51.5% |
| Win Month % | 88.24% | 35.29% |
| Win Week % | 65.75% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |