| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 147.08% | 7.29% |
| Max Drawdown | -7.24% | -63.95% |
| Sharpe | 1.65 | 0.21 |
| Sortino | 2.77 | 0.3 |
| Payoff Ratio | 1.29 | 1.01 |
| Profit Factor | 1.39 | 1.03 |
| Common Sense Ratio | 1.77 | 1.04 |
| CPC Index | 0.92 | 0.53 |
| Tail Ratio | 1.28 | 1.01 |
| Outlier Win Ratio | 10.87 | 2.74 |
| Outlier Loss Ratio | 13.25 | 2.9 |
| Volatility (ann.) | 10.25% | 34.91% |
| R^2 | 0.52 | 0.52 |
| Calmar | 12.84 | 0.08 |
| Skew | 1.54 | -0.05 |
| Kurtosis | 20.6 | 8.15 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 5.46% | 0.42% |
| Expected Yearly % | 57.19% | 3.58% |
| Kelly Criterion | 13.53% | 1.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.99% |
| Expected Shortfall (cVaR) | -0.84% | -2.99% |
| Year | ETHUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 49.95 | -4.14 | + |
| 2025 | 22.00 | 64.78 | 2.94 | + |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| MTD | 2.85% | -2.0% |
| 3M | 17.22% | 20.45% |
| 6M | 36.63% | 155.75% |
| YTD | 64.78% | 22.0% |
| 1Y | 101.17% | 55.87% |
| 3Y (ann.) | 93.03% | 5.25% |
| 5Y (ann.) | 93.03% | 5.25% |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -7.24% | -63.95% |
| Longest DD Days | 40.0 | 235.0 |
| Avg. Drawdown | -1.25% | -14.14% |
| Avg. Drawdown Days | 5.0 | 41.0 |
| Recovery Factor | 20.3 | 0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-11 | -7.24 | 39 |
| 2024-12-18 | 2025-01-16 | -7.11 | 28 |
| 2024-06-05 | 2024-07-15 | -6.81 | 40 |
| 2025-06-11 | 2025-07-02 | -5.72 | 21 |
| 2024-07-29 | 2024-08-06 | -5.29 | 7 |
| 2025-04-14 | 2025-05-08 | -4.36 | 23 |
| 2024-10-07 | 2024-10-12 | -3.93 | 4 |
| 2024-08-09 | 2024-09-09 | -3.85 | 31 |
| 2025-06-04 | 2025-06-09 | -3.32 | 4 |
| 2024-08-07 | 2024-08-08 | -3.32 | 1 |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 6.58% | 12.3% |
| Worst Day | -3.88% | -14.0% |
| Best Week | 15.58% | 27.26% |
| Worst Week | -3.27% | -20.52% |
| Best Month | 23.12% | 48.75% |
| Worst Month | -3.27% | -32.24% |
| Best Year | 64.78% | 22.0% |
| Worst Year | 49.95% | -12.05% |
| Avg. Up Day | 0.38% | 1.32% |
| Avg. Down Day | -0.29% | -1.31% |
| Avg. Up Week | 2.85% | 8.25% |
| Avg. Down Week | -1.18% | -7.66% |
| Avg. Up Month | 9.69% | 31.88% |
| Avg. Down Month | -2.86% | -9.75% |
| Win Days % | 51.27% | 50.45% |
| Win Month % | 88.24% | 29.41% |
| Win Week % | 67.12% | 52.05% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |