| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 21.64% | 60.36% |
| Max Drawdown | -3.03% | -20.67% |
| Sharpe | 4.24 | 2.58 |
| Sortino | 11.31 | 4.33 |
| Payoff Ratio | 2.34 | 1.54 |
| Profit Factor | 2.23 | 1.45 |
| Common Sense Ratio | 5.13 | 2.46 |
| CPC Index | 2.47 | 1.12 |
| Tail Ratio | 2.3 | 1.69 |
| Outlier Win Ratio | 9.47 | 2.05 |
| Outlier Loss Ratio | 12.8 | 1.69 |
| Volatility (ann.) | 14.68% | 65.32% |
| R^2 | 0.43 | 0.43 |
| Calmar | 28.15 | 16.55 |
| Skew | 2.15 | 0.14 |
| Kurtosis | 6.62 | 2.17 |
| Expected Daily % | 0.17% | 0.4% |
| Expected Monthly % | 4.0% | 9.91% |
| Expected Yearly % | 21.64% | 60.36% |
| Kelly Criterion | 24.88% | 17.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -5.16% |
| Expected Shortfall (cVaR) | -1.09% | -5.16% |
| Year | ETHUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 60.36 | 21.64 | 0.36 | - |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.18% | -6.89% |
| 3M | 18.58% | 6.11% |
| 6M | 21.64% | 60.36% |
| YTD | 21.64% | 60.36% |
| 1Y | 21.64% | 60.36% |
| 3Y (ann.) | 85.24% | 341.96% |
| 5Y (ann.) | 85.24% | 341.96% |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -3.03% | -20.67% |
| Longest DD Days | 27.0 | 55.0 |
| Avg. Drawdown | -0.94% | -5.9% |
| Avg. Drawdown Days | 7.0 | 9.0 |
| Recovery Factor | 7.15 | 2.92 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-10-19 | -3.03 | 11 |
| 2025-07-29 | 2025-08-05 | -2.01 | 7 |
| 2025-08-15 | 2025-09-11 | -1.92 | 27 |
| 2025-09-15 | 2025-10-02 | -1.28 | 17 |
| 2025-06-27 | 2025-06-30 | -0.84 | 3 |
| 2025-07-04 | 2025-07-11 | -0.65 | 7 |
| 2025-07-01 | 2025-07-03 | -0.53 | 2 |
| 2025-10-06 | 2025-10-07 | -0.42 | 1 |
| 2025-08-06 | 2025-08-07 | -0.40 | 1 |
| 2025-07-19 | 2025-07-28 | -0.34 | 9 |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 3.3% | 10.72% |
| Worst Day | -1.61% | -13.18% |
| Best Week | 7.67% | 22.2% |
| Worst Week | -0.92% | -13.59% |
| Best Month | 11.01% | 54.15% |
| Worst Month | 1.11% | -6.89% |
| Best Year | 21.64% | 60.36% |
| Worst Year | 21.64% | 60.36% |
| Avg. Up Day | 0.73% | 3.39% |
| Avg. Down Day | -0.31% | -2.2% |
| Avg. Up Week | 2.62% | 10.36% |
| Avg. Down Week | -0.56% | -6.38% |
| Avg. Up Month | 4.52% | 24.24% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.37% | 50.0% |
| Win Month % | 100.0% | 60.0% |
| Win Week % | 55.56% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |