| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 22.11% | 64.15% |
| Max Drawdown | -3.29% | -23.53% |
| Sharpe | 2.12 | 1.37 |
| Sortino | 3.72 | 2.18 |
| Payoff Ratio | 1.39 | 1.12 |
| Profit Factor | 1.52 | 1.24 |
| Common Sense Ratio | 2.4 | 1.35 |
| CPC Index | 1.08 | 0.73 |
| Tail Ratio | 1.59 | 1.09 |
| Outlier Win Ratio | 13.65 | 2.79 |
| Outlier Loss Ratio | 15.24 | 2.62 |
| Volatility (ann.) | 7.42% | 31.67% |
| R^2 | 0.41 | 0.41 |
| Calmar | 26.28 | 15.7 |
| Skew | 1.16 | 0.95 |
| Kurtosis | 8.74 | 8.21 |
| Expected Daily % | 0.04% | 0.11% |
| Expected Monthly % | 4.08% | 10.42% |
| Expected Yearly % | 22.11% | 64.15% |
| Kelly Criterion | 16.4% | 10.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.61% |
| Expected Shortfall (cVaR) | -0.6% | -2.61% |
| Year | ETHUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 64.15 | 22.11 | 0.34 | - |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| MTD | 4.0% | -2.64% |
| 3M | 19.5% | 7.4% |
| 6M | 22.11% | 64.15% |
| YTD | 22.11% | 64.15% |
| 1Y | 22.11% | 64.15% |
| 3Y (ann.) | 86.49% | 369.33% |
| 5Y (ann.) | 86.49% | 369.33% |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -3.29% | -23.53% |
| Longest DD Days | 20.0 | 56.0 |
| Avg. Drawdown | -0.91% | -4.36% |
| Avg. Drawdown Days | 4.0 | 5.0 |
| Recovery Factor | 6.72 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-10-20 | -3.29 | 13 |
| 2025-09-03 | 2025-09-11 | -3.00 | 8 |
| 2025-07-28 | 2025-08-04 | -2.38 | 7 |
| 2025-08-14 | 2025-09-03 | -2.03 | 20 |
| 2025-09-14 | 2025-10-01 | -1.89 | 17 |
| 2025-08-05 | 2025-08-07 | -1.77 | 2 |
| 2025-08-11 | 2025-08-12 | -1.23 | 1 |
| 2025-06-26 | 2025-06-29 | -1.14 | 3 |
| 2025-06-30 | 2025-07-02 | -0.99 | 2 |
| 2025-07-03 | 2025-07-11 | -0.76 | 7 |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 2.06% | 12.3% |
| Worst Day | -1.63% | -6.31% |
| Best Week | 7.12% | 19.96% |
| Worst Week | -1.71% | -15.03% |
| Best Month | 11.52% | 48.75% |
| Worst Month | 0.69% | -5.6% |
| Best Year | 22.11% | 64.15% |
| Worst Year | 22.11% | 64.15% |
| Avg. Up Day | 0.28% | 1.26% |
| Avg. Down Day | -0.2% | -1.12% |
| Avg. Up Week | 2.52% | 10.77% |
| Avg. Down Week | -0.82% | -7.93% |
| Avg. Up Month | 4.42% | 22.87% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.33% | 52.65% |
| Win Month % | 100.0% | 60.0% |
| Win Week % | 66.67% | 55.56% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |