| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 133.09% | 2.75% |
| Max Drawdown | -7.56% | -63.95% |
| Sharpe | 1.52 | 0.19 |
| Sortino | 2.52 | 0.27 |
| Payoff Ratio | 1.27 | 1.02 |
| Profit Factor | 1.35 | 1.03 |
| Common Sense Ratio | 1.73 | 1.02 |
| CPC Index | 0.87 | 0.53 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 10.79 | 2.75 |
| Outlier Loss Ratio | 12.96 | 2.88 |
| Volatility (ann.) | 10.38% | 34.86% |
| R^2 | 0.52 | 0.52 |
| Calmar | 11.1 | 0.03 |
| Skew | 1.51 | -0.05 |
| Kurtosis | 20.82 | 8.12 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 5.1% | 0.16% |
| Expected Yearly % | 52.67% | 1.36% |
| Kelly Criterion | 12.0% | 1.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.98% |
| Expected Shortfall (cVaR) | -0.85% | -2.98% |
| Year | ETHUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 47.54 | -3.94 | + |
| 2025 | 16.83 | 57.99 | 3.45 | + |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| MTD | 2.68% | -6.16% |
| 3M | 15.96% | 3.37% |
| 6M | 31.92% | 145.12% |
| YTD | 57.99% | 16.83% |
| 1Y | 87.91% | 41.68% |
| 3Y (ann.) | 83.9% | 1.97% |
| 5Y (ann.) | 83.9% | 1.97% |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -7.56% | -63.95% |
| Longest DD Days | 43.0 | 235.0 |
| Avg. Drawdown | -1.4% | -14.14% |
| Avg. Drawdown Days | 6.0 | 41.0 |
| Recovery Factor | 17.6 | 0.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-11 | -7.56 | 39 |
| 2024-12-18 | 2025-01-17 | -7.32 | 29 |
| 2024-06-05 | 2024-07-19 | -7.15 | 43 |
| 2025-06-11 | 2025-07-14 | -6.16 | 33 |
| 2024-07-29 | 2024-08-06 | -5.13 | 7 |
| 2025-04-14 | 2025-05-08 | -4.45 | 23 |
| 2024-10-07 | 2024-10-12 | -3.98 | 4 |
| 2024-08-09 | 2024-09-09 | -3.83 | 31 |
| 2025-05-14 | 2025-06-09 | -3.48 | 26 |
| 2025-02-04 | 2025-03-02 | -3.46 | 26 |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 6.66% | 12.3% |
| Worst Day | -4.11% | -14.0% |
| Best Week | 15.4% | 27.26% |
| Worst Week | -3.49% | -20.52% |
| Best Month | 22.71% | 48.75% |
| Worst Month | -3.68% | -32.24% |
| Best Year | 57.99% | 16.83% |
| Worst Year | 47.54% | -12.05% |
| Avg. Up Day | 0.38% | 1.32% |
| Avg. Down Day | -0.3% | -1.3% |
| Avg. Up Week | 2.88% | 8.32% |
| Avg. Down Week | -1.19% | -7.51% |
| Avg. Up Month | 9.31% | 31.88% |
| Avg. Down Month | -3.18% | -9.75% |
| Win Days % | 50.74% | 50.54% |
| Win Month % | 88.24% | 29.41% |
| Win Week % | 63.51% | 51.35% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |