| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 127.94% | 11.77% |
| Max Drawdown | -6.37% | -63.76% |
| Sharpe | 3.08 | 0.48 |
| Sortino | 5.91 | 0.67 |
| Payoff Ratio | 1.63 | 1.06 |
| Profit Factor | 1.78 | 1.08 |
| Common Sense Ratio | 3.48 | 1.2 |
| CPC Index | 1.5 | 0.59 |
| Tail Ratio | 1.95 | 1.12 |
| Outlier Win Ratio | 9.18 | 2.51 |
| Outlier Loss Ratio | 13.85 | 2.47 |
| Volatility (ann.) | 19.6% | 72.15% |
| R^2 | 0.49 | 0.49 |
| Calmar | 12.52 | 0.13 |
| Skew | 1.48 | -0.45 |
| Kurtosis | 8.99 | 4.78 |
| Expected Daily % | 0.16% | 0.02% |
| Expected Monthly % | 4.97% | 0.66% |
| Expected Yearly % | 50.98% | 5.72% |
| Kelly Criterion | 22.16% | 5.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -6.12% |
| Expected Shortfall (cVaR) | -1.52% | -6.12% |
| Year | ETHUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 44.63 | -3.78 | + |
| 2025 | 26.74 | 57.61 | 2.15 | + |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 5.17% | 1.1% |
| 3M | 17.97% | 12.89% |
| 6M | 31.55% | 135.76% |
| YTD | 57.61% | 26.74% |
| 1Y | 87.14% | 71.47% |
| 3Y (ann.) | 79.72% | 8.24% |
| 5Y (ann.) | 79.72% | 8.24% |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -6.37% | -63.76% |
| Longest DD Days | 44.0 | 234.0 |
| Avg. Drawdown | -1.46% | -21.06% |
| Avg. Drawdown Days | 10.0 | 71.0 |
| Recovery Factor | 20.09 | 0.18 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-20 | -6.37 | 44 |
| 2025-03-04 | 2025-04-12 | -5.62 | 39 |
| 2024-12-18 | 2025-01-18 | -5.27 | 31 |
| 2025-06-12 | 2025-07-14 | -4.94 | 32 |
| 2024-07-30 | 2024-08-06 | -4.81 | 7 |
| 2024-08-10 | 2024-09-10 | -3.24 | 31 |
| 2025-10-08 | 2025-10-27 | -3.20 | 19 |
| 2025-04-15 | 2025-04-23 | -2.88 | 8 |
| 2025-07-19 | 2025-08-08 | -2.86 | 20 |
| 2025-01-25 | 2025-03-01 | -2.86 | 35 |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.26% | 16.74% |
| Worst Day | -3.52% | -20.65% |
| Best Week | 14.72% | 22.2% |
| Worst Week | -4.7% | -22.77% |
| Best Month | 23.21% | 54.15% |
| Worst Month | -4.92% | -34.4% |
| Best Year | 57.61% | 26.74% |
| Worst Year | 44.63% | -11.81% |
| Avg. Up Day | 0.86% | 2.95% |
| Avg. Down Day | -0.53% | -2.78% |
| Avg. Up Week | 2.74% | 7.31% |
| Avg. Down Week | -1.22% | -7.11% |
| Avg. Up Month | 8.27% | 22.06% |
| Avg. Down Month | -4.28% | -10.43% |
| Win Days % | 51.81% | 51.27% |
| Win Month % | 88.24% | 41.18% |
| Win Week % | 64.0% | 54.67% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 50.0% |