| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 126.07% | 8.59% |
| Max Drawdown | -7.63% | -63.95% |
| Sharpe | 1.45 | 0.22 |
| Sortino | 2.4 | 0.31 |
| Payoff Ratio | 1.28 | 1.03 |
| Profit Factor | 1.33 | 1.03 |
| Common Sense Ratio | 1.7 | 1.03 |
| CPC Index | 0.85 | 0.54 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 10.6 | 2.72 |
| Outlier Loss Ratio | 13.09 | 2.89 |
| Volatility (ann.) | 10.35% | 34.81% |
| R^2 | 0.52 | 0.52 |
| Calmar | 10.28 | 0.09 |
| Skew | 1.52 | -0.05 |
| Kurtosis | 21.07 | 8.06 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.91% | 0.49% |
| Expected Yearly % | 50.36% | 4.21% |
| Kelly Criterion | 10.78% | 2.64% |
| 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 | 44.74 | -3.71 | + |
| 2025 | 23.47 | 56.19 | 2.39 | + |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| MTD | 4.61% | -0.82% |
| 3M | 16.92% | 8.22% |
| 6M | 30.63% | 129.5% |
| YTD | 56.19% | 23.47% |
| 1Y | 85.61% | 64.17% |
| 3Y (ann.) | 78.46% | 6.03% |
| 5Y (ann.) | 78.46% | 6.03% |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -7.63% | -63.95% |
| Longest DD Days | 43.0 | 235.0 |
| Avg. Drawdown | -1.55% | -14.14% |
| Avg. Drawdown Days | 6.0 | 42.0 |
| Recovery Factor | 16.51 | 0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-11 | -7.63 | 39 |
| 2024-12-06 | 2025-01-18 | -7.34 | 42 |
| 2024-06-05 | 2024-07-19 | -7.33 | 43 |
| 2025-06-11 | 2025-07-16 | -6.24 | 35 |
| 2024-07-29 | 2024-08-06 | -5.25 | 7 |
| 2025-04-14 | 2025-05-08 | -4.51 | 23 |
| 2024-10-07 | 2024-10-12 | -4.09 | 4 |
| 2025-05-14 | 2025-06-09 | -3.81 | 26 |
| 2024-08-09 | 2024-09-10 | -3.80 | 32 |
| 2025-02-04 | 2025-03-02 | -3.65 | 26 |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 6.69% | 12.3% |
| Worst Day | -4.1% | -14.0% |
| Best Week | 15.3% | 27.26% |
| Worst Week | -3.58% | -20.52% |
| Best Month | 22.5% | 48.75% |
| Worst Month | -3.98% | -32.24% |
| Best Year | 56.19% | 23.47% |
| Worst Year | 44.74% | -12.05% |
| Avg. Up Day | 0.39% | 1.34% |
| Avg. Down Day | -0.3% | -1.3% |
| Avg. Up Week | 2.7% | 8.04% |
| Avg. Down Week | -1.26% | -7.51% |
| Avg. Up Month | 9.03% | 31.88% |
| Avg. Down Month | -3.5% | -9.75% |
| Win Days % | 49.9% | 50.54% |
| Win Month % | 88.24% | 29.41% |
| Win Week % | 65.33% | 52.0% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |