| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 140.26% | 11.77% |
| Max Drawdown | -6.16% | -63.76% |
| Sharpe | 3.27 | 0.48 |
| Sortino | 6.33 | 0.67 |
| Payoff Ratio | 1.65 | 1.05 |
| Profit Factor | 1.85 | 1.08 |
| Common Sense Ratio | 3.6 | 1.2 |
| CPC Index | 1.6 | 0.58 |
| Tail Ratio | 1.95 | 1.12 |
| Outlier Win Ratio | 9.19 | 2.51 |
| Outlier Loss Ratio | 13.92 | 2.47 |
| Volatility (ann.) | 19.61% | 72.15% |
| R^2 | 0.49 | 0.49 |
| Calmar | 14.06 | 0.13 |
| Skew | 1.47 | -0.45 |
| Kurtosis | 8.88 | 4.78 |
| Expected Daily % | 0.17% | 0.02% |
| Expected Monthly % | 5.29% | 0.66% |
| Expected Yearly % | 55.0% | 5.72% |
| Kelly Criterion | 23.83% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -6.12% |
| Expected Shortfall (cVaR) | -1.51% | -6.12% |
| Year | ETHUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 47.41 | -4.01 | + |
| 2025 | 26.74 | 62.98 | 2.36 | + |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 5.57% | 1.1% |
| 3M | 19.36% | 12.89% |
| 6M | 34.21% | 135.76% |
| YTD | 62.98% | 26.74% |
| 1Y | 94.53% | 71.47% |
| 3Y (ann.) | 86.58% | 8.24% |
| 5Y (ann.) | 86.58% | 8.24% |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -6.16% | -63.76% |
| Longest DD Days | 41.0 | 234.0 |
| Avg. Drawdown | -1.36% | -21.06% |
| Avg. Drawdown Days | 8.0 | 71.0 |
| Recovery Factor | 22.78 | 0.18 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-17 | -6.16 | 41 |
| 2025-03-04 | 2025-04-12 | -5.53 | 39 |
| 2024-12-18 | 2025-01-18 | -5.17 | 31 |
| 2025-06-12 | 2025-07-03 | -4.85 | 21 |
| 2024-07-30 | 2024-08-06 | -4.70 | 7 |
| 2024-08-10 | 2024-09-10 | -3.26 | 31 |
| 2025-10-08 | 2025-10-27 | -3.18 | 19 |
| 2025-04-16 | 2025-04-21 | -2.84 | 5 |
| 2025-01-25 | 2025-02-11 | -2.75 | 17 |
| 2025-07-19 | 2025-08-08 | -2.72 | 20 |
| Metric | master.trimmed.21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 7.24% | 16.74% |
| Worst Day | -3.44% | -20.65% |
| Best Week | 14.82% | 22.2% |
| Worst Week | -4.62% | -22.77% |
| Best Month | 23.41% | 54.15% |
| Worst Month | -4.63% | -34.4% |
| Best Year | 62.98% | 26.74% |
| Worst Year | 47.41% | -11.81% |
| Avg. Up Day | 0.87% | 2.93% |
| Avg. Down Day | -0.53% | -2.8% |
| Avg. Up Week | 2.74% | 7.28% |
| Avg. Down Week | -1.16% | -7.11% |
| Avg. Up Month | 8.56% | 22.06% |
| Avg. Down Month | -3.97% | -10.43% |
| Win Days % | 52.61% | 51.27% |
| Win Month % | 88.24% | 41.18% |
| Win Week % | 65.33% | 54.67% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 50.0% |