| Metric | master.trimmed.21600.eth_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 153.18% | -10.98% |
| Max Drawdown | -17.18% | -63.95% |
| Sharpe | 1.05 | 0.12 |
| Sortino | 1.6 | 0.16 |
| Payoff Ratio | 1.23 | 1.07 |
| Profit Factor | 1.29 | 1.02 |
| Common Sense Ratio | 1.65 | 0.98 |
| CPC Index | 0.8 | 0.55 |
| Tail Ratio | 1.28 | 0.96 |
| Outlier Win Ratio | 12.39 | 3.15 |
| Outlier Loss Ratio | 7.48 | 3.25 |
| Volatility (ann.) | 16.77% | 34.81% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.34 | -0.12 |
| Skew | 0.29 | -0.06 |
| Kurtosis | 28.67 | 7.96 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.3% | -0.64% |
| Expected Yearly % | 59.12% | -5.65% |
| Kelly Criterion | 9.37% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.99% |
| Expected Shortfall (cVaR) | -1.4% | -2.99% |
| Year | ETHUSD | master.trimmed.21600.eth_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 59.26 | -4.92 | + |
| 2025 | 1.22 | 58.97 | 48.53 | + |
| Metric | master.trimmed.21600.eth_fwd_ | ETHUSD |
|---|---|---|
| MTD | -0.66% | -12.37% |
| 3M | 25.98% | -9.39% |
| 6M | 45.46% | 85.19% |
| YTD | 58.97% | 1.22% |
| 1Y | 89.51% | 37.22% |
| 3Y (ann.) | 91.7% | -7.83% |
| 5Y (ann.) | 91.7% | -7.83% |
| Metric | master.trimmed.21600.eth_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.18% | -63.95% |
| Longest DD Days | 93.0 | 235.0 |
| Avg. Drawdown | -2.79% | -14.78% |
| Avg. Drawdown Days | 9.0 | 43.0 |
| Recovery Factor | 8.92 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-02-03 | -17.18 | 59 |
| 2025-03-09 | 2025-06-10 | -16.36 | 93 |
| 2025-06-11 | 2025-07-03 | -13.30 | 21 |
| 2024-06-17 | 2024-07-15 | -7.36 | 28 |
| 2024-08-06 | 2024-08-08 | -6.80 | 2 |
| 2025-10-27 | 2025-11-04 | -6.72 | 8 |
| 2024-06-12 | 2024-06-16 | -6.40 | 4 |
| 2025-10-07 | 2025-10-27 | -6.26 | 19 |
| 2024-08-14 | 2024-09-13 | -5.83 | 30 |
| 2025-08-14 | 2025-09-12 | -5.07 | 29 |
| Metric | master.trimmed.21600.eth_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.61% | 12.3% |
| Worst Day | -9.71% | -14.0% |
| Best Week | 19.73% | 27.26% |
| Worst Week | -10.47% | -20.52% |
| Best Month | 25.98% | 48.75% |
| Worst Month | -7.54% | -32.24% |
| Best Year | 59.26% | 1.22% |
| Worst Year | 58.97% | -12.05% |
| Avg. Up Day | 0.68% | 1.23% |
| Avg. Down Day | -0.56% | -1.16% |
| Avg. Up Week | 4.32% | 7.29% |
| Avg. Down Week | -2.44% | -6.77% |
| Avg. Up Month | 15.45% | 29.6% |
| Avg. Down Month | -4.03% | -12.6% |
| Win Days % | 50.04% | 50.5% |
| Win Month % | 72.22% | 27.78% |
| Win Week % | 67.65% | 50.0% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |