| Metric | master.trimmed.21600.eth_ | ETHUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 369.52% | 32.89% |
| Max Drawdown | -22.89% | -64.23% |
| Sharpe | 0.76 | 0.23 |
| Sortino | 1.16 | 0.33 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 1.56 | 1.02 |
| CPC Index | 0.72 | 0.58 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 14.53 | 3.41 |
| Outlier Loss Ratio | 7.61 | 3.45 |
| Volatility (ann.) | 16.27% | 33.9% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.43 | 0.13 |
| Skew | 1.03 | 0.21 |
| Kurtosis | 32.21 | 8.8 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.66% | 0.66% |
| Expected Yearly % | 47.2% | 7.37% |
| Kelly Criterion | 6.56% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.9% |
| Expected Shortfall (cVaR) | -1.37% | -2.9% |
| Year | ETHUSD | master.trimmed.21600.eth_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.88 | -4.20 | 0.08 | + |
| 2023 | 91.16 | 65.50 | 0.72 | - |
| 2024 | 45.75 | 86.28 | 1.89 | + |
| 2025 | 1.22 | 58.97 | 48.53 | + |
| Metric | master.trimmed.21600.eth_ | 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.) | 65.32% | 30.07% |
| 5Y (ann.) | 55.64% | 8.47% |
| Metric | master.trimmed.21600.eth_ | ETHUSD |
|---|---|---|
| Max Drawdown | -22.89% | -64.23% |
| Longest DD Days | 121.0 | 612.0 |
| Avg. Drawdown | -3.11% | -10.79% |
| Avg. Drawdown Days | 12.0 | 60.0 |
| Recovery Factor | 16.14 | 0.51 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-09-27 | -22.89 | 103 |
| 2024-12-06 | 2025-02-03 | -17.18 | 59 |
| 2025-03-09 | 2025-06-10 | -16.36 | 93 |
| 2022-11-12 | 2023-02-16 | -13.79 | 95 |
| 2025-06-11 | 2025-07-03 | -13.30 | 21 |
| 2023-05-06 | 2023-06-22 | -12.01 | 47 |
| 2024-03-17 | 2024-03-21 | -11.44 | 3 |
| 2024-03-25 | 2024-04-24 | -7.43 | 29 |
| 2024-06-17 | 2024-07-15 | -7.36 | 28 |
| 2022-06-14 | 2022-06-15 | -7.35 | 1 |
| Metric | master.trimmed.21600.eth_ | ETHUSD |
|---|---|---|
| Best Day | 10.84% | 16.51% |
| Worst Day | -9.71% | -14.0% |
| Best Week | 19.73% | 27.26% |
| Worst Week | -10.47% | -34.61% |
| Best Month | 25.98% | 56.93% |
| Worst Month | -7.54% | -44.86% |
| Best Year | 86.28% | 91.16% |
| Worst Year | -4.2% | -52.88% |
| Avg. Up Day | 0.65% | 1.16% |
| Avg. Down Day | -0.54% | -1.05% |
| Avg. Up Week | 3.74% | 7.11% |
| Avg. Down Week | -1.97% | -6.76% |
| Avg. Up Month | 8.33% | 21.2% |
| Avg. Down Month | -3.39% | -14.56% |
| Win Days % | 49.01% | 50.39% |
| Win Month % | 67.44% | 46.51% |
| Win Week % | 58.08% | 51.61% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 75.0% | 75.0% |