| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 153.94% | -7.78% |
| Max Drawdown | -13.78% | -63.76% |
| Sharpe | 2.25 | 0.29 |
| Sortino | 3.9 | 0.4 |
| Payoff Ratio | 1.39 | 1.02 |
| Profit Factor | 1.68 | 1.05 |
| Common Sense Ratio | 2.78 | 1.15 |
| CPC Index | 1.24 | 0.54 |
| Tail Ratio | 1.65 | 1.1 |
| Outlier Win Ratio | 11.78 | 3.16 |
| Outlier Loss Ratio | 8.24 | 2.84 |
| Volatility (ann.) | 31.03% | 72.04% |
| R^2 | 0.3 | 0.3 |
| Calmar | 6.68 | -0.09 |
| Skew | 1.04 | -0.43 |
| Kurtosis | 10.93 | 4.71 |
| Expected Daily % | 0.18% | -0.02% |
| Expected Monthly % | 5.31% | -0.45% |
| Expected Yearly % | 59.35% | -3.97% |
| Kelly Criterion | 19.49% | 2.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -6.15% |
| Expected Shortfall (cVaR) | -2.48% | -6.15% |
| Year | ETHUSD | master.trimmed.21600.eth_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 59.68 | -5.05 | + |
| 2025 | 4.57 | 59.03 | 12.92 | + |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -0.54% | -9.29% |
| 3M | 33.05% | 1.38% |
| 6M | 45.85% | 89.18% |
| YTD | 59.03% | 4.57% |
| 1Y | 90.11% | 43.03% |
| 3Y (ann.) | 92.11% | -5.52% |
| 5Y (ann.) | 92.11% | -5.52% |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.78% | -63.76% |
| Longest DD Days | 93.0 | 234.0 |
| Avg. Drawdown | -2.95% | -21.96% |
| Avg. Drawdown Days | 14.0 | 72.0 |
| Recovery Factor | 11.17 | -0.12 |
| Ulcer Index | 1.62 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -13.78 | 93 |
| 2024-12-08 | 2025-02-11 | -11.16 | 65 |
| 2025-06-12 | 2025-07-03 | -10.90 | 21 |
| 2025-10-28 | 2025-11-04 | -6.20 | 7 |
| 2025-10-08 | 2025-10-27 | -6.11 | 19 |
| 2024-06-21 | 2024-07-15 | -4.89 | 24 |
| 2025-08-15 | 2025-09-13 | -4.40 | 29 |
| 2024-08-10 | 2024-08-14 | -4.28 | 4 |
| 2024-08-15 | 2024-09-14 | -4.21 | 30 |
| 2025-02-12 | 2025-02-13 | -3.77 | 1 |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.41% | 16.74% |
| Worst Day | -8.1% | -20.65% |
| Best Week | 18.73% | 22.2% |
| Worst Week | -11.48% | -22.77% |
| Best Month | 26.05% | 54.15% |
| Worst Month | -7.54% | -34.4% |
| Best Year | 59.68% | 4.57% |
| Worst Year | 59.03% | -11.81% |
| Avg. Up Day | 1.37% | 2.57% |
| Avg. Down Day | -0.99% | -2.53% |
| Avg. Up Week | 3.83% | 5.99% |
| Avg. Down Week | -2.2% | -7.18% |
| Avg. Up Month | 13.86% | 22.83% |
| Avg. Down Month | -4.15% | -11.29% |
| Win Days % | 53.24% | 50.86% |
| Win Month % | 72.22% | 33.33% |
| Win Week % | 63.77% | 52.63% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |