| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 135.2% | -15.43% |
| Max Drawdown | -13.8% | -63.76% |
| Sharpe | 2.02 | 0.21 |
| Sortino | 3.36 | 0.29 |
| Payoff Ratio | 1.33 | 0.99 |
| Profit Factor | 1.6 | 1.03 |
| Common Sense Ratio | 2.6 | 1.13 |
| CPC Index | 1.13 | 0.52 |
| Tail Ratio | 1.63 | 1.1 |
| Outlier Win Ratio | 11.93 | 3.15 |
| Outlier Loss Ratio | 8.33 | 2.95 |
| Volatility (ann.) | 31.41% | 72.06% |
| R^2 | 0.3 | 0.3 |
| Calmar | 5.77 | -0.17 |
| Skew | 0.79 | -0.44 |
| Kurtosis | 11.11 | 4.61 |
| Expected Daily % | 0.16% | -0.03% |
| Expected Monthly % | 4.87% | -0.93% |
| Expected Yearly % | 53.36% | -8.04% |
| Kelly Criterion | 17.92% | 1.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -6.16% |
| Expected Shortfall (cVaR) | -2.53% | -6.16% |
| Year | ETHUSD | master.trimmed.21600.eth_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 59.68 | -5.05 | + |
| 2025 | -4.10 | 47.30 | -11.53 | + |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -7.88% | -16.81% |
| 3M | -3.52% | -30.73% |
| 6M | 35.13% | 23.39% |
| YTD | 47.3% | -4.1% |
| 1Y | 40.34% | 4.73% |
| 3Y (ann.) | 79.62% | -10.84% |
| 5Y (ann.) | 79.62% | -10.84% |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -13.8% | -63.76% |
| Longest DD Days | 93.0 | 234.0 |
| Avg. Drawdown | -3.2% | -22.9% |
| Avg. Drawdown Days | 14.0 | 74.0 |
| Recovery Factor | 9.8 | -0.24 |
| Ulcer Index | 1.61 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-11-16 | -13.80 | 19 |
| 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 |
| 2025-10-08 | 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 | -7.88% | -34.4% |
| Best Year | 59.68% | -4.1% |
| Worst Year | 47.3% | -11.81% |
| Avg. Up Day | 1.35% | 2.56% |
| Avg. Down Day | -1.02% | -2.57% |
| Avg. Up Week | 3.73% | 5.81% |
| Avg. Down Week | -2.48% | -7.24% |
| Avg. Up Month | 13.86% | 22.83% |
| Avg. Down Month | -5.99% | -13.17% |
| Win Days % | 53.17% | 50.66% |
| Win Month % | 72.22% | 33.33% |
| Win Week % | 63.38% | 52.56% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |