| Metric | master.trimmed.21600.eth_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 124.41% | -19.31% |
| Max Drawdown | -17.18% | -63.95% |
| Sharpe | 0.89 | 0.07 |
| Sortino | 1.32 | 0.1 |
| Payoff Ratio | 1.19 | 1.05 |
| Profit Factor | 1.24 | 1.01 |
| Common Sense Ratio | 1.57 | 0.96 |
| CPC Index | 0.74 | 0.54 |
| Tail Ratio | 1.26 | 0.95 |
| Outlier Win Ratio | 12.28 | 3.13 |
| Outlier Loss Ratio | 7.27 | 3.27 |
| Volatility (ann.) | 17.11% | 34.94% |
| R^2 | 0.36 | 0.36 |
| Calmar | 4.29 | -0.21 |
| Skew | 0.09 | -0.08 |
| Kurtosis | 26.88 | 7.71 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.59% | -1.18% |
| Expected Yearly % | 49.8% | -10.17% |
| Kelly Criterion | 7.64% | 3.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -3.0% |
| Expected Shortfall (cVaR) | -1.43% | -3.0% |
| Year | ETHUSD | master.trimmed.21600.eth_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 59.26 | -4.92 | + |
| 2025 | -8.25 | 40.91 | -4.96 | + |
| Metric | master.trimmed.21600.eth_fwd_ | ETHUSD |
|---|---|---|
| MTD | -11.94% | -20.57% |
| 3M | -6.49% | -31.73% |
| 6M | 28.93% | 22.28% |
| YTD | 40.91% | -8.25% |
| 1Y | 33.9% | -2.51% |
| 3Y (ann.) | 73.76% | -13.64% |
| 5Y (ann.) | 73.76% | -13.64% |
| Metric | master.trimmed.21600.eth_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.18% | -63.95% |
| Longest DD Days | 93.0 | 235.0 |
| Avg. Drawdown | -2.98% | -15.32% |
| Avg. Drawdown Days | 9.0 | 44.0 |
| Recovery Factor | 7.24 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-02-03 | -17.18 | 59 |
| 2025-10-27 | 2025-11-17 | -17.11 | 21 |
| 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 |
| 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 | -11.94% | -32.24% |
| Best Year | 59.26% | -8.25% |
| Worst Year | 40.91% | -12.05% |
| Avg. Up Day | 0.69% | 1.24% |
| Avg. Down Day | -0.58% | -1.18% |
| Avg. Up Week | 4.32% | 7.29% |
| Avg. Down Week | -2.79% | -6.56% |
| Avg. Up Month | 15.45% | 29.6% |
| Avg. Down Month | -6.85% | -14.65% |
| Win Days % | 49.81% | 50.44% |
| Win Month % | 72.22% | 27.78% |
| Win Week % | 65.71% | 48.72% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |