| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 111.23% | -25.07% |
| Max Drawdown | -15.19% | -63.95% |
| Sharpe | 1.23 | 0.04 |
| Sortino | 1.96 | 0.05 |
| Payoff Ratio | 1.22 | 1.0 |
| Profit Factor | 1.27 | 1.01 |
| Common Sense Ratio | 1.61 | 0.95 |
| CPC Index | 0.78 | 0.5 |
| Tail Ratio | 1.26 | 0.95 |
| Outlier Win Ratio | 10.56 | 2.68 |
| Outlier Loss Ratio | 12.65 | 2.89 |
| Volatility (ann.) | 10.56% | 35.07% |
| R^2 | 0.54 | 0.54 |
| Calmar | 4.25 | -0.27 |
| Skew | 1.15 | -0.1 |
| Kurtosis | 18.95 | 7.48 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.01% | -1.51% |
| Expected Yearly % | 45.34% | -13.44% |
| Kelly Criterion | 9.6% | 0.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -3.02% |
| Expected Shortfall (cVaR) | -0.87% | -3.02% |
| Year | ETHUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 47.54 | -3.94 | + |
| 2025 | -14.80 | 43.17 | -2.92 | + |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| MTD | -0.64% | -5.16% |
| 3M | -3.32% | -35.39% |
| 6M | 11.11% | 12.18% |
| YTD | 43.17% | -14.8% |
| 1Y | 39.34% | -23.44% |
| 3Y (ann.) | 64.55% | -17.49% |
| 5Y (ann.) | 64.55% | -17.49% |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.19% | -63.95% |
| Longest DD Days | 43.0 | 235.0 |
| Avg. Drawdown | -1.57% | -15.95% |
| Avg. Drawdown Days | 6.0 | 45.0 |
| Recovery Factor | 7.33 | -0.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-01 | -15.19 | 35 |
| 2025-03-03 | 2025-04-11 | -7.56 | 39 |
| 2024-12-18 | 2025-01-17 | -7.32 | 29 |
| 2024-06-05 | 2024-07-19 | -7.15 | 43 |
| 2025-06-11 | 2025-07-14 | -6.16 | 33 |
| 2024-07-29 | 2024-08-06 | -5.13 | 7 |
| 2025-04-14 | 2025-05-08 | -4.45 | 23 |
| 2024-10-07 | 2024-10-12 | -3.98 | 4 |
| 2024-08-09 | 2024-09-09 | -3.83 | 31 |
| 2025-05-14 | 2025-06-09 | -3.48 | 26 |
| Metric | master.trimmed.21600_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 6.66% | 12.3% |
| Worst Day | -4.11% | -14.0% |
| Best Week | 15.4% | 27.26% |
| Worst Week | -5.98% | -20.52% |
| Best Month | 22.71% | 48.75% |
| Worst Month | -9.12% | -32.24% |
| Best Year | 47.54% | -12.05% |
| Worst Year | 43.17% | -14.8% |
| Avg. Up Day | 0.39% | 1.33% |
| Avg. Down Day | -0.32% | -1.34% |
| Avg. Up Week | 2.81% | 8.2% |
| Avg. Down Week | -1.45% | -7.6% |
| Avg. Up Month | 9.31% | 31.88% |
| Avg. Down Month | -4.03% | -11.72% |
| Win Days % | 50.37% | 50.41% |
| Win Month % | 78.95% | 26.32% |
| Win Week % | 61.25% | 48.75% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |