| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 116.56% | -20.97% |
| Max Drawdown | -24.3% | -63.76% |
| Sharpe | 1.77 | 0.14 |
| Sortino | 2.84 | 0.2 |
| Payoff Ratio | 1.24 | 0.97 |
| Profit Factor | 1.5 | 1.02 |
| Common Sense Ratio | 2.31 | 1.11 |
| CPC Index | 0.99 | 0.51 |
| Tail Ratio | 1.54 | 1.08 |
| Outlier Win Ratio | 11.85 | 3.17 |
| Outlier Loss Ratio | 7.95 | 2.98 |
| Volatility (ann.) | 31.93% | 71.69% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.78 | -0.23 |
| Skew | 0.59 | -0.44 |
| Kurtosis | 10.57 | 4.61 |
| Expected Daily % | 0.14% | -0.04% |
| Expected Monthly % | 4.39% | -1.3% |
| Expected Yearly % | 47.16% | -11.1% |
| Kelly Criterion | 15.74% | 0.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -6.14% |
| Expected Shortfall (cVaR) | -2.59% | -6.14% |
| Year | ETHUSD | master.trimmed.21600.eth_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 59.68 | -5.05 | + |
| 2025 | -10.38 | 35.62 | -3.43 | + |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -15.18% | -22.26% |
| 3M | -9.98% | -33.21% |
| 6M | 24.23% | 13.17% |
| YTD | 35.62% | -10.38% |
| 1Y | 29.04% | -16.38% |
| 3Y (ann.) | 67.46% | -14.53% |
| 5Y (ann.) | 67.46% | -14.53% |
| Metric | master.trimmed.21600.eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -24.3% | -63.76% |
| Longest DD Days | 93.0 | 234.0 |
| Avg. Drawdown | -3.53% | -24.2% |
| Avg. Drawdown Days | 14.0 | 76.0 |
| Recovery Factor | 4.8 | -0.33 |
| Ulcer Index | 1.59 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-11-30 | -24.30 | 33 |
| 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 | -15.18% | -34.4% |
| Best Year | 59.68% | -10.38% |
| Worst Year | 35.62% | -11.81% |
| Avg. Up Day | 1.34% | 2.52% |
| Avg. Down Day | -1.08% | -2.59% |
| Avg. Up Week | 3.83% | 6.04% |
| Avg. Down Week | -2.88% | -7.47% |
| Avg. Up Month | 13.86% | 22.83% |
| Avg. Down Month | -7.81% | -14.54% |
| Win Days % | 53.33% | 50.82% |
| Win Month % | 72.22% | 33.33% |
| Win Week % | 62.5% | 51.25% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |