| Metric | master.trimmed.21600.eth_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 116.61% | -11.0% |
| Max Drawdown | -25.58% | -63.95% |
| Sharpe | 0.82 | 0.12 |
| Sortino | 1.19 | 0.17 |
| Payoff Ratio | 1.17 | 1.06 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 1.58 | 0.97 |
| CPC Index | 0.71 | 0.55 |
| Tail Ratio | 1.3 | 0.95 |
| Outlier Win Ratio | 12.63 | 3.21 |
| Outlier Loss Ratio | 7.19 | 3.33 |
| Volatility (ann.) | 17.37% | 35.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.58 | -0.11 |
| Skew | -0.04 | -0.05 |
| Kurtosis | 25.2 | 7.44 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.15% | -0.61% |
| Expected Yearly % | 47.18% | -5.66% |
| Kelly Criterion | 6.69% | 3.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -3.02% |
| Expected Shortfall (cVaR) | -1.46% | -3.02% |
| Year | ETHUSD | master.trimmed.21600.eth_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 59.26 | -4.92 | + |
| 2025 | 1.20 | 36.01 | 30.05 | + |
| Metric | master.trimmed.21600.eth_fwd_ | ETHUSD |
|---|---|---|
| MTD | 0.03% | 12.65% |
| 3M | -8.83% | -21.8% |
| 6M | 13.32% | 19.68% |
| YTD | 36.01% | 1.2% |
| 1Y | 21.84% | -9.25% |
| 3Y (ann.) | 65.95% | -7.35% |
| 5Y (ann.) | 65.95% | -7.35% |
| Metric | master.trimmed.21600.eth_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -25.58% | -63.95% |
| Longest DD Days | 93.0 | 235.0 |
| Avg. Drawdown | -3.13% | -15.95% |
| Avg. Drawdown Days | 9.0 | 46.0 |
| Recovery Factor | 4.56 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -25.58 | 44 |
| 2024-12-06 | 2025-02-03 | -17.18 | 59 |
| 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 | -15.02% | -32.24% |
| Best Year | 59.26% | 1.2% |
| Worst Year | 36.01% | -12.05% |
| Avg. Up Day | 0.71% | 1.26% |
| Avg. Down Day | -0.6% | -1.19% |
| Avg. Up Week | 4.34% | 7.37% |
| Avg. Down Week | -3.21% | -7.05% |
| Avg. Up Month | 12.37% | 26.21% |
| Avg. Down Month | -7.62% | -15.06% |
| Win Days % | 49.6% | 50.56% |
| Win Month % | 73.68% | 31.58% |
| Win Week % | 66.67% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |