| Metric | triple_med_eth_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 67.38% | -46.72% |
| Max Drawdown | -17.84% | -53.58% |
| Sharpe | 2.01 | -0.74 |
| Sortino | 3.26 | -0.94 |
| Payoff Ratio | 1.13 | 0.84 |
| Profit Factor | 1.57 | 0.89 |
| Common Sense Ratio | 2.09 | 0.78 |
| CPC Index | 1.0 | 0.38 |
| Tail Ratio | 1.34 | 0.88 |
| Outlier Win Ratio | 11.43 | 3.51 |
| Outlier Loss Ratio | 5.64 | 2.91 |
| Volatility (ann.) | 34.87% | 70.69% |
| R^2 | 0.34 | 0.34 |
| Calmar | 5.07 | -1.02 |
| Skew | 0.65 | -1.18 |
| Kurtosis | 10.25 | 5.95 |
| Expected Daily % | 0.18% | -0.21% |
| Expected Monthly % | 5.29% | -6.1% |
| Expected Yearly % | 29.37% | -27.01% |
| Kelly Criterion | 18.64% | -8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.81% | -6.23% |
| Expected Shortfall (cVaR) | -2.81% | -6.23% |
| Year | ETHUSD | triple_med_eth_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 68.43 | -5.79 | + |
| 2025 | -39.58 | -0.62 | 0.02 | + |
| Metric | triple_med_eth_daily_ | ETHUSD |
|---|---|---|
| MTD | -8.17% | -5.24% |
| 3M | -12.37% | -49.86% |
| 6M | 38.34% | -12.34% |
| YTD | -0.62% | -39.58% |
| 1Y | 67.38% | -46.72% |
| 3Y (ann.) | 90.38% | -54.48% |
| 5Y (ann.) | 90.38% | -54.48% |
| Metric | triple_med_eth_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.84% | -53.58% |
| Longest DD Days | 102.0 | 181.0 |
| Avg. Drawdown | -2.89% | -26.11% |
| Avg. Drawdown Days | 13.0 | 71.0 |
| Recovery Factor | 3.78 | -0.87 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-03-20 | -17.84 | 102 |
| 2024-06-21 | 2024-07-15 | -5.93 | 24 |
| 2024-08-10 | 2024-08-14 | -4.34 | 4 |
| 2024-08-15 | 2024-09-12 | -4.26 | 28 |
| 2024-08-07 | 2024-08-09 | -3.99 | 2 |
| 2024-09-16 | 2024-09-20 | -3.96 | 4 |
| 2024-06-18 | 2024-06-20 | -3.31 | 2 |
| 2024-10-10 | 2024-10-13 | -1.95 | 3 |
| 2024-06-11 | 2024-06-16 | -1.02 | 5 |
| 2024-10-22 | 2024-11-06 | -0.75 | 15 |
| Metric | triple_med_eth_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.52% | 10.51% |
| Worst Day | -8.62% | -20.65% |
| Best Week | 19.85% | 16.68% |
| Worst Week | -12.17% | -22.77% |
| Best Month | 30.01% | 39.49% |
| Worst Month | -8.17% | -34.4% |
| Best Year | 68.43% | -11.81% |
| Worst Year | -0.62% | -39.58% |
| Avg. Up Day | 1.67% | 2.4% |
| Avg. Down Day | -1.49% | -2.86% |
| Avg. Up Week | 4.78% | 5.56% |
| Avg. Down Week | -3.57% | -6.69% |
| Avg. Up Month | 15.43% | 14.82% |
| Avg. Down Month | -6.48% | -8.7% |
| Win Days % | 56.89% | 50.68% |
| Win Month % | 70.0% | 30.0% |
| Win Week % | 64.71% | 51.16% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |