| Metric | triple_med_eth_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 270.06% | 3.66% |
| Max Drawdown | -19.64% | -53.76% |
| Sharpe | 1.54 | 0.36 |
| Sortino | 2.49 | 0.51 |
| Payoff Ratio | 1.3 | 1.16 |
| Profit Factor | 1.44 | 1.06 |
| Common Sense Ratio | 2.14 | 1.06 |
| CPC Index | 0.94 | 0.62 |
| Tail Ratio | 1.49 | 1.01 |
| Outlier Win Ratio | 12.59 | 3.34 |
| Outlier Loss Ratio | 6.01 | 3.12 |
| Volatility (ann.) | 33.79% | 66.77% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.01 | 0.02 |
| Skew | 0.76 | -0.19 |
| Kurtosis | 12.5 | 4.21 |
| Expected Daily % | 0.13% | 0.0% |
| Expected Monthly % | 3.81% | 0.1% |
| Expected Yearly % | 38.7% | 0.9% |
| Kelly Criterion | 12.07% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.77% | -5.68% |
| Expected Shortfall (cVaR) | -2.77% | -5.68% |
| Year | ETHUSD | triple_med_eth_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.66 | 4.80 | -0.12 | + |
| 2023 | 91.13 | 79.01 | 0.87 | - |
| 2024 | 46.48 | 100.06 | 2.15 | + |
| 2025 | -38.64 | -1.40 | 0.04 | + |
| Metric | triple_med_eth_daily_ | ETHUSD |
|---|---|---|
| MTD | -8.88% | -3.76% |
| 3M | -6.42% | -41.96% |
| 6M | 30.06% | -19.49% |
| YTD | -1.4% | -38.64% |
| 1Y | 93.91% | -38.52% |
| 3Y (ann.) | 59.14% | 1.29% |
| 5Y (ann.) | 59.14% | 1.29% |
| Metric | triple_med_eth_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -19.64% | -53.76% |
| Longest DD Days | 122.0 | 376.0 |
| Avg. Drawdown | -4.02% | -14.37% |
| Avg. Drawdown Days | 18.0 | 62.0 |
| Recovery Factor | 13.75 | 0.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2022-06-25 | -19.64 | 11 |
| 2024-12-08 | 2025-03-24 | -17.84 | 106 |
| 2022-08-26 | 2022-09-23 | -12.80 | 28 |
| 2022-11-12 | 2023-02-02 | -12.24 | 82 |
| 2024-02-11 | 2024-03-22 | -11.25 | 40 |
| 2023-05-07 | 2023-06-22 | -11.16 | 46 |
| 2023-02-09 | 2023-02-16 | -9.41 | 7 |
| 2024-03-27 | 2024-05-18 | -7.89 | 52 |
| 2023-06-23 | 2023-10-23 | -6.87 | 122 |
| 2022-09-28 | 2022-10-26 | -6.56 | 28 |
| Metric | triple_med_eth_daily_ | ETHUSD |
|---|---|---|
| Best Day | 12.56% | 16.54% |
| Worst Day | -10.9% | -20.65% |
| Best Week | 19.85% | 31.75% |
| Worst Week | -12.17% | -38.51% |
| Best Month | 30.01% | 55.48% |
| Worst Month | -8.88% | -44.95% |
| Best Year | 100.06% | 91.13% |
| Worst Year | -1.4% | -39.66% |
| Avg. Up Day | 1.77% | 2.62% |
| Avg. Down Day | -1.37% | -2.25% |
| Avg. Up Week | 4.28% | 7.15% |
| Avg. Down Week | -2.34% | -6.26% |
| Avg. Up Month | 8.75% | 13.9% |
| Avg. Down Month | -4.08% | -11.18% |
| Win Days % | 50.36% | 50.39% |
| Win Month % | 69.7% | 50.0% |
| Win Week % | 60.18% | 47.02% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |