| Metric | triple_med_eth_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 77.02% | -36.0% |
| Max Drawdown | -19.86% | -63.95% |
| Sharpe | 0.81 | -0.11 |
| Sortino | 1.21 | -0.15 |
| Payoff Ratio | 1.2 | 1.03 |
| Profit Factor | 1.22 | 0.98 |
| Common Sense Ratio | 1.55 | 0.95 |
| CPC Index | 0.72 | 0.5 |
| Tail Ratio | 1.27 | 0.96 |
| Outlier Win Ratio | 12.27 | 3.06 |
| Outlier Loss Ratio | 5.68 | 3.35 |
| Volatility (ann.) | 18.47% | 35.63% |
| R^2 | 0.36 | 0.36 |
| Calmar | 3.53 | -0.53 |
| Skew | 0.21 | -0.25 |
| Kurtosis | 27.73 | 8.04 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 4.49% | -3.37% |
| Expected Yearly % | 33.05% | -20.0% |
| Kelly Criterion | 7.25% | 1.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.08% |
| Expected Shortfall (cVaR) | -1.55% | -3.08% |
| Year | ETHUSD | triple_med_eth_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 68.00 | -5.64 | + |
| 2025 | -27.23 | 5.36 | -0.20 | + |
| Metric | triple_med_eth_fwd_ | ETHUSD |
|---|---|---|
| MTD | 2.23% | -4.18% |
| 3M | 6.59% | 20.97% |
| 6M | 5.35% | -27.24% |
| YTD | 5.36% | -27.23% |
| 1Y | 83.46% | -29.66% |
| 3Y (ann.) | 70.19% | -34.0% |
| 5Y (ann.) | 70.19% | -34.0% |
| Metric | triple_med_eth_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -19.86% | -63.95% |
| Longest DD Days | 203.0 | 193.0 |
| Avg. Drawdown | -3.13% | -17.79% |
| Avg. Drawdown Days | 15.0 | 55.0 |
| Recovery Factor | 3.88 | -0.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-06-28 | -19.86 | 203 |
| 2024-06-12 | 2024-07-15 | -8.25 | 32 |
| 2024-08-06 | 2024-08-08 | -7.15 | 2 |
| 2024-08-14 | 2024-09-10 | -6.00 | 27 |
| 2024-09-14 | 2024-09-20 | -4.77 | 6 |
| 2024-08-09 | 2024-08-12 | -4.60 | 3 |
| 2024-09-22 | 2024-10-12 | -3.36 | 20 |
| 2024-12-05 | 2024-12-06 | -3.06 | 1 |
| 2024-08-13 | 2024-08-14 | -2.63 | 1 |
| 2024-09-11 | 2024-09-13 | -2.41 | 2 |
| Metric | triple_med_eth_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.17% | 27.26% |
| Worst Week | -11.4% | -20.52% |
| Best Month | 30.01% | 47.37% |
| Worst Month | -8.88% | -32.24% |
| Best Year | 68.0% | -12.05% |
| Worst Year | 5.36% | -27.23% |
| Avg. Up Day | 0.91% | 1.27% |
| Avg. Down Day | -0.76% | -1.23% |
| Avg. Up Week | 4.49% | 6.34% |
| Avg. Down Week | -2.54% | -5.99% |
| Avg. Up Month | 19.22% | 25.44% |
| Avg. Down Month | -6.52% | -12.68% |
| Win Days % | 49.43% | 49.71% |
| Win Month % | 69.23% | 23.08% |
| Win Week % | 59.09% | 48.28% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |