| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | -16.08% | 17.78% |
| Max Drawdown | -27.58% | -63.76% |
| Sharpe | -0.84 | 0.55 |
| Sortino | -1.08 | 0.77 |
| Payoff Ratio | 0.87 | 1.06 |
| Profit Factor | 0.83 | 1.09 |
| Common Sense Ratio | 0.66 | 1.23 |
| CPC Index | 0.34 | 0.6 |
| Tail Ratio | 0.8 | 1.13 |
| Outlier Win Ratio | 17.22 | 2.42 |
| Outlier Loss Ratio | 14.21 | 2.18 |
| Volatility (ann.) | 15.23% | 73.39% |
| R^2 | 0.59 | 0.59 |
| Calmar | -0.47 | 0.22 |
| Skew | -1.99 | -0.44 |
| Kurtosis | 27.64 | 4.74 |
| Expected Daily % | -0.04% | 0.04% |
| Expected Monthly % | -1.16% | 1.1% |
| Expected Yearly % | -8.39% | 8.52% |
| Kelly Criterion | -15.05% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -6.21% |
| Expected Shortfall (cVaR) | -1.35% | -6.21% |
| Year | ETHUSD | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -12.90 | 1.09 | - |
| 2025 | 33.55 | -3.66 | -0.11 | - |
| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -0.24% | 15.56% |
| 3M | 4.89% | 68.64% |
| 6M | 4.97% | 109.47% |
| YTD | -3.66% | 33.55% |
| 1Y | -7.5% | 77.65% |
| 3Y (ann.) | -13.09% | 13.99% |
| 5Y (ann.) | -13.09% | 13.99% |
| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -27.58% | -63.76% |
| Longest DD Days | 453.0 | 234.0 |
| Avg. Drawdown | -27.58% | -19.31% |
| Avg. Drawdown Days | 453.0 | 63.0 |
| Recovery Factor | -0.58 | 0.28 |
| Ulcer Index | 1.31 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2025-08-31 | -27.58 | 453 |
| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 4.71% | 16.74% |
| Worst Day | -7.44% | -20.65% |
| Best Week | 6.91% | 22.2% |
| Worst Week | -5.77% | -22.77% |
| Best Month | 9.12% | 54.15% |
| Worst Month | -6.87% | -34.4% |
| Best Year | -3.66% | 33.55% |
| Worst Year | -12.9% | -11.81% |
| Avg. Up Day | 0.4% | 2.89% |
| Avg. Down Day | -0.46% | -2.74% |
| Avg. Up Week | 1.02% | 8.02% |
| Avg. Down Week | -1.4% | -7.21% |
| Avg. Up Month | 7.5% | 46.64% |
| Avg. Down Month | -3.08% | -11.0% |
| Win Days % | 46.55% | 51.97% |
| Win Month % | 13.33% | 40.0% |
| Win Week % | 44.78% | 55.22% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |