| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | -16.12% | 16.06% |
| Max Drawdown | -27.61% | -63.95% |
| Sharpe | -0.46 | 0.26 |
| Sortino | -0.65 | 0.37 |
| Payoff Ratio | 0.97 | 1.06 |
| Profit Factor | 0.9 | 1.04 |
| Common Sense Ratio | 0.82 | 1.06 |
| CPC Index | 0.4 | 0.56 |
| Tail Ratio | 0.9 | 1.02 |
| Outlier Win Ratio | 17.34 | 2.41 |
| Outlier Loss Ratio | 18.22 | 2.68 |
| Volatility (ann.) | 7.07% | 35.34% |
| R^2 | 0.59 | 0.59 |
| Calmar | -0.47 | 0.2 |
| Skew | 1.03 | -0.05 |
| Kurtosis | 38.99 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.09% | 0.94% |
| Expected Yearly % | -8.42% | 7.73% |
| Kelly Criterion | -9.74% | 4.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -3.02% |
| Expected Shortfall (cVaR) | -0.62% | -3.02% |
| Year | ETHUSD | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -12.96 | 1.08 | - |
| 2025 | 31.97 | -3.64 | -0.11 | - |
| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_ | ETHUSD |
|---|---|---|
| MTD | -0.0% | 0.07% |
| 3M | 5.41% | 73.76% |
| 6M | 3.85% | 98.28% |
| YTD | -3.64% | 31.97% |
| 1Y | -7.61% | 74.9% |
| 3Y (ann.) | -13.1% | 12.63% |
| 5Y (ann.) | -13.1% | 12.63% |
| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -27.61% | -63.95% |
| Longest DD Days | 454.0 | 235.0 |
| Avg. Drawdown | -9.24% | -13.15% |
| Avg. Drawdown Days | 152.0 | 37.0 |
| Recovery Factor | -0.58 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-09-01 | -27.61 | 454 |
| 2024-06-02 | 2024-06-03 | -0.09 | 1 |
| 2024-06-01 | 2024-06-01 | -0.01 | 0 |
| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 5.31% | 12.3% |
| Worst Day | -3.48% | -14.0% |
| Best Week | 5.21% | 27.26% |
| Worst Week | -5.5% | -20.52% |
| Best Month | 8.82% | 48.75% |
| Worst Month | -5.86% | -32.24% |
| Best Year | -3.64% | 31.97% |
| Worst Year | -12.96% | -12.05% |
| Avg. Up Day | 0.19% | 1.32% |
| Avg. Down Day | -0.2% | -1.24% |
| Avg. Up Week | 0.99% | 8.38% |
| Avg. Down Week | -1.5% | -7.63% |
| Avg. Up Month | 5.11% | 45.7% |
| Avg. Down Month | -3.15% | -10.58% |
| Win Days % | 46.06% | 50.85% |
| Win Month % | 18.75% | 37.5% |
| Win Week % | 46.27% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |