| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | -17.39% | -1.45% |
| Max Drawdown | -27.58% | -63.76% |
| Sharpe | -0.84 | 0.35 |
| Sortino | -1.09 | 0.49 |
| Payoff Ratio | 0.91 | 1.06 |
| Profit Factor | 0.83 | 1.06 |
| Common Sense Ratio | 0.66 | 1.18 |
| CPC Index | 0.34 | 0.57 |
| Tail Ratio | 0.8 | 1.11 |
| Outlier Win Ratio | 17.13 | 2.4 |
| Outlier Loss Ratio | 15.53 | 2.29 |
| Volatility (ann.) | 14.61% | 71.91% |
| R^2 | 0.56 | 0.56 |
| Calmar | -0.45 | -0.02 |
| Skew | -1.93 | -0.44 |
| Kurtosis | 29.02 | 4.77 |
| Expected Daily % | -0.04% | -0.0% |
| Expected Monthly % | -1.06% | -0.08% |
| Expected Yearly % | -9.11% | -0.73% |
| Kelly Criterion | -14.36% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -6.12% |
| Expected Shortfall (cVaR) | -1.29% | -6.12% |
| Year | ETHUSD | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -12.90 | 1.09 | - |
| 2025 | 11.75 | -5.16 | -0.44 | - |
| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -0.21% | -3.07% |
| 3M | -1.28% | 6.06% |
| 6M | 9.9% | 103.48% |
| YTD | -5.16% | 11.75% |
| 1Y | -5.12% | 48.57% |
| 3Y (ann.) | -12.55% | -1.02% |
| 5Y (ann.) | -12.55% | -1.02% |
| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -27.58% | -63.76% |
| Longest DD Days | 517.0 | 234.0 |
| Avg. Drawdown | -27.58% | -21.25% |
| Avg. Drawdown Days | 517.0 | 72.0 |
| Recovery Factor | -0.63 | -0.02 |
| Ulcer Index | 1.28 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2025-11-03 | -27.58 | 517 |
| 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 | -5.16% | 11.75% |
| Worst Year | -12.9% | -11.81% |
| Avg. Up Day | 0.39% | 2.82% |
| Avg. Down Day | -0.43% | -2.65% |
| Avg. Up Week | 1.08% | 7.93% |
| Avg. Down Week | -1.33% | -7.0% |
| Avg. Up Month | 7.5% | 46.64% |
| Avg. Down Month | -2.7% | -9.84% |
| Win Days % | 45.51% | 50.96% |
| Win Month % | 16.67% | 33.33% |
| Win Week % | 43.42% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |