| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | -17.89% | -6.83% |
| Max Drawdown | -27.61% | -63.95% |
| Sharpe | -0.47 | 0.14 |
| Sortino | -0.67 | 0.19 |
| Payoff Ratio | 0.97 | 1.05 |
| Profit Factor | 0.9 | 1.02 |
| Common Sense Ratio | 0.82 | 0.99 |
| CPC Index | 0.4 | 0.54 |
| Tail Ratio | 0.91 | 0.97 |
| Outlier Win Ratio | 17.39 | 2.36 |
| Outlier Loss Ratio | 18.94 | 2.7 |
| Volatility (ann.) | 6.79% | 34.77% |
| R^2 | 0.57 | 0.57 |
| Calmar | -0.47 | -0.08 |
| Skew | 1.02 | -0.06 |
| Kurtosis | 40.69 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.09% | -0.39% |
| Expected Yearly % | -9.39% | -3.48% |
| Kelly Criterion | -9.62% | 3.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.98% |
| Expected Shortfall (cVaR) | -0.59% | -2.98% |
| Year | ETHUSD | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -12.96 | 1.08 | - |
| 2025 | 5.94 | -5.67 | -0.95 | - |
| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_ | ETHUSD |
|---|---|---|
| MTD | -0.81% | -8.28% |
| 3M | -2.31% | -5.16% |
| 6M | 9.24% | 95.03% |
| YTD | -5.67% | 5.94% |
| 1Y | -5.27% | 43.62% |
| 3Y (ann.) | -12.9% | -4.84% |
| 5Y (ann.) | -12.9% | -4.84% |
| Metric | configs_sql/triple_med_21600/c/ethusd/uniq.50_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -27.61% | -63.95% |
| Longest DD Days | 519.0 | 235.0 |
| Avg. Drawdown | -9.24% | -14.57% |
| Avg. Drawdown Days | 173.0 | 43.0 |
| Recovery Factor | -0.65 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-11-04 | -27.61 | 519 |
| 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 | -5.67% | 5.94% |
| Worst Year | -12.96% | -12.05% |
| Avg. Up Day | 0.18% | 1.28% |
| Avg. Down Day | -0.19% | -1.23% |
| Avg. Up Week | 1.09% | 8.59% |
| Avg. Down Week | -1.4% | -7.31% |
| Avg. Up Month | 5.11% | 45.7% |
| Avg. Down Month | -2.86% | -9.98% |
| Win Days % | 45.96% | 50.53% |
| Win Month % | 22.22% | 27.78% |
| Win Week % | 43.42% | 50.0% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |