| Metric | triple_med_eth_ | ETHUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 66.13% | -48.08% |
| Max Drawdown | -19.86% | -54.74% |
| Sharpe | 0.91 | -0.4 |
| Sortino | 1.37 | -0.54 |
| Payoff Ratio | 1.2 | 1.03 |
| Profit Factor | 1.25 | 0.94 |
| Common Sense Ratio | 1.6 | 0.9 |
| CPC Index | 0.74 | 0.48 |
| Tail Ratio | 1.28 | 0.96 |
| Outlier Win Ratio | 10.9 | 3.1 |
| Outlier Loss Ratio | 5.72 | 3.38 |
| Volatility (ann.) | 19.37% | 35.15% |
| R^2 | 0.4 | 0.4 |
| Calmar | 4.44 | -1.02 |
| Skew | 0.25 | -0.55 |
| Kurtosis | 28.3 | 9.01 |
| Expected Daily % | 0.04% | -0.06% |
| Expected Monthly % | 5.21% | -6.34% |
| Expected Yearly % | 28.89% | -27.94% |
| Kelly Criterion | 7.89% | 0.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.07% |
| Expected Shortfall (cVaR) | -1.62% | -3.07% |
| Year | ETHUSD | triple_med_eth_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 68.00 | -5.64 | + |
| 2025 | -40.96 | -1.12 | 0.03 | + |
| Metric | triple_med_eth_ | ETHUSD |
|---|---|---|
| MTD | -8.85% | -12.09% |
| 3M | -3.22% | -42.42% |
| 6M | 34.56% | -17.2% |
| YTD | -1.12% | -40.96% |
| 1Y | 66.13% | -48.08% |
| 3Y (ann.) | 88.2% | -55.8% |
| 5Y (ann.) | 88.2% | -55.8% |
| Metric | triple_med_eth_ | ETHUSD |
|---|---|---|
| Max Drawdown | -19.86% | -54.74% |
| Longest DD Days | 104.0 | 182.0 |
| Avg. Drawdown | -3.13% | -16.47% |
| Avg. Drawdown Days | 11.0 | 41.0 |
| Recovery Factor | 3.33 | -0.88 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-21 | -19.86 | 104 |
| 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_ | ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.17% | 18.08% |
| Worst Week | -11.4% | -20.52% |
| Best Month | 30.01% | 47.37% |
| Worst Month | -8.85% | -32.24% |
| Best Year | 68.0% | -12.05% |
| Worst Year | -1.12% | -40.96% |
| Avg. Up Day | 0.91% | 1.26% |
| Avg. Down Day | -0.76% | -1.22% |
| Avg. Up Week | 4.82% | 6.76% |
| Avg. Down Week | -2.62% | -6.68% |
| Avg. Up Month | 19.22% | 25.44% |
| Avg. Down Month | -6.5% | -10.53% |
| Win Days % | 49.76% | 49.23% |
| Win Month % | 70.0% | 20.0% |
| Win Week % | 60.0% | 46.51% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |