| Metric | triple_med_eth_ | ETHUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 270.06% | 2.52% |
| Max Drawdown | -22.41% | -55.09% |
| Sharpe | 0.75 | 0.17 |
| Sortino | 1.16 | 0.25 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.21 | 1.03 |
| Common Sense Ratio | 1.63 | 1.02 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 14.16 | 3.49 |
| Outlier Loss Ratio | 6.24 | 3.7 |
| Volatility (ann.) | 17.41% | 33.07% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.64 | 0.02 |
| Skew | 1.04 | 0.23 |
| Kurtosis | 29.87 | 9.46 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.81% | 0.07% |
| Expected Yearly % | 38.7% | 0.62% |
| Kelly Criterion | 6.94% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.83% |
| Expected Shortfall (cVaR) | -1.46% | -2.83% |
| Year | ETHUSD | triple_med_eth_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.19 | 4.95 | -0.12 | + |
| 2023 | 91.16 | 79.03 | 0.87 | - |
| 2024 | 45.75 | 99.25 | 2.17 | + |
| 2025 | -38.48 | -1.15 | 0.03 | + |
| Metric | triple_med_eth_ | ETHUSD |
|---|---|---|
| MTD | -8.88% | -8.39% |
| 3M | 0.28% | -37.51% |
| 6M | 29.8% | -20.62% |
| YTD | -1.15% | -38.48% |
| 1Y | 87.57% | -40.69% |
| 3Y (ann.) | 59.07% | 0.89% |
| 5Y (ann.) | 59.07% | 0.89% |
| Metric | triple_med_eth_ | ETHUSD |
|---|---|---|
| Max Drawdown | -22.41% | -55.09% |
| Longest DD Days | 121.0 | 378.0 |
| Avg. Drawdown | -3.82% | -10.85% |
| Avg. Drawdown Days | 13.0 | 42.0 |
| Recovery Factor | 12.05 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-26 | -22.41 | 10 |
| 2024-12-06 | 2025-03-25 | -19.86 | 108 |
| 2022-08-25 | 2022-09-27 | -14.95 | 32 |
| 2022-11-12 | 2023-02-02 | -13.59 | 81 |
| 2023-05-06 | 2023-06-22 | -12.74 | 47 |
| 2023-02-04 | 2023-02-16 | -11.29 | 11 |
| 2024-02-09 | 2024-03-22 | -11.25 | 41 |
| 2024-03-25 | 2024-04-24 | -8.48 | 29 |
| 2024-06-12 | 2024-07-15 | -8.25 | 32 |
| 2023-06-23 | 2023-10-23 | -7.82 | 121 |
| Metric | triple_med_eth_ | ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.17% | 25.43% |
| Worst Week | -11.4% | -34.61% |
| Best Month | 30.01% | 56.93% |
| Worst Month | -8.88% | -44.86% |
| Best Year | 99.25% | 91.16% |
| Worst Year | -1.15% | -40.19% |
| Avg. Up Day | 0.8% | 1.15% |
| Avg. Down Day | -0.67% | -1.04% |
| Avg. Up Week | 4.66% | 7.21% |
| Avg. Down Week | -2.29% | -6.98% |
| Avg. Up Month | 9.27% | 16.85% |
| Avg. Down Month | -3.95% | -14.47% |
| Win Days % | 49.48% | 50.02% |
| Win Month % | 66.67% | 48.57% |
| Win Week % | 54.31% | 51.66% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |