| Metric | triple_med_eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 78.2% | -35.55% |
| Max Drawdown | -17.84% | -63.76% |
| Sharpe | 1.76 | -0.18 |
| Sortino | 2.84 | -0.24 |
| Payoff Ratio | 1.13 | 0.88 |
| Profit Factor | 1.5 | 0.97 |
| Common Sense Ratio | 2.22 | 1.01 |
| CPC Index | 0.95 | 0.44 |
| Tail Ratio | 1.49 | 1.04 |
| Outlier Win Ratio | 13.16 | 3.45 |
| Outlier Loss Ratio | 5.58 | 2.89 |
| Volatility (ann.) | 33.76% | 73.82% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.01 | -0.53 |
| Skew | 0.73 | -0.57 |
| Kurtosis | 10.26 | 5.27 |
| Expected Daily % | 0.15% | -0.11% |
| Expected Monthly % | 4.54% | -3.32% |
| Expected Yearly % | 33.49% | -19.72% |
| Kelly Criterion | 17.18% | -3.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.74% | -6.39% |
| Expected Shortfall (cVaR) | -2.74% | -6.39% |
| Year | ETHUSD | triple_med_eth_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 68.43 | -5.79 | + |
| 2025 | -26.92 | 5.80 | -0.22 | + |
| Metric | triple_med_eth_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | 3.41% | -2.89% |
| 3M | 7.3% | 18.5% |
| 6M | 1.59% | -30.06% |
| YTD | 5.8% | -26.92% |
| 1Y | 86.11% | -27.96% |
| 3Y (ann.) | 71.48% | -33.64% |
| 5Y (ann.) | 71.48% | -33.64% |
| Metric | triple_med_eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.84% | -63.76% |
| Longest DD Days | 201.0 | 191.0 |
| Avg. Drawdown | -2.89% | -28.66% |
| Avg. Drawdown Days | 18.0 | 96.0 |
| Recovery Factor | 4.38 | -0.56 |
| Ulcer Index | inf | 1.16 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-06-27 | -17.84 | 201 |
| 2024-06-21 | 2024-07-15 | -5.93 | 24 |
| 2024-08-10 | 2024-08-14 | -4.34 | 4 |
| 2024-08-15 | 2024-09-12 | -4.26 | 28 |
| 2024-08-07 | 2024-08-09 | -3.99 | 2 |
| 2024-09-16 | 2024-09-20 | -3.96 | 4 |
| 2024-06-18 | 2024-06-20 | -3.31 | 2 |
| 2024-10-10 | 2024-10-13 | -1.95 | 3 |
| 2024-06-11 | 2024-06-16 | -1.02 | 5 |
| 2024-10-22 | 2024-11-06 | -0.75 | 15 |
| Metric | triple_med_eth_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 10.52% | 16.74% |
| Worst Day | -8.62% | -20.65% |
| Best Week | 19.85% | 20.84% |
| Worst Week | -12.17% | -22.77% |
| Best Month | 30.01% | 39.49% |
| Worst Month | -8.88% | -34.4% |
| Best Year | 68.43% | -11.81% |
| Worst Year | 5.8% | -26.92% |
| Avg. Up Day | 1.7% | 2.48% |
| Avg. Down Day | -1.5% | -2.81% |
| Avg. Up Week | 4.67% | 5.39% |
| Avg. Down Week | -3.15% | -6.14% |
| Avg. Up Month | 15.43% | 14.82% |
| Avg. Down Month | -6.72% | -11.96% |
| Win Days % | 55.98% | 51.66% |
| Win Month % | 69.23% | 30.77% |
| Win Week % | 61.9% | 52.63% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |