| Metric | configs_sql/triple_med_21600/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 18.14% | 79.62% |
| Max Drawdown | -9.26% | -29.51% |
| Sharpe | 0.58 | 0.65 |
| Sortino | 0.88 | 0.96 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 11.98 | 2.84 |
| Outlier Loss Ratio | 12.77 | 2.74 |
| Volatility (ann.) | 6.8% | 24.6% |
| R^2 | 0.64 | 0.64 |
| Calmar | 1.74 | 2.33 |
| Skew | 0.74 | 0.2 |
| Kurtosis | 14.28 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.2% | 4.27% |
| Expected Yearly % | 8.69% | 34.02% |
| Kelly Criterion | 3.18% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | BTCUSD | configs_sql/triple_med_21600/c/btcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.02 | 0.26 | - |
| 2025 | 30.14 | 7.38 | 0.24 | - |
| Metric | configs_sql/triple_med_21600/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.34% | 13.36% |
| 3M | 6.26% | 45.08% |
| 6M | 6.2% | 28.47% |
| YTD | 7.38% | 30.14% |
| 1Y | 24.19% | 105.13% |
| 3Y (ann.) | 16.08% | 68.87% |
| 5Y (ann.) | 16.08% | 68.87% |
| Metric | configs_sql/triple_med_21600/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.26% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -1.29% | -4.58% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 1.96 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-07 | -9.26 | 123 |
| 2024-12-17 | 2025-05-18 | -5.91 | 152 |
| 2024-12-05 | 2024-12-15 | -4.17 | 10 |
| 2024-10-07 | 2024-10-14 | -3.80 | 6 |
| 2025-06-10 | 2025-07-14 | -3.28 | 34 |
| 2025-05-23 | 2025-06-09 | -2.70 | 17 |
| 2025-05-19 | 2025-05-20 | -1.59 | 1 |
| 2024-11-23 | 2024-12-04 | -1.00 | 11 |
| 2024-10-18 | 2024-10-29 | -0.57 | 10 |
| 2025-05-21 | 2025-05-21 | -0.51 | 0 |
| Metric | configs_sql/triple_med_21600/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 3.47% | 9.33% |
| Worst Day | -2.52% | -9.32% |
| Best Week | 5.09% | 18.93% |
| Worst Week | -3.06% | -12.33% |
| Best Month | 5.77% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | 10.02% | 38.02% |
| Worst Year | 7.38% | 30.14% |
| Avg. Up Day | 0.21% | 0.9% |
| Avg. Down Day | -0.19% | -0.84% |
| Avg. Up Week | 1.18% | 5.69% |
| Avg. Down Week | -1.09% | -3.9% |
| Avg. Up Month | 2.69% | 13.29% |
| Avg. Down Month | -2.12% | -9.42% |
| Win Days % | 49.57% | 51.93% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 58.33% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |