| Metric | configs_sql/triple_med_21600/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 18.15% | 74.3% |
| Max Drawdown | -8.62% | -28.21% |
| Sharpe | 1.22 | 1.26 |
| Sortino | 1.96 | 1.87 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.25 | 1.21 |
| Common Sense Ratio | 1.66 | 1.29 |
| CPC Index | 0.73 | 0.73 |
| Tail Ratio | 1.33 | 1.07 |
| Outlier Win Ratio | 10.6 | 2.55 |
| Outlier Loss Ratio | 12.5 | 2.46 |
| Volatility (ann.) | 12.78% | 48.38% |
| R^2 | 0.65 | 0.65 |
| Calmar | 1.86 | 2.27 |
| Skew | 0.8 | -0.18 |
| Kurtosis | 6.54 | 3.26 |
| Expected Daily % | 0.04% | 0.14% |
| Expected Monthly % | 1.2% | 4.05% |
| Expected Yearly % | 8.69% | 32.02% |
| Kelly Criterion | 6.18% | 12.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -4.0% |
| Expected Shortfall (cVaR) | -1.06% | -4.0% |
| Year | BTCUSD | configs_sql/triple_med_21600/c/btcusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 9.54 | 0.26 | - |
| 2025 | 27.50 | 7.86 | 0.29 | - |
| Metric | configs_sql/triple_med_21600/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.2% | 8.83% |
| 3M | 5.78% | 39.41% |
| 6M | 6.35% | 25.27% |
| YTD | 7.86% | 27.5% |
| 1Y | 23.59% | 87.59% |
| 3Y (ann.) | 16.0% | 63.99% |
| 5Y (ann.) | 16.0% | 63.99% |
| Metric | configs_sql/triple_med_21600/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.62% | -28.21% |
| Longest DD Days | 153.0 | 154.0 |
| Avg. Drawdown | -1.94% | -7.48% |
| Avg. Drawdown Days | 29.0 | 32.0 |
| Recovery Factor | 2.1 | 2.63 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2024-10-07 | -8.62 | 121 |
| 2024-12-18 | 2025-05-20 | -5.64 | 153 |
| 2024-12-06 | 2024-12-16 | -3.06 | 10 |
| 2024-10-08 | 2024-10-15 | -2.64 | 7 |
| 2025-06-12 | 2025-07-16 | -2.37 | 34 |
| 2025-05-24 | 2025-06-10 | -1.71 | 17 |
| 2024-11-23 | 2024-12-05 | -0.41 | 12 |
| 2024-10-22 | 2024-10-29 | -0.35 | 7 |
| 2024-10-31 | 2024-11-06 | -0.19 | 6 |
| 2024-11-13 | 2024-11-21 | -0.13 | 8 |
| Metric | configs_sql/triple_med_21600/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 3.79% | 9.49% |
| Worst Day | -2.7% | -13.23% |
| Best Week | 5.04% | 15.41% |
| Worst Week | -2.46% | -18.81% |
| Best Month | 5.85% | 34.43% |
| Worst Month | -5.82% | -23.44% |
| Best Year | 9.54% | 36.7% |
| Worst Year | 7.86% | 27.5% |
| Avg. Up Day | 0.45% | 1.99% |
| Avg. Down Day | -0.38% | -1.75% |
| Avg. Up Week | 1.34% | 6.08% |
| Avg. Down Week | -1.08% | -4.48% |
| Avg. Up Month | 2.52% | 11.82% |
| Avg. Down Month | -3.29% | -12.84% |
| Win Days % | 49.14% | 53.41% |
| Win Month % | 78.57% | 71.43% |
| Win Week % | 55.0% | 55.0% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |