| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 16.38% | -7.78% |
| Max Drawdown | -6.4% | -63.76% |
| Sharpe | 1.06 | 0.29 |
| Sortino | 1.71 | 0.4 |
| Payoff Ratio | 0.81 | 0.88 |
| Profit Factor | 1.79 | 1.05 |
| Common Sense Ratio | inf | 1.15 |
| CPC Index | 0.84 | 0.47 |
| Tail Ratio | inf | 1.1 |
| Outlier Win Ratio | 82.4 | 2.31 |
| Outlier Loss Ratio | 5.27 | 2.08 |
| Volatility (ann.) | 10.48% | 72.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.75 | -0.09 |
| Skew | 0.68 | -0.43 |
| Kurtosis | 62.5 | 4.71 |
| Expected Daily % | 0.03% | -0.02% |
| Expected Monthly % | 0.85% | -0.45% |
| Expected Yearly % | 7.88% | -3.97% |
| Kelly Criterion | 5.11% | -5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -6.15% |
| Expected Shortfall (cVaR) | -0.87% | -6.15% |
| Year | 11802658:ETHUSD | 11802658:ethusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 18.38 | -1.56 | + |
| 2025 | 4.57 | -1.69 | -0.37 | - |
| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 0.49% | 1.38% |
| 6M | 1.36% | 89.18% |
| YTD | -1.69% | 4.57% |
| 1Y | 6.68% | 43.03% |
| 3Y (ann.) | 11.21% | -5.52% |
| 5Y (ann.) | 11.21% | -5.52% |
| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| Max Drawdown | -6.4% | -63.76% |
| Longest DD Days | 223.0 | 234.0 |
| Avg. Drawdown | -2.01% | -21.96% |
| Avg. Drawdown Days | 59.0 | 72.0 |
| Recovery Factor | 2.56 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-28 | -6.40 | 223 |
| 2025-07-29 | 2025-10-20 | -3.14 | 83 |
| 2025-10-21 | 2025-11-04 | -2.89 | 14 |
| 2024-10-14 | 2024-11-06 | -0.91 | 23 |
| 2024-09-15 | 2024-10-13 | -0.29 | 28 |
| 2024-06-02 | 2024-07-14 | -0.22 | 42 |
| 2024-12-15 | 2024-12-16 | -0.18 | 1 |
| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| Best Day | 5.54% | 16.74% |
| Worst Day | -6.05% | -20.65% |
| Best Week | 6.19% | 22.2% |
| Worst Week | -5.12% | -22.77% |
| Best Month | 8.62% | 54.15% |
| Worst Month | -5.12% | -34.4% |
| Best Year | 18.38% | 4.57% |
| Worst Year | -1.69% | -11.81% |
| Avg. Up Day | 1.39% | 2.41% |
| Avg. Down Day | -1.71% | -2.74% |
| Avg. Up Week | 2.34% | 5.98% |
| Avg. Down Week | -3.17% | -9.51% |
| Avg. Up Month | 5.91% | 39.31% |
| Avg. Down Month | -1.74% | -6.01% |
| Win Days % | 57.45% | 50.86% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 61.9% | 52.63% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |