| Metric | 11898614:ethusd:triple_med_gx:lsma35_40 | 11898614:ETHUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 14.2% | 16.06% |
| Max Drawdown | -7.36% | -63.95% |
| Sharpe | 0.56 | 0.26 |
| Sortino | 1.08 | 0.37 |
| Payoff Ratio | 1.88 | 1.02 |
| Profit Factor | 1.42 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.96 | 0.54 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 111.16 | 2.41 |
| Outlier Loss Ratio | 7.14 | 2.42 |
| Volatility (ann.) | 4.93% | 35.34% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.52 | 0.2 |
| Skew | 5.37 | -0.05 |
| Kurtosis | 95.63 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.83% | 0.94% |
| Expected Yearly % | 6.86% | 7.73% |
| Kelly Criterion | 1.62% | 2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -3.02% |
| Expected Shortfall (cVaR) | -0.42% | -3.02% |
| Year | 11898614:ETHUSD | 11898614:ethusd:triple_med_gx:lsma35_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -1.45 | 0.12 | + |
| 2025 | 31.97 | 15.87 | 0.50 | - |
| Metric | 11898614:ethusd:triple_med_gx:lsma35_40 | 11898614:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 1.54% | 73.76% |
| 6M | 9.42% | 98.28% |
| YTD | 15.87% | 31.97% |
| 1Y | 10.23% | 74.9% |
| 3Y (ann.) | 11.19% | 12.63% |
| 5Y (ann.) | 11.19% | 12.63% |
| Metric | 11898614:ethusd:triple_med_gx:lsma35_40 | 11898614:ETHUSD |
|---|---|---|
| Max Drawdown | -7.36% | -63.95% |
| Longest DD Days | 174.0 | 235.0 |
| Avg. Drawdown | -1.34% | -13.15% |
| Avg. Drawdown Days | 21.0 | 37.0 |
| Recovery Factor | 1.93 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-01 | 2025-02-22 | -7.36 | 174 |
| 2024-06-23 | 2024-08-20 | -4.59 | 57 |
| 2025-08-05 | 2025-09-01 | -2.29 | 27 |
| 2025-06-18 | 2025-07-17 | -1.28 | 29 |
| 2025-06-09 | 2025-06-17 | -0.89 | 8 |
| 2025-04-01 | 2025-04-20 | -0.88 | 19 |
| 2025-03-27 | 2025-04-01 | -0.87 | 5 |
| 2025-05-01 | 2025-05-08 | -0.80 | 6 |
| 2025-03-09 | 2025-03-14 | -0.75 | 5 |
| 2024-06-03 | 2024-06-14 | -0.66 | 11 |
| Metric | 11898614:ethusd:triple_med_gx:lsma35_40 | 11898614:ETHUSD |
|---|---|---|
| Best Day | 4.34% | 12.3% |
| Worst Day | -2.44% | -14.0% |
| Best Week | 4.15% | 27.26% |
| Worst Week | -2.62% | -20.52% |
| Best Month | 4.34% | 48.75% |
| Worst Month | -4.09% | -32.24% |
| Best Year | 15.87% | 31.97% |
| Worst Year | -1.45% | -12.05% |
| Avg. Up Day | 1.06% | 1.17% |
| Avg. Down Day | -0.57% | -1.14% |
| Avg. Up Week | 1.23% | 10.21% |
| Avg. Down Week | -1.19% | -7.97% |
| Avg. Up Month | 2.0% | 29.94% |
| Avg. Down Month | -1.34% | -4.58% |
| Win Days % | 35.77% | 50.85% |
| Win Month % | 68.75% | 37.5% |
| Win Week % | 60.0% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |