| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 54.07% | -15.9% |
| Max Drawdown | -15.34% | -63.76% |
| Sharpe | 1.48 | 0.2 |
| Sortino | 2.36 | 0.28 |
| Payoff Ratio | 1.6 | 1.43 |
| Profit Factor | 1.8 | 1.03 |
| Common Sense Ratio | 7.87 | 1.13 |
| CPC Index | 1.46 | 0.75 |
| Tail Ratio | 4.37 | 1.1 |
| Outlier Win Ratio | 31.15 | 2.58 |
| Outlier Loss Ratio | 4.59 | 2.37 |
| Volatility (ann.) | 21.47% | 72.0% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.24 | -0.18 |
| Skew | 0.25 | -0.44 |
| Kurtosis | 33.62 | 4.63 |
| Expected Daily % | 0.08% | -0.03% |
| Expected Monthly % | 2.43% | -0.96% |
| Expected Yearly % | 24.12% | -8.29% |
| Kelly Criterion | 19.69% | 15.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -6.16% |
| Expected Shortfall (cVaR) | -1.76% | -6.16% |
| Year | 11967873:ETHUSD | 11967873:ethusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 35.51 | -3.01 | + |
| 2025 | -4.63 | 13.69 | -2.96 | + |
| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.27% |
| 3M | 10.67% | -28.03% |
| 6M | 15.82% | 28.37% |
| YTD | 13.69% | -4.63% |
| 1Y | 19.61% | 1.69% |
| 3Y (ann.) | 34.37% | -11.16% |
| 5Y (ann.) | 34.37% | -11.16% |
| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| Max Drawdown | -15.34% | -63.76% |
| Longest DD Days | 231.0 | 234.0 |
| Avg. Drawdown | -3.89% | -22.9% |
| Avg. Drawdown Days | 44.0 | 74.0 |
| Recovery Factor | 3.52 | -0.25 |
| Ulcer Index | 0.99 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-09-11 | -15.34 | 231 |
| 2025-11-13 | 2025-11-17 | -10.13 | 4 |
| 2024-07-16 | 2024-10-14 | -4.74 | 90 |
| 2024-12-01 | 2025-01-02 | -1.35 | 32 |
| 2024-06-24 | 2024-07-15 | -1.23 | 21 |
| 2025-10-25 | 2025-10-27 | -1.10 | 2 |
| 2025-10-05 | 2025-10-23 | -0.56 | 18 |
| 2024-11-29 | 2024-11-30 | -0.36 | 1 |
| 2025-01-21 | 2025-01-22 | -0.18 | 1 |
| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| Best Day | 9.4% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 20.37% | 22.2% |
| Worst Week | -9.72% | -22.77% |
| Best Month | 28.28% | 54.15% |
| Worst Month | -9.91% | -34.4% |
| Best Year | 35.51% | -4.63% |
| Worst Year | 13.69% | -11.81% |
| Avg. Up Day | 2.51% | 2.9% |
| Avg. Down Day | -1.57% | -2.03% |
| Avg. Up Week | 5.12% | 8.18% |
| Avg. Down Week | -3.01% | -3.79% |
| Avg. Up Month | 13.21% | 15.01% |
| Avg. Down Month | -3.15% | -15.93% |
| Win Days % | 50.56% | 50.56% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 59.38% | 51.28% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 100.0% | 0.0% |