| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 54.07% | -15.9% |
| Max Drawdown | -17.09% | -63.95% |
| Sharpe | 0.71 | 0.09 |
| Sortino | 1.05 | 0.13 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.36 | 1.01 |
| Common Sense Ratio | 2.24 | 0.97 |
| CPC Index | 0.84 | 0.6 |
| Tail Ratio | 1.65 | 0.95 |
| Outlier Win Ratio | 40.25 | 2.97 |
| Outlier Loss Ratio | 3.82 | 2.93 |
| Volatility (ann.) | 11.33% | 34.91% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.01 | -0.17 |
| Skew | -1.16 | -0.08 |
| Kurtosis | 70.09 | 7.74 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.43% | -0.96% |
| Expected Yearly % | 24.12% | -8.29% |
| Kelly Criterion | 10.07% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -3.0% |
| Expected Shortfall (cVaR) | -0.95% | -3.0% |
| Year | 11967873:ETHUSD | 11967873:ethusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 35.15 | -2.92 | + |
| 2025 | -4.37 | 14.00 | -3.20 | + |
| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.21% |
| 3M | 10.67% | -28.03% |
| 6M | 15.82% | 28.61% |
| YTD | 14.0% | -4.37% |
| 1Y | 19.61% | 1.62% |
| 3Y (ann.) | 34.37% | -11.16% |
| 5Y (ann.) | 34.37% | -11.16% |
| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| Max Drawdown | -17.09% | -63.95% |
| Longest DD Days | 185.0 | 235.0 |
| Avg. Drawdown | -2.82% | -15.28% |
| Avg. Drawdown Days | 21.0 | 44.0 |
| Recovery Factor | 3.16 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-09-11 | -17.09 | 185 |
| 2025-11-13 | 2025-11-17 | -12.92 | 4 |
| 2025-01-21 | 2025-03-10 | -4.75 | 47 |
| 2024-07-15 | 2024-10-14 | -4.74 | 90 |
| 2024-11-28 | 2024-11-30 | -2.83 | 2 |
| 2024-12-01 | 2025-01-02 | -2.37 | 31 |
| 2025-10-24 | 2025-10-26 | -2.12 | 2 |
| 2024-10-15 | 2024-11-06 | -1.82 | 22 |
| 2024-06-22 | 2024-07-15 | -1.67 | 23 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| Metric | 11967873:ethusd:triple_med_gx:lsma75_120 | 11967873:ETHUSD |
|---|---|---|
| Best Day | 7.2% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.37% | 27.26% |
| Worst Week | -12.01% | -20.52% |
| Best Month | 28.67% | 48.75% |
| Worst Month | -9.91% | -32.24% |
| Best Year | 35.15% | -4.37% |
| Worst Year | 14.0% | -12.05% |
| Avg. Up Day | 1.25% | 1.27% |
| Avg. Down Day | -1.02% | -1.08% |
| Avg. Up Week | 4.97% | 8.37% |
| Avg. Down Week | -3.19% | -7.54% |
| Avg. Up Month | 15.06% | 23.22% |
| Avg. Down Month | -3.42% | -15.92% |
| Win Days % | 50.35% | 50.44% |
| Win Month % | 50.0% | 27.78% |
| Win Week % | 63.64% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 100.0% | 0.0% |