| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 66.53% | -15.9% |
| Max Drawdown | -16.38% | -63.95% |
| Sharpe | 0.8 | 0.09 |
| Sortino | 1.21 | 0.13 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.39 | 1.01 |
| Common Sense Ratio | 3.67 | 0.97 |
| CPC Index | 0.88 | 0.6 |
| Tail Ratio | 2.64 | 0.95 |
| Outlier Win Ratio | 36.87 | 2.98 |
| Outlier Loss Ratio | 3.81 | 2.94 |
| Volatility (ann.) | 11.72% | 34.91% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.55 | -0.17 |
| Skew | -0.81 | -0.08 |
| Kurtosis | 63.07 | 7.74 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.87% | -0.96% |
| Expected Yearly % | 29.05% | -8.29% |
| Kelly Criterion | 11.5% | 8.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -3.0% |
| Expected Shortfall (cVaR) | -0.98% | -3.0% |
| Year | 11973060:ETHUSD | 11973060:ethusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 27.57 | -2.29 | + |
| 2025 | -4.37 | 30.54 | -6.99 | + |
| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.21% |
| 3M | 15.16% | -28.03% |
| 6M | 29.08% | 28.61% |
| YTD | 30.54% | -4.37% |
| 1Y | 32.79% | 1.62% |
| 3Y (ann.) | 41.71% | -11.16% |
| 5Y (ann.) | 41.71% | -11.16% |
| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| Max Drawdown | -16.38% | -63.95% |
| Longest DD Days | 155.0 | 235.0 |
| Avg. Drawdown | -2.62% | -15.28% |
| Avg. Drawdown Days | 16.0 | 44.0 |
| Recovery Factor | 4.06 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-08-12 | -16.38 | 155 |
| 2025-11-13 | 2025-11-17 | -12.92 | 4 |
| 2024-06-22 | 2024-10-14 | -5.97 | 114 |
| 2024-12-01 | 2025-01-21 | -5.34 | 50 |
| 2025-01-21 | 2025-03-10 | -4.14 | 47 |
| 2025-08-31 | 2025-09-10 | -3.65 | 9 |
| 2024-11-28 | 2024-11-30 | -2.83 | 2 |
| 2025-10-24 | 2025-10-26 | -2.12 | 2 |
| 2024-10-15 | 2024-10-16 | -1.82 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060: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 | 30.54% | -4.37% |
| Worst Year | 27.57% | -12.05% |
| Avg. Up Day | 1.26% | 1.28% |
| Avg. Down Day | -1.02% | -1.08% |
| Avg. Up Week | 5.38% | 7.83% |
| Avg. Down Week | -4.55% | -6.76% |
| Avg. Up Month | 12.6% | 29.6% |
| Avg. Down Month | -4.14% | -15.92% |
| Win Days % | 50.99% | 50.44% |
| Win Month % | 55.56% | 27.78% |
| Win Week % | 65.62% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |