| Metric | 11768822:ethusd:triple_med_gx:lsma55_15 | 11768822:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 22.65% | -33.74% |
| Max Drawdown | -24.11% | -63.95% |
| Sharpe | 0.48 | -0.1 |
| Sortino | 0.73 | -0.13 |
| Payoff Ratio | 1.3 | 0.95 |
| Profit Factor | 1.22 | 0.98 |
| Common Sense Ratio | 1.91 | 0.96 |
| CPC Index | 0.72 | 0.47 |
| Tail Ratio | 1.56 | 0.98 |
| Outlier Win Ratio | 39.19 | 2.85 |
| Outlier Loss Ratio | 4.46 | 3.03 |
| Volatility (ann.) | 11.41% | 35.62% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.89 | -0.51 |
| Skew | 0.39 | -0.26 |
| Kurtosis | 46.59 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.58% | -3.12% |
| Expected Yearly % | 10.75% | -18.6% |
| Kelly Criterion | 3.2% | -3.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -3.08% |
| Expected Shortfall (cVaR) | -0.97% | -3.08% |
| Year | 11768822:ETHUSD | 11768822:ethusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 3.40 | -0.28 | + |
| 2025 | -24.66 | 18.62 | -0.75 | + |
| Metric | 11768822:ethusd:triple_med_gx:lsma55_15 | 11768822:ETHUSD |
|---|---|---|
| MTD | 0.66% | -0.81% |
| 3M | 31.33% | 21.99% |
| 6M | 16.36% | -30.79% |
| YTD | 18.62% | -24.66% |
| 1Y | 24.32% | -27.95% |
| 3Y (ann.) | 21.48% | -32.45% |
| 5Y (ann.) | 21.48% | -32.45% |
| Metric | 11768822:ethusd:triple_med_gx:lsma55_15 | 11768822:ETHUSD |
|---|---|---|
| Max Drawdown | -24.11% | -63.95% |
| Longest DD Days | 155.0 | 184.0 |
| Avg. Drawdown | -3.68% | -17.79% |
| Avg. Drawdown Days | 22.0 | 54.0 |
| Recovery Factor | 0.94 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-21 | -24.11 | 155 |
| 2024-12-05 | 2024-12-17 | -6.63 | 11 |
| 2024-10-01 | 2024-11-06 | -6.09 | 35 |
| 2024-06-26 | 2024-09-17 | -4.98 | 83 |
| 2024-11-25 | 2024-12-05 | -4.88 | 10 |
| 2024-09-17 | 2024-09-18 | -2.87 | 1 |
| 2024-06-07 | 2024-06-25 | -2.33 | 17 |
| 2025-06-03 | 2025-06-04 | -0.89 | 0 |
| 2024-09-20 | 2024-10-01 | -0.68 | 10 |
| 2024-09-19 | 2024-09-20 | -0.61 | 0 |
| Metric | 11768822:ethusd:triple_med_gx:lsma55_15 | 11768822:ETHUSD |
|---|---|---|
| Best Day | 7.2% | 12.24% |
| Worst Day | -6.72% | -14.0% |
| Best Week | 14.25% | 27.26% |
| Worst Week | -9.42% | -20.52% |
| Best Month | 21.08% | 47.37% |
| Worst Month | -7.7% | -32.24% |
| Best Year | 18.62% | -12.05% |
| Worst Year | 3.4% | -24.66% |
| Avg. Up Day | 1.25% | 1.28% |
| Avg. Down Day | -0.96% | -1.35% |
| Avg. Up Week | 5.41% | 11.31% |
| Avg. Down Week | -3.24% | -9.21% |
| Avg. Up Month | 11.47% | 30.63% |
| Avg. Down Month | -3.16% | -13.32% |
| Win Days % | 45.29% | 49.84% |
| Win Month % | 46.15% | 23.08% |
| Win Week % | 48.39% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |