| Metric | 11776301:ethusd:triple_med_gx:lsma165_25 | 11776301:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 18.62% | -33.74% |
| Max Drawdown | -26.97% | -63.95% |
| Sharpe | 0.31 | -0.1 |
| Sortino | 0.46 | -0.13 |
| Payoff Ratio | 1.25 | 0.96 |
| Profit Factor | 1.12 | 0.98 |
| Common Sense Ratio | 1.49 | 0.96 |
| CPC Index | 0.64 | 0.47 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 22.6 | 3.22 |
| Outlier Loss Ratio | 4.14 | 3.83 |
| Volatility (ann.) | 19.48% | 35.62% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.66 | -0.51 |
| Skew | 1.4 | -0.26 |
| Kurtosis | 42.7 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.32% | -3.12% |
| Expected Yearly % | 8.91% | -18.6% |
| Kelly Criterion | 1.9% | -2.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.08% |
| Expected Shortfall (cVaR) | -1.66% | -3.08% |
| Year | 11776301:ETHUSD | 11776301:ethusd:triple_med_gx:lsma165_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -4.00 | 0.33 | + |
| 2025 | -24.66 | 23.57 | -0.96 | + |
| Metric | 11776301:ethusd:triple_med_gx:lsma165_25 | 11776301:ETHUSD |
|---|---|---|
| MTD | -7.75% | -0.81% |
| 3M | 37.29% | 21.99% |
| 6M | 16.01% | -30.79% |
| YTD | 23.57% | -24.66% |
| 1Y | 18.62% | -27.95% |
| 3Y (ann.) | 17.68% | -32.45% |
| 5Y (ann.) | 17.68% | -32.45% |
| Metric | 11776301:ethusd:triple_med_gx:lsma165_25 | 11776301:ETHUSD |
|---|---|---|
| Max Drawdown | -26.97% | -63.95% |
| Longest DD Days | 174.0 | 184.0 |
| Avg. Drawdown | -9.26% | -17.79% |
| Avg. Drawdown Days | 33.0 | 54.0 |
| Recovery Factor | 0.69 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -26.97 | 110 |
| 2024-06-27 | 2024-12-19 | -20.34 | 174 |
| 2024-12-19 | 2025-01-15 | -16.30 | 27 |
| 2025-06-11 | 2025-06-19 | -9.68 | 7 |
| 2025-01-16 | 2025-01-19 | -7.62 | 3 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2025-05-14 | 2025-05-19 | -4.51 | 5 |
| 2024-06-24 | 2024-06-24 | -1.00 | 0 |
| 2024-06-26 | 2024-06-27 | -0.81 | 1 |
| 2025-06-06 | 2025-06-07 | -0.18 | 0 |
| Metric | 11776301:ethusd:triple_med_gx:lsma165_25 | 11776301:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.24% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 23.41% | 27.26% |
| Worst Week | -18.29% | -20.52% |
| Best Month | 46.71% | 47.37% |
| Worst Month | -18.29% | -32.24% |
| Best Year | 23.57% | -12.05% |
| Worst Year | -4.0% | -24.66% |
| Avg. Up Day | 1.54% | 1.56% |
| Avg. Down Day | -1.23% | -1.62% |
| Avg. Up Week | 7.26% | 8.8% |
| Avg. Down Week | -3.77% | -8.04% |
| Avg. Up Month | 46.71% | 41.0% |
| Avg. Down Month | -10.38% | -15.28% |
| Win Days % | 45.56% | 49.84% |
| Win Month % | 58.33% | 23.08% |
| Win Week % | 46.88% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |