| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 9.18% | -7.78% |
| Max Drawdown | -4.16% | -63.76% |
| Sharpe | 0.7 | 0.29 |
| Sortino | 1.31 | 0.4 |
| Payoff Ratio | 1.19 | 1.01 |
| Profit Factor | 1.53 | 1.05 |
| Common Sense Ratio | NaN | 1.15 |
| CPC Index | 0.86 | 0.54 |
| Tail Ratio | NaN | 1.1 |
| Outlier Win Ratio | 104.51 | 2.18 |
| Outlier Loss Ratio | 5.74 | 2.08 |
| Volatility (ann.) | 9.33% | 72.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.53 | -0.09 |
| Skew | 4.25 | -0.43 |
| Kurtosis | 62.48 | 4.71 |
| Expected Daily % | 0.02% | -0.02% |
| Expected Monthly % | 0.49% | -0.45% |
| Expected Yearly % | 4.49% | -3.97% |
| Kelly Criterion | 2.77% | 2.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -6.15% |
| Expected Shortfall (cVaR) | -0.79% | -6.15% |
| Year | 11802541:ETHUSD | 11802541:ethusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 5.26 | -0.45 | + |
| 2025 | 4.57 | 3.72 | 0.81 | - |
| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 5.02% | 1.38% |
| 6M | 6.24% | 89.18% |
| YTD | 3.72% | 4.57% |
| 1Y | 7.55% | 43.03% |
| 3Y (ann.) | 6.34% | -5.52% |
| 5Y (ann.) | 6.34% | -5.52% |
| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| Max Drawdown | -4.16% | -63.76% |
| Longest DD Days | 163.0 | 234.0 |
| Avg. Drawdown | -3.15% | -21.96% |
| Avg. Drawdown Days | 75.0 | 72.0 |
| Recovery Factor | 2.21 | -0.12 |
| Ulcer Index | 0.96 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-29 | 2025-11-04 | -4.16 | 67 |
| 2025-06-27 | 2025-08-13 | -3.73 | 47 |
| 2024-09-14 | 2024-12-17 | -3.62 | 94 |
| 2024-12-29 | 2025-06-10 | -2.86 | 163 |
| 2024-12-18 | 2024-12-20 | -1.38 | 2 |
| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| Best Day | 5.04% | 16.74% |
| Worst Day | -3.5% | -20.65% |
| Best Week | 8.54% | 22.2% |
| Worst Week | -3.68% | -22.77% |
| Best Month | 5.29% | 54.15% |
| Worst Month | -3.68% | -34.4% |
| Best Year | 5.26% | 4.57% |
| Worst Year | 3.72% | -11.81% |
| Avg. Up Day | 1.66% | 2.97% |
| Avg. Down Day | -1.4% | -2.94% |
| Avg. Up Week | 3.08% | 7.59% |
| Avg. Down Week | -1.54% | -3.28% |
| Avg. Up Month | 3.26% | 27.52% |
| Avg. Down Month | -1.02% | -1.48% |
| Win Days % | 47.22% | 50.86% |
| Win Month % | 57.14% | 33.33% |
| Win Week % | 47.62% | 52.63% |
| Win Quarter % | 83.33% | 42.86% |
| Win Year % | 100.0% | 50.0% |