| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 9.18% | -6.83% |
| Max Drawdown | -4.43% | -63.95% |
| Sharpe | 0.33 | 0.14 |
| Sortino | 0.59 | 0.19 |
| Payoff Ratio | 1.6 | 1.16 |
| Profit Factor | 1.3 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.81 | 0.6 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 134.18 | 2.21 |
| Outlier Loss Ratio | 4.29 | 2.4 |
| Volatility (ann.) | 5.11% | 34.77% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.43 | -0.08 |
| Skew | 5.98 | -0.06 |
| Kurtosis | 137.71 | 8.0 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 0.49% | -0.39% |
| Expected Yearly % | 4.49% | -3.48% |
| Kelly Criterion | 0.42% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.98% |
| Expected Shortfall (cVaR) | -0.44% | -2.98% |
| Year | 11802541:ETHUSD | 11802541:ethusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 5.26 | -0.44 | + |
| 2025 | 5.94 | 3.72 | 0.63 | - |
| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 5.02% | -5.16% |
| 6M | 6.24% | 95.03% |
| YTD | 3.72% | 5.94% |
| 1Y | 7.55% | 43.62% |
| 3Y (ann.) | 6.34% | -4.84% |
| 5Y (ann.) | 6.34% | -4.84% |
| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| Max Drawdown | -4.43% | -63.95% |
| Longest DD Days | 163.0 | 235.0 |
| Avg. Drawdown | -2.97% | -14.57% |
| Avg. Drawdown Days | 53.0 | 43.0 |
| Recovery Factor | 2.07 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2024-11-18 | -4.43 | 65 |
| 2025-08-29 | 2025-11-04 | -4.35 | 67 |
| 2025-06-27 | 2025-08-12 | -3.91 | 46 |
| 2024-12-28 | 2025-06-09 | -3.80 | 163 |
| 2024-11-19 | 2024-12-19 | -3.17 | 30 |
| 2024-08-13 | 2024-08-14 | -0.58 | 0 |
| 2024-07-14 | 2024-07-14 | -0.57 | 0 |
| Metric | 11802541:ethusd:triple_med_gx:lsma60_65 | 11802541:ETHUSD |
|---|---|---|
| Best Day | 4.74% | 12.3% |
| Worst Day | -3.16% | -14.0% |
| Best Week | 8.54% | 27.26% |
| Worst Week | -3.68% | -20.52% |
| Best Month | 5.29% | 48.75% |
| Worst Month | -3.68% | -32.24% |
| Best Year | 5.26% | 5.94% |
| Worst Year | 3.72% | -12.05% |
| Avg. Up Day | 1.41% | 1.49% |
| Avg. Down Day | -0.88% | -1.28% |
| Avg. Up Week | 3.66% | 6.85% |
| Avg. Down Week | -2.48% | -7.86% |
| Avg. Up Month | 3.26% | 33.06% |
| Avg. Down Month | -1.78% | -1.92% |
| Win Days % | 38.67% | 50.53% |
| Win Month % | 57.14% | 27.78% |
| Win Week % | 47.37% | 50.0% |
| Win Quarter % | 83.33% | 42.86% |
| Win Year % | 100.0% | 50.0% |