| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -0.19% | -6.83% |
| Max Drawdown | -17.13% | -63.95% |
| Sharpe | 0.02 | 0.14 |
| Sortino | 0.03 | 0.19 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.02 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 120.27 | 2.3 |
| Outlier Loss Ratio | 3.89 | 2.46 |
| Volatility (ann.) | 5.88% | 34.77% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.01 | -0.08 |
| Skew | -1.64 | -0.06 |
| Kurtosis | 137.15 | 8.0 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -0.01% | -0.39% |
| Expected Yearly % | -0.1% | -3.48% |
| Kelly Criterion | -13.06% | 1.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.98% |
| Expected Shortfall (cVaR) | -0.51% | -2.98% |
| Year | 11802593:ETHUSD | 11802593:ethusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 5.23 | -0.43 | + |
| 2025 | 5.94 | -5.15 | -0.87 | - |
| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 1.58% | -5.16% |
| 6M | 3.0% | 95.03% |
| YTD | -5.15% | 5.94% |
| 1Y | -7.09% | 43.62% |
| 3Y (ann.) | -0.13% | -4.84% |
| 5Y (ann.) | -0.13% | -4.84% |
| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| Max Drawdown | -17.13% | -63.95% |
| Longest DD Days | 322.0 | 235.0 |
| Avg. Drawdown | -2.23% | -14.57% |
| Avg. Drawdown Days | 38.0 | 43.0 |
| Recovery Factor | -0.01 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-11-04 | -17.13 | 322 |
| 2024-10-13 | 2024-11-18 | -3.38 | 36 |
| 2024-12-16 | 2024-12-16 | -1.45 | 0 |
| 2024-09-14 | 2024-10-12 | -0.63 | 28 |
| 2024-08-13 | 2024-08-14 | -0.40 | 0 |
| 2024-07-14 | 2024-07-14 | -0.39 | 0 |
| 2024-12-15 | 2024-12-15 | -0.39 | 0 |
| 2024-07-15 | 2024-08-13 | -0.24 | 29 |
| 2024-12-14 | 2024-12-15 | -0.18 | 0 |
| 2024-07-13 | 2024-07-14 | -0.18 | 0 |
| Metric | 11802593:ethusd:triple_med_gx:lsma55_65 | 11802593:ETHUSD |
|---|---|---|
| Best Day | 3.94% | 12.3% |
| Worst Day | -6.16% | -14.0% |
| Best Week | 4.8% | 27.26% |
| Worst Week | -6.39% | -20.52% |
| Best Month | 4.8% | 48.75% |
| Worst Month | -6.39% | -32.24% |
| Best Year | 5.23% | 5.94% |
| Worst Year | -5.15% | -12.05% |
| Avg. Up Day | 1.06% | 1.11% |
| Avg. Down Day | -1.02% | -1.11% |
| Avg. Up Week | 1.99% | 5.22% |
| Avg. Down Week | -3.96% | -6.43% |
| Avg. Up Month | 2.01% | 44.18% |
| Avg. Down Month | -3.86% | -3.98% |
| Win Days % | 42.31% | 50.53% |
| Win Month % | 53.33% | 27.78% |
| Win Week % | 63.16% | 50.0% |
| Win Quarter % | 50.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |