| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 16.38% | -6.83% |
| Max Drawdown | -8.96% | -63.95% |
| Sharpe | 0.46 | 0.14 |
| Sortino | 0.82 | 0.19 |
| Payoff Ratio | 1.22 | 1.32 |
| Profit Factor | 1.38 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.72 | 0.68 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 96.18 | 2.34 |
| Outlier Loss Ratio | 4.46 | 2.44 |
| Volatility (ann.) | 6.17% | 34.77% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.25 | -0.08 |
| Skew | 6.28 | -0.06 |
| Kurtosis | 152.73 | 8.0 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.85% | -0.39% |
| Expected Yearly % | 7.88% | -3.48% |
| Kelly Criterion | -3.76% | 13.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.98% |
| Expected Shortfall (cVaR) | -0.52% | -2.98% |
| Year | 11802658:ETHUSD | 11802658:ethusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 18.38 | -1.53 | + |
| 2025 | 5.94 | -1.69 | -0.29 | - |
| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 0.49% | -5.16% |
| 6M | 1.36% | 95.03% |
| YTD | -1.69% | 5.94% |
| 1Y | 6.68% | 43.62% |
| 3Y (ann.) | 11.21% | -4.84% |
| 5Y (ann.) | 11.21% | -4.84% |
| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| Max Drawdown | -8.96% | -63.95% |
| Longest DD Days | 211.0 | 235.0 |
| Avg. Drawdown | -1.84% | -14.57% |
| Avg. Drawdown Days | 30.0 | 43.0 |
| Recovery Factor | 1.83 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-29 | 2025-07-28 | -8.96 | 211 |
| 2025-07-28 | 2025-10-20 | -3.69 | 83 |
| 2025-10-20 | 2025-11-04 | -2.89 | 15 |
| 2024-10-13 | 2024-11-06 | -2.73 | 24 |
| 2024-11-18 | 2024-11-18 | -1.98 | 0 |
| 2024-12-16 | 2024-12-28 | -1.49 | 12 |
| 2024-11-17 | 2024-11-18 | -1.15 | 0 |
| 2024-12-15 | 2024-12-15 | -0.56 | 0 |
| 2024-09-14 | 2024-10-06 | -0.47 | 22 |
| 2024-10-06 | 2024-10-12 | -0.44 | 5 |
| Metric | 11802658:ethusd:triple_med_gx:lsma55_65 | 11802658:ETHUSD |
|---|---|---|
| Best Day | 7.01% | 12.3% |
| Worst Day | -3.18% | -14.0% |
| Best Week | 6.19% | 27.26% |
| Worst Week | -5.12% | -20.52% |
| Best Month | 8.62% | 48.75% |
| Worst Month | -5.12% | -32.24% |
| Best Year | 18.38% | 5.94% |
| Worst Year | -1.69% | -12.05% |
| Avg. Up Day | 1.21% | 1.27% |
| Avg. Down Day | -1.0% | -0.96% |
| Avg. Up Week | 1.92% | 5.54% |
| Avg. Down Week | -1.82% | -5.2% |
| Avg. Up Month | 5.91% | 44.18% |
| Avg. Down Month | -1.47% | -5.09% |
| Win Days % | 42.98% | 50.53% |
| Win Month % | 50.0% | 27.78% |
| Win Week % | 61.9% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |