| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 13.63% | -7.78% |
| Max Drawdown | -4.79% | -63.76% |
| Sharpe | 1.22 | 0.29 |
| Sortino | 2.2 | 0.4 |
| Payoff Ratio | 0.83 | 0.72 |
| Profit Factor | 1.97 | 1.05 |
| Common Sense Ratio | NaN | 1.15 |
| CPC Index | 1.03 | 0.38 |
| Tail Ratio | NaN | 1.1 |
| Outlier Win Ratio | 106.63 | 2.18 |
| Outlier Loss Ratio | 5.01 | 2.05 |
| Volatility (ann.) | 7.58% | 72.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.96 | -0.09 |
| Skew | 2.91 | -0.43 |
| Kurtosis | 51.91 | 4.71 |
| Expected Daily % | 0.02% | -0.02% |
| Expected Monthly % | 0.71% | -0.45% |
| Expected Yearly % | 6.6% | -3.97% |
| Kelly Criterion | 18.22% | -17.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -6.15% |
| Expected Shortfall (cVaR) | -0.63% | -6.15% |
| Year | 11802662:ETHUSD | 11802662:ethusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 6.82 | -0.58 | + |
| 2025 | 4.57 | 6.37 | 1.39 | + |
| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -1.42% | 1.38% |
| 6M | 3.59% | 89.18% |
| YTD | 6.37% | 4.57% |
| 1Y | 9.07% | 43.03% |
| 3Y (ann.) | 9.37% | -5.52% |
| 5Y (ann.) | 9.37% | -5.52% |
| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| Max Drawdown | -4.79% | -63.76% |
| Longest DD Days | 98.0 | 234.0 |
| Avg. Drawdown | -2.61% | -21.96% |
| Avg. Drawdown Days | 66.0 | 72.0 |
| Recovery Factor | 2.85 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-14 | -4.79 | 87 |
| 2025-07-29 | 2025-11-04 | -3.14 | 98 |
| 2024-10-13 | 2024-11-19 | -1.60 | 37 |
| 2024-06-02 | 2024-07-15 | -0.89 | 43 |
| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| Best Day | 3.98% | 16.74% |
| Worst Day | -3.03% | -20.65% |
| Best Week | 5.75% | 22.2% |
| Worst Week | -1.75% | -22.77% |
| Best Month | 5.75% | 54.15% |
| Worst Month | -1.98% | -34.4% |
| Best Year | 6.82% | 4.57% |
| Worst Year | 6.37% | -11.81% |
| Avg. Up Day | 1.38% | 2.55% |
| Avg. Down Day | -1.66% | -3.54% |
| Avg. Up Week | 2.89% | 8.0% |
| Avg. Down Week | -0.76% | -7.69% |
| Avg. Up Month | 3.42% | 31.39% |
| Avg. Down Month | -1.28% | -7.93% |
| Win Days % | 62.86% | 50.86% |
| Win Month % | 60.0% | 33.33% |
| Win Week % | 50.0% | 52.63% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |