| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 13.63% | -6.83% |
| Max Drawdown | -7.26% | -63.95% |
| Sharpe | 0.48 | 0.14 |
| Sortino | 0.81 | 0.19 |
| Payoff Ratio | 1.45 | 1.23 |
| Profit Factor | 1.46 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.9 | 0.64 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 132.15 | 2.3 |
| Outlier Loss Ratio | 4.38 | 2.32 |
| Volatility (ann.) | 4.9% | 34.77% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.29 | -0.08 |
| Skew | 3.74 | -0.06 |
| Kurtosis | 107.78 | 8.0 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 0.71% | -0.39% |
| Expected Yearly % | 6.6% | -3.48% |
| Kelly Criterion | 2.87% | 10.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.98% |
| Expected Shortfall (cVaR) | -0.42% | -2.98% |
| Year | 11802662:ETHUSD | 11802662:ethusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 6.82 | -0.57 | + |
| 2025 | 5.94 | 6.37 | 1.07 | + |
| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -1.42% | -5.16% |
| 6M | 3.59% | 95.03% |
| YTD | 6.37% | 5.94% |
| 1Y | 9.07% | 43.62% |
| 3Y (ann.) | 9.37% | -4.84% |
| 5Y (ann.) | 9.37% | -4.84% |
| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| Max Drawdown | -7.26% | -63.95% |
| Longest DD Days | 99.0 | 235.0 |
| Avg. Drawdown | -2.1% | -14.57% |
| Avg. Drawdown Days | 26.0 | 43.0 |
| Recovery Factor | 1.88 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-03-14 | -7.26 | 87 |
| 2025-05-21 | 2025-05-22 | -4.65 | 0 |
| 2025-07-28 | 2025-11-04 | -3.14 | 99 |
| 2024-10-12 | 2024-11-18 | -2.43 | 36 |
| 2024-06-01 | 2024-07-14 | -1.45 | 43 |
| 2025-06-10 | 2025-06-10 | -1.35 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| 2024-08-13 | 2024-08-14 | -0.18 | 0 |
| 2025-04-17 | 2025-04-17 | -0.18 | 0 |
| 2025-05-20 | 2025-05-20 | -0.18 | 0 |
| Metric | 11802662:ethusd:triple_med_gx:lsma60_65 | 11802662:ETHUSD |
|---|---|---|
| Best Day | 3.94% | 12.3% |
| Worst Day | -2.86% | -14.0% |
| Best Week | 5.75% | 27.26% |
| Worst Week | -1.75% | -20.52% |
| Best Month | 5.75% | 48.75% |
| Worst Month | -1.98% | -32.24% |
| Best Year | 6.82% | 5.94% |
| Worst Year | 6.37% | -12.05% |
| Avg. Up Day | 1.26% | 1.34% |
| Avg. Down Day | -0.87% | -1.09% |
| Avg. Up Week | 2.2% | 6.64% |
| Avg. Down Week | -0.87% | -7.91% |
| Avg. Up Month | 3.42% | 35.71% |
| Avg. Down Month | -1.35% | -6.19% |
| Win Days % | 42.5% | 50.53% |
| Win Month % | 60.0% | 27.78% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |