| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 10.51% | -7.78% |
| Max Drawdown | -19.72% | -63.76% |
| Sharpe | 0.37 | 0.29 |
| Sortino | 0.56 | 0.4 |
| Payoff Ratio | 1.02 | 0.84 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.24 | 1.15 |
| CPC Index | 0.57 | 0.45 |
| Tail Ratio | 1.11 | 1.1 |
| Outlier Win Ratio | 23.2 | 3.4 |
| Outlier Loss Ratio | 3.23 | 3.05 |
| Volatility (ann.) | 34.38% | 72.04% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.37 | -0.09 |
| Skew | 0.67 | -0.43 |
| Kurtosis | 14.67 | 4.71 |
| Expected Daily % | 0.02% | -0.02% |
| Expected Monthly % | 0.56% | -0.45% |
| Expected Yearly % | 5.13% | -3.97% |
| Kelly Criterion | 0.86% | -7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.92% | -6.15% |
| Expected Shortfall (cVaR) | -2.92% | -6.15% |
| Year | 11820477:ETHUSD | 11820477:ethusd:triple_med_gx:lsma165_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -15.51 | 1.31 | - |
| 2025 | 4.57 | 30.81 | 6.74 | + |
| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 0.49% | 1.38% |
| 6M | 25.25% | 89.18% |
| YTD | 30.81% | 4.57% |
| 1Y | 30.68% | 43.03% |
| 3Y (ann.) | 7.26% | -5.52% |
| 5Y (ann.) | 7.26% | -5.52% |
| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| Max Drawdown | -19.72% | -63.76% |
| Longest DD Days | 324.0 | 234.0 |
| Avg. Drawdown | -11.64% | -21.96% |
| Avg. Drawdown Days | 87.0 | 72.0 |
| Recovery Factor | 0.53 | -0.12 |
| Ulcer Index | 1.63 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-24 | 2025-05-14 | -19.72 | 324 |
| 2025-05-15 | 2025-07-18 | -17.93 | 64 |
| 2025-08-23 | 2025-10-03 | -12.34 | 41 |
| 2025-07-22 | 2025-07-28 | -5.91 | 6 |
| 2025-07-19 | 2025-07-21 | -2.32 | 2 |
| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| Best Day | 11.16% | 16.74% |
| Worst Day | -10.05% | -20.65% |
| Best Week | 18.41% | 22.2% |
| Worst Week | -9.15% | -22.77% |
| Best Month | 22.5% | 54.15% |
| Worst Month | -9.15% | -34.4% |
| Best Year | 30.81% | 4.57% |
| Worst Year | -15.51% | -11.81% |
| Avg. Up Day | 2.75% | 2.88% |
| Avg. Down Day | -2.7% | -3.41% |
| Avg. Up Week | 7.74% | 7.01% |
| Avg. Down Week | -3.89% | -9.71% |
| Avg. Up Month | 14.84% | 46.64% |
| Avg. Down Month | -4.41% | -12.21% |
| Win Days % | 50.0% | 50.86% |
| Win Month % | 37.5% | 33.33% |
| Win Week % | 39.39% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |