| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 10.51% | -6.83% |
| Max Drawdown | -24.95% | -63.95% |
| Sharpe | 0.19 | 0.14 |
| Sortino | 0.28 | 0.19 |
| Payoff Ratio | 1.04 | 0.98 |
| Profit Factor | 1.07 | 1.02 |
| Common Sense Ratio | 1.34 | 0.99 |
| CPC Index | 0.54 | 0.51 |
| Tail Ratio | 1.25 | 0.97 |
| Outlier Win Ratio | 23.26 | 3.09 |
| Outlier Loss Ratio | 3.53 | 3.55 |
| Volatility (ann.) | 18.27% | 34.77% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.29 | -0.08 |
| Skew | 1.62 | -0.06 |
| Kurtosis | 47.44 | 8.0 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 0.56% | -0.39% |
| Expected Yearly % | 5.13% | -3.48% |
| Kelly Criterion | -0.18% | -0.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -2.98% |
| Expected Shortfall (cVaR) | -1.56% | -2.98% |
| Year | 11820477:ETHUSD | 11820477:ethusd:triple_med_gx:lsma165_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -15.51 | 1.29 | - |
| 2025 | 5.94 | 30.81 | 5.19 | + |
| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 0.49% | -5.16% |
| 6M | 25.25% | 95.03% |
| YTD | 30.81% | 5.94% |
| 1Y | 30.68% | 43.62% |
| 3Y (ann.) | 7.26% | -4.84% |
| 5Y (ann.) | 7.26% | -4.84% |
| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| Max Drawdown | -24.95% | -63.95% |
| Longest DD Days | 324.0 | 235.0 |
| Avg. Drawdown | -8.28% | -14.57% |
| Avg. Drawdown Days | 54.0 | 43.0 |
| Recovery Factor | 0.42 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2025-05-13 | -24.95 | 324 |
| 2025-05-14 | 2025-07-17 | -20.13 | 64 |
| 2025-08-24 | 2025-11-04 | -15.90 | 71 |
| 2025-07-21 | 2025-08-16 | -6.52 | 26 |
| 2025-07-18 | 2025-07-20 | -3.50 | 2 |
| 2025-08-23 | 2025-08-24 | -2.64 | 1 |
| 2025-07-20 | 2025-07-20 | -0.45 | 0 |
| 2024-06-22 | 2024-06-23 | -0.25 | 0 |
| 2025-08-22 | 2025-08-22 | -0.18 | 0 |
| Metric | 11820477:ethusd:triple_med_gx:lsma165_85 | 11820477:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 14.42% | 27.26% |
| Worst Week | -9.34% | -20.52% |
| Best Month | 22.5% | 48.75% |
| Worst Month | -6.72% | -32.24% |
| Best Year | 30.81% | 5.94% |
| Worst Year | -15.51% | -12.05% |
| Avg. Up Day | 1.37% | 1.38% |
| Avg. Down Day | -1.31% | -1.41% |
| Avg. Up Week | 5.13% | 6.79% |
| Avg. Down Week | -4.46% | -8.76% |
| Avg. Up Month | 14.84% | 44.87% |
| Avg. Down Month | -3.65% | -10.77% |
| Win Days % | 48.88% | 50.53% |
| Win Month % | 33.33% | 27.78% |
| Win Week % | 54.29% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |