| Metric | 11862678:ethusd:triple_med_gx:lsma80_130 | 11862678:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 11.88% | 16.06% |
| Max Drawdown | -36.19% | -63.95% |
| Sharpe | 0.22 | 0.26 |
| Sortino | 0.31 | 0.37 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.53 | 0.52 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 20.61 | 3.2 |
| Outlier Loss Ratio | 4.33 | 3.32 |
| Volatility (ann.) | 15.81% | 35.34% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.26 | 0.2 |
| Skew | -1.37 | -0.05 |
| Kurtosis | 38.15 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.7% | 0.94% |
| Expected Yearly % | 5.77% | 7.73% |
| Kelly Criterion | -0.45% | 1.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.02% |
| Expected Shortfall (cVaR) | -1.35% | -3.02% |
| Year | 11862678:ETHUSD | 11862678:ethusd:triple_med_gx:lsma80_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -6.54 | 0.54 | + |
| 2025 | 31.97 | 19.71 | 0.62 | - |
| Metric | 11862678:ethusd:triple_med_gx:lsma80_130 | 11862678:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 48.35% | 73.76% |
| 6M | 53.1% | 98.28% |
| YTD | 19.71% | 31.97% |
| 1Y | 41.39% | 74.9% |
| 3Y (ann.) | 9.38% | 12.63% |
| 5Y (ann.) | 9.38% | 12.63% |
| Metric | 11862678:ethusd:triple_med_gx:lsma80_130 | 11862678:ETHUSD |
|---|---|---|
| Max Drawdown | -36.19% | -63.95% |
| Longest DD Days | 214.0 | 235.0 |
| Avg. Drawdown | -8.31% | -13.15% |
| Avg. Drawdown Days | 48.0 | 37.0 |
| Recovery Factor | 0.33 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-08-04 | -36.19 | 209 |
| 2024-06-06 | 2025-01-06 | -27.42 | 214 |
| 2025-08-28 | 2025-09-01 | -5.62 | 3 |
| 2025-08-05 | 2025-08-07 | -3.09 | 2 |
| 2025-01-06 | 2025-01-06 | -0.72 | 0 |
| 2024-06-04 | 2024-06-05 | -0.63 | 0 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| 2024-06-03 | 2024-06-04 | -0.35 | 0 |
| 2025-08-08 | 2025-08-08 | -0.22 | 0 |
| Metric | 11862678:ethusd:triple_med_gx:lsma80_130 | 11862678:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 17.45% | 27.26% |
| Worst Week | -23.88% | -20.52% |
| Best Month | 18.87% | 48.75% |
| Worst Month | -23.43% | -32.24% |
| Best Year | 19.71% | 31.97% |
| Worst Year | -6.54% | -12.05% |
| Avg. Up Day | 1.03% | 1.03% |
| Avg. Down Day | -1.01% | -1.04% |
| Avg. Up Week | 5.66% | 7.89% |
| Avg. Down Week | -5.45% | -7.53% |
| Avg. Up Month | 11.71% | 23.69% |
| Avg. Down Month | -10.43% | -13.24% |
| Win Days % | 49.4% | 50.85% |
| Win Month % | 56.25% | 37.5% |
| Win Week % | 53.85% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |