| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 56.95% | -12.25% |
| Max Drawdown | -32.66% | -63.76% |
| Sharpe | 1.25 | 0.25 |
| Sortino | 2.34 | 0.34 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.59 | 1.04 |
| Common Sense Ratio | 3.62 | 1.15 |
| CPC Index | 1.03 | 0.6 |
| Tail Ratio | 2.29 | 1.1 |
| Outlier Win Ratio | 26.55 | 2.8 |
| Outlier Loss Ratio | 4.66 | 2.67 |
| Volatility (ann.) | 26.19% | 71.96% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.05 | -0.13 |
| Skew | 3.51 | -0.42 |
| Kurtosis | 38.17 | 4.46 |
| Expected Daily % | 0.08% | -0.02% |
| Expected Monthly % | 2.4% | -0.69% |
| Expected Yearly % | 25.28% | -6.32% |
| Kelly Criterion | 14.35% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -6.15% |
| Expected Shortfall (cVaR) | -2.16% | -6.15% |
| Year | 11908754:ETHUSD | 11908754:ethusd:triple_med_gx:lsma35_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.57 | -5.30 | + |
| 2025 | -0.49 | -3.45 | 7.04 | - |
| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| MTD | 1.57% | 11.04% |
| 3M | -27.29% | -22.67% |
| 6M | -26.8% | 33.88% |
| YTD | -3.45% | -0.49% |
| 1Y | 6.25% | -15.78% |
| 3Y (ann.) | 34.36% | -8.2% |
| 5Y (ann.) | 34.36% | -8.2% |
| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| Max Drawdown | -32.66% | -63.76% |
| Longest DD Days | 100.0 | 234.0 |
| Avg. Drawdown | -3.47% | -24.2% |
| Avg. Drawdown Days | 18.0 | 77.0 |
| Recovery Factor | 1.74 | -0.19 |
| Ulcer Index | 1.46 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-01 | 2025-12-10 | -32.66 | 100 |
| 2025-06-18 | 2025-08-23 | -6.22 | 66 |
| 2025-01-12 | 2025-03-03 | -5.81 | 50 |
| 2025-04-22 | 2025-04-23 | -3.89 | 1 |
| 2024-08-21 | 2024-09-10 | -3.48 | 20 |
| 2025-04-10 | 2025-04-21 | -1.93 | 11 |
| 2025-05-02 | 2025-05-21 | -1.89 | 19 |
| 2024-06-04 | 2024-06-06 | -1.36 | 2 |
| 2024-09-29 | 2024-10-29 | -1.23 | 30 |
| 2025-05-31 | 2025-06-17 | -1.06 | 17 |
| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| Best Day | 12.88% | 16.74% |
| Worst Day | -7.46% | -20.65% |
| Best Week | 13.27% | 22.2% |
| Worst Week | -12.48% | -22.77% |
| Best Month | 17.21% | 54.15% |
| Worst Month | -24.49% | -34.4% |
| Best Year | 62.57% | -0.49% |
| Worst Year | -3.45% | -11.81% |
| Avg. Up Day | 2.29% | 2.8% |
| Avg. Down Day | -1.87% | -2.46% |
| Avg. Up Week | 4.3% | 4.51% |
| Avg. Down Week | -3.31% | -9.28% |
| Avg. Up Month | 6.49% | 18.36% |
| Avg. Down Month | -8.07% | -7.93% |
| Win Days % | 52.85% | 50.81% |
| Win Month % | 68.42% | 36.84% |
| Win Week % | 58.49% | 53.09% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 50.0% | 0.0% |