| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 56.95% | -11.0% |
| Max Drawdown | -32.78% | -63.95% |
| Sharpe | 0.62 | 0.12 |
| Sortino | 1.05 | 0.17 |
| Payoff Ratio | 1.34 | 1.19 |
| Profit Factor | 1.32 | 1.02 |
| Common Sense Ratio | 3.05 | 0.97 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 2.32 | 0.95 |
| Outlier Win Ratio | 36.48 | 3.03 |
| Outlier Loss Ratio | 4.14 | 3.0 |
| Volatility (ann.) | 13.42% | 35.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.05 | -0.11 |
| Skew | 4.31 | -0.05 |
| Kurtosis | 91.16 | 7.44 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.4% | -0.61% |
| Expected Yearly % | 25.28% | -5.66% |
| Kelly Criterion | 6.61% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -3.02% |
| Expected Shortfall (cVaR) | -1.13% | -3.02% |
| Year | 11908754:ETHUSD | 11908754:ethusd:triple_med_gx:lsma35_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 62.57 | -5.19 | + |
| 2025 | 1.20 | -3.45 | -2.88 | - |
| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| MTD | 1.57% | 12.65% |
| 3M | -27.29% | -21.8% |
| 6M | -26.8% | 19.68% |
| YTD | -3.45% | 1.2% |
| 1Y | 6.25% | -9.25% |
| 3Y (ann.) | 34.36% | -7.35% |
| 5Y (ann.) | 34.36% | -7.35% |
| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| Max Drawdown | -32.78% | -63.95% |
| Longest DD Days | 101.0 | 235.0 |
| Avg. Drawdown | -2.75% | -15.95% |
| Avg. Drawdown Days | 11.0 | 46.0 |
| Recovery Factor | 1.74 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-31 | 2025-12-10 | -32.78 | 101 |
| 2025-01-02 | 2025-03-02 | -8.88 | 59 |
| 2025-06-17 | 2025-08-22 | -7.36 | 66 |
| 2025-04-01 | 2025-04-22 | -4.83 | 20 |
| 2025-05-21 | 2025-05-22 | -4.65 | 0 |
| 2024-08-20 | 2024-09-09 | -4.60 | 20 |
| 2024-11-19 | 2024-11-21 | -4.42 | 2 |
| 2024-06-14 | 2024-06-15 | -3.96 | 1 |
| 2024-07-08 | 2024-07-28 | -2.27 | 20 |
| 2024-11-18 | 2024-11-18 | -2.15 | 0 |
| Metric | 11908754:ethusd:triple_med_gx:lsma35_55 | 11908754:ETHUSD |
|---|---|---|
| Best Day | 12.3% | 12.3% |
| Worst Day | -6.28% | -14.0% |
| Best Week | 13.27% | 27.26% |
| Worst Week | -16.43% | -20.52% |
| Best Month | 17.21% | 48.75% |
| Worst Month | -24.49% | -32.24% |
| Best Year | 62.57% | 1.2% |
| Worst Year | -3.45% | -12.05% |
| Avg. Up Day | 1.36% | 1.39% |
| Avg. Down Day | -1.01% | -1.16% |
| Avg. Up Week | 4.04% | 6.54% |
| Avg. Down Week | -3.56% | -8.29% |
| Avg. Up Month | 6.68% | 24.66% |
| Avg. Down Month | -7.67% | -7.53% |
| Win Days % | 46.53% | 50.56% |
| Win Month % | 68.42% | 31.58% |
| Win Week % | 58.82% | 49.38% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 50.0% | 50.0% |