| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 66.53% | -15.9% |
| Max Drawdown | -13.16% | -63.76% |
| Sharpe | 1.63 | 0.2 |
| Sortino | 2.67 | 0.28 |
| Payoff Ratio | 1.57 | 1.53 |
| Profit Factor | 1.86 | 1.03 |
| Common Sense Ratio | 7.27 | 1.13 |
| CPC Index | 1.52 | 0.8 |
| Tail Ratio | 3.92 | 1.1 |
| Outlier Win Ratio | 30.21 | 2.84 |
| Outlier Loss Ratio | 4.47 | 2.54 |
| Volatility (ann.) | 22.94% | 72.0% |
| R^2 | 0.11 | 0.11 |
| Calmar | 3.17 | -0.18 |
| Skew | 0.55 | -0.44 |
| Kurtosis | 27.96 | 4.63 |
| Expected Daily % | 0.1% | -0.03% |
| Expected Monthly % | 2.87% | -0.96% |
| Expected Yearly % | 29.05% | -8.29% |
| Kelly Criterion | 21.75% | 18.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -6.16% |
| Expected Shortfall (cVaR) | -1.87% | -6.16% |
| Year | 11973060:ETHUSD | 11973060:ethusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 27.91 | -2.36 | + |
| 2025 | -4.63 | 30.19 | -6.52 | + |
| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.27% |
| 3M | 15.16% | -28.03% |
| 6M | 29.08% | 28.37% |
| YTD | 30.19% | -4.63% |
| 1Y | 32.79% | 1.69% |
| 3Y (ann.) | 41.71% | -11.16% |
| 5Y (ann.) | 41.71% | -11.16% |
| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| Max Drawdown | -13.16% | -63.76% |
| Longest DD Days | 200.0 | 234.0 |
| Avg. Drawdown | -3.54% | -22.9% |
| Avg. Drawdown Days | 36.0 | 74.0 |
| Recovery Factor | 5.06 | -0.25 |
| Ulcer Index | 1.07 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-08-11 | -13.16 | 200 |
| 2025-11-13 | 2025-11-17 | -10.13 | 4 |
| 2024-06-24 | 2024-10-14 | -5.65 | 112 |
| 2024-12-01 | 2025-01-22 | -4.36 | 52 |
| 2025-09-01 | 2025-09-04 | -3.24 | 3 |
| 2025-10-25 | 2025-10-27 | -1.10 | 2 |
| 2025-08-12 | 2025-08-13 | -0.47 | 1 |
| 2024-11-29 | 2024-11-30 | -0.36 | 1 |
| 2025-09-10 | 2025-09-11 | -0.21 | 1 |
| 2025-08-30 | 2025-08-31 | -0.18 | 1 |
| Metric | 11973060:ethusd:triple_med_gx:lsma75_125 | 11973060:ETHUSD |
|---|---|---|
| Best Day | 9.4% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 20.37% | 22.2% |
| Worst Week | -9.72% | -22.77% |
| Best Month | 28.28% | 54.15% |
| Worst Month | -9.91% | -34.4% |
| Best Year | 30.19% | -4.63% |
| Worst Year | 27.91% | -11.81% |
| Avg. Up Day | 2.61% | 2.99% |
| Avg. Down Day | -1.66% | -1.95% |
| Avg. Up Week | 5.67% | 7.65% |
| Avg. Down Week | -3.35% | -3.79% |
| Avg. Up Month | 11.38% | 22.83% |
| Avg. Down Month | -3.87% | -15.93% |
| Win Days % | 52.17% | 50.56% |
| Win Month % | 55.56% | 33.33% |
| Win Week % | 58.06% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |