| Metric | 11850849:ethusd:triple_med_gx:lsma105_120 | 11850849:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 1.92% | 16.06% |
| Max Drawdown | -10.97% | -63.95% |
| Sharpe | 0.09 | 0.26 |
| Sortino | 0.14 | 0.37 |
| Payoff Ratio | 1.48 | 1.2 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 98.92 | 2.44 |
| Outlier Loss Ratio | 5.0 | 2.49 |
| Volatility (ann.) | 6.2% | 35.34% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.14 | 0.2 |
| Skew | 0.57 | -0.05 |
| Kurtosis | 76.93 | 8.2 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.12% | 0.94% |
| Expected Yearly % | 0.95% | 7.73% |
| Kelly Criterion | -5.7% | 9.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -3.02% |
| Expected Shortfall (cVaR) | -0.53% | -3.02% |
| Year | 11850849:ETHUSD | 11850849:ethusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 1.43 | -0.12 | + |
| 2025 | 31.97 | 0.48 | 0.02 | - |
| Metric | 11850849:ethusd:triple_med_gx:lsma105_120 | 11850849:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -1.96% | 73.76% |
| 6M | -2.65% | 98.28% |
| YTD | 0.48% | 31.97% |
| 1Y | 5.97% | 74.9% |
| 3Y (ann.) | 1.53% | 12.63% |
| 5Y (ann.) | 1.53% | 12.63% |
| Metric | 11850849:ethusd:triple_med_gx:lsma105_120 | 11850849:ETHUSD |
|---|---|---|
| Max Drawdown | -10.97% | -63.95% |
| Longest DD Days | 375.0 | 235.0 |
| Avg. Drawdown | -3.49% | -13.15% |
| Avg. Drawdown Days | 58.0 | 37.0 |
| Recovery Factor | 0.17 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-24 | 2025-09-01 | -10.97 | 7 |
| 2024-07-29 | 2025-08-08 | -9.04 | 375 |
| 2024-07-04 | 2024-07-29 | -3.67 | 24 |
| 2025-08-10 | 2025-08-11 | -0.18 | 0 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2025-08-08 | 2025-08-09 | -0.18 | 0 |
| 2025-08-24 | 2025-08-24 | -0.18 | 0 |
| Metric | 11850849:ethusd:triple_med_gx:lsma105_120 | 11850849:ETHUSD |
|---|---|---|
| Best Day | 4.04% | 12.3% |
| Worst Day | -4.74% | -14.0% |
| Best Week | 4.98% | 27.26% |
| Worst Week | -8.21% | -20.52% |
| Best Month | 4.08% | 48.75% |
| Worst Month | -6.94% | -32.24% |
| Best Year | 1.43% | 31.97% |
| Worst Year | 0.48% | -12.05% |
| Avg. Up Day | 1.11% | 1.18% |
| Avg. Down Day | -0.75% | -0.98% |
| Avg. Up Week | 1.86% | 9.0% |
| Avg. Down Week | -2.27% | -6.01% |
| Avg. Up Month | 1.76% | 33.21% |
| Avg. Down Month | -2.08% | -11.69% |
| Win Days % | 36.92% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 51.85% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |