| Metric | 11865018:ethusd:triple_med_gx:lsma210_130 | 11865018:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 13.13% | 16.06% |
| Max Drawdown | -19.51% | -63.95% |
| Sharpe | 0.24 | 0.26 |
| Sortino | 0.35 | 0.37 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.07 | 1.04 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 21.08 | 3.12 |
| Outlier Loss Ratio | 4.12 | 3.24 |
| Volatility (ann.) | 15.06% | 35.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.53 | 0.2 |
| Skew | 0.26 | -0.05 |
| Kurtosis | 15.41 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.77% | 0.94% |
| Expected Yearly % | 6.36% | 7.73% |
| Kelly Criterion | -0.49% | 5.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.02% |
| Expected Shortfall (cVaR) | -1.29% | -3.02% |
| Year | 11865018:ETHUSD | 11865018:ethusd:triple_med_gx:lsma210_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 1.87 | -0.16 | + |
| 2025 | 31.97 | 11.05 | 0.35 | - |
| Metric | 11865018:ethusd:triple_med_gx:lsma210_130 | 11865018:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 14.02% | 73.76% |
| 6M | 13.82% | 98.28% |
| YTD | 11.05% | 31.97% |
| 1Y | 26.25% | 74.9% |
| 3Y (ann.) | 10.35% | 12.63% |
| 5Y (ann.) | 10.35% | 12.63% |
| Metric | 11865018:ethusd:triple_med_gx:lsma210_130 | 11865018:ETHUSD |
|---|---|---|
| Max Drawdown | -19.51% | -63.95% |
| Longest DD Days | 181.0 | 235.0 |
| Avg. Drawdown | -7.0% | -13.15% |
| Avg. Drawdown Days | 50.0 | 37.0 |
| Recovery Factor | 0.67 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-24 | -19.51 | 181 |
| 2024-07-01 | 2024-11-21 | -17.97 | 143 |
| 2025-07-28 | 2025-09-01 | -12.77 | 34 |
| 2024-11-22 | 2025-01-23 | -5.38 | 62 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2025-07-24 | 2025-07-26 | -2.48 | 1 |
| 2024-06-02 | 2024-06-27 | -1.39 | 25 |
| 2025-07-26 | 2025-07-27 | -0.63 | 0 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 11865018:ethusd:triple_med_gx:lsma210_130 | 11865018:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.3% |
| Worst Day | -5.87% | -14.0% |
| Best Week | 8.6% | 27.26% |
| Worst Week | -11.62% | -20.52% |
| Best Month | 11.17% | 48.75% |
| Worst Month | -10.69% | -32.24% |
| Best Year | 11.05% | 31.97% |
| Worst Year | 1.87% | -12.05% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -1.04% | -1.1% |
| Avg. Up Week | 3.06% | 5.8% |
| Avg. Down Week | -3.77% | -6.92% |
| Avg. Up Month | 6.99% | 35.16% |
| Avg. Down Month | -4.03% | -13.41% |
| Win Days % | 46.91% | 50.85% |
| Win Month % | 46.67% | 37.5% |
| Win Week % | 58.97% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |