| Metric | 11870609:ethusd:triple_med_gx:lsma100_135 | 11870609:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 11.18% | 16.06% |
| Max Drawdown | -19.57% | -63.95% |
| Sharpe | 0.29 | 0.26 |
| Sortino | 0.45 | 0.37 |
| Payoff Ratio | 1.29 | 1.26 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.64 | 0.67 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 52.65 | 2.78 |
| Outlier Loss Ratio | 4.61 | 2.86 |
| Volatility (ann.) | 8.64% | 35.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.45 | 0.2 |
| Skew | 1.53 | -0.05 |
| Kurtosis | 31.23 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.66% | 0.94% |
| Expected Yearly % | 5.44% | 7.73% |
| Kelly Criterion | 0.1% | 11.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -3.02% |
| Expected Shortfall (cVaR) | -0.74% | -3.02% |
| Year | 11870609:ETHUSD | 11870609:ethusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -10.83 | 0.90 | + |
| 2025 | 31.97 | 24.68 | 0.77 | - |
| Metric | 11870609:ethusd:triple_med_gx:lsma100_135 | 11870609:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 18.72% | 73.76% |
| 6M | 18.73% | 98.28% |
| YTD | 24.68% | 31.97% |
| 1Y | 23.83% | 74.9% |
| 3Y (ann.) | 8.83% | 12.63% |
| 5Y (ann.) | 8.83% | 12.63% |
| Metric | 11870609:ethusd:triple_med_gx:lsma100_135 | 11870609:ETHUSD |
|---|---|---|
| Max Drawdown | -19.57% | -63.95% |
| Longest DD Days | 283.0 | 235.0 |
| Avg. Drawdown | -4.47% | -13.15% |
| Avg. Drawdown Days | 63.0 | 37.0 |
| Recovery Factor | 0.57 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-03-19 | -19.57 | 283 |
| 2025-03-20 | 2025-08-04 | -8.66 | 137 |
| 2025-08-10 | 2025-09-01 | -1.92 | 22 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| 2025-08-08 | 2025-08-08 | -0.22 | 0 |
| 2024-06-08 | 2024-06-09 | -0.18 | 0 |
| 2025-08-07 | 2025-08-07 | -0.18 | 0 |
| Metric | 11870609:ethusd:triple_med_gx:lsma100_135 | 11870609:ETHUSD |
|---|---|---|
| Best Day | 4.58% | 12.3% |
| Worst Day | -3.36% | -14.0% |
| Best Week | 8.03% | 27.26% |
| Worst Week | -9.7% | -20.52% |
| Best Month | 12.81% | 48.75% |
| Worst Month | -9.43% | -32.24% |
| Best Year | 24.68% | 31.97% |
| Worst Year | -10.83% | -12.05% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 3.88% | 9.39% |
| Avg. Down Week | -4.01% | -8.16% |
| Avg. Up Month | 6.15% | 29.6% |
| Avg. Down Month | -4.44% | -14.6% |
| Win Days % | 43.67% | 50.85% |
| Win Month % | 57.14% | 37.5% |
| Win Week % | 52.17% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |