| Metric | 11876012:ethusd:triple_med_gx:lsma100_140 | 11876012:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 30.41% | 16.06% |
| Max Drawdown | -16.82% | -63.95% |
| Sharpe | 0.62 | 0.26 |
| Sortino | 1.02 | 0.37 |
| Payoff Ratio | 1.36 | 1.24 |
| Profit Factor | 1.29 | 1.04 |
| Common Sense Ratio | 1.84 | 1.06 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 1.43 | 1.02 |
| Outlier Win Ratio | 47.96 | 2.89 |
| Outlier Loss Ratio | 4.6 | 2.86 |
| Volatility (ann.) | 9.21% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.4 | 0.2 |
| Skew | 1.82 | -0.05 |
| Kurtosis | 32.49 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.67% | 0.94% |
| Expected Yearly % | 14.2% | 7.73% |
| Kelly Criterion | 6.56% | 11.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -3.02% |
| Expected Shortfall (cVaR) | -0.78% | -3.02% |
| Year | 11876012:ETHUSD | 11876012:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -2.51 | 0.21 | + |
| 2025 | 31.97 | 33.77 | 1.06 | + |
| Metric | 11876012:ethusd:triple_med_gx:lsma100_140 | 11876012:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 22.53% | 73.76% |
| 6M | 23.09% | 98.28% |
| YTD | 33.77% | 31.97% |
| 1Y | 30.25% | 74.9% |
| 3Y (ann.) | 23.62% | 12.63% |
| 5Y (ann.) | 23.62% | 12.63% |
| Metric | 11876012:ethusd:triple_med_gx:lsma100_140 | 11876012:ETHUSD |
|---|---|---|
| Max Drawdown | -16.82% | -63.95% |
| Longest DD Days | 140.0 | 235.0 |
| Avg. Drawdown | -3.06% | -13.15% |
| Avg. Drawdown Days | 22.0 | 37.0 |
| Recovery Factor | 1.81 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-01-03 | -16.82 | 136 |
| 2025-03-20 | 2025-08-07 | -8.26 | 140 |
| 2024-06-09 | 2024-07-26 | -6.23 | 46 |
| 2025-02-13 | 2025-03-19 | -5.51 | 34 |
| 2025-08-13 | 2025-09-01 | -5.43 | 18 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2024-08-18 | 2024-08-20 | -2.54 | 1 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| 2024-08-17 | 2024-08-18 | -0.48 | 0 |
| Metric | 11876012:ethusd:triple_med_gx:lsma100_140 | 11876012:ETHUSD |
|---|---|---|
| Best Day | 4.74% | 12.3% |
| Worst Day | -4.39% | -14.0% |
| Best Week | 9.34% | 27.26% |
| Worst Week | -12.95% | -20.52% |
| Best Month | 17.47% | 48.75% |
| Worst Month | -14.82% | -32.24% |
| Best Year | 33.77% | 31.97% |
| Worst Year | -2.51% | -12.05% |
| Avg. Up Day | 1.15% | 1.18% |
| Avg. Down Day | -0.85% | -0.95% |
| Avg. Up Week | 3.95% | 7.37% |
| Avg. Down Week | -7.4% | -6.58% |
| Avg. Up Month | 8.15% | 29.6% |
| Avg. Down Month | -5.65% | -11.64% |
| Win Days % | 46.22% | 50.85% |
| Win Month % | 71.43% | 37.5% |
| Win Week % | 65.38% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |