| Metric | 11881512:ethusd:triple_med_gx:lsma120_145 | 11881512:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 33.42% | 16.06% |
| Max Drawdown | -9.79% | -63.95% |
| Sharpe | 0.76 | 0.26 |
| Sortino | 1.2 | 0.37 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.49 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.93 | 0.61 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 62.06 | 2.67 |
| Outlier Loss Ratio | 4.24 | 2.63 |
| Volatility (ann.) | 8.02% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.65 | 0.2 |
| Skew | 0.93 | -0.05 |
| Kurtosis | 64.73 | 8.2 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.82% | 0.94% |
| Expected Yearly % | 15.51% | 7.73% |
| Kelly Criterion | 10.79% | 7.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -3.02% |
| Expected Shortfall (cVaR) | -0.67% | -3.02% |
| Year | 11881512:ETHUSD | 11881512:ethusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 0.67 | -0.06 | + |
| 2025 | 31.97 | 32.53 | 1.02 | + |
| Metric | 11881512:ethusd:triple_med_gx:lsma120_145 | 11881512:ETHUSD |
|---|---|---|
| MTD | -0.18% | 0.07% |
| 3M | 22.98% | 73.76% |
| 6M | 29.82% | 98.28% |
| YTD | 32.53% | 31.97% |
| 1Y | 39.82% | 74.9% |
| 3Y (ann.) | 25.89% | 12.63% |
| 5Y (ann.) | 25.89% | 12.63% |
| Metric | 11881512:ethusd:triple_med_gx:lsma120_145 | 11881512:ETHUSD |
|---|---|---|
| Max Drawdown | -9.79% | -63.95% |
| Longest DD Days | 171.0 | 235.0 |
| Avg. Drawdown | -2.29% | -13.15% |
| Avg. Drawdown Days | 27.0 | 37.0 |
| Recovery Factor | 3.41 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-03-19 | -9.79 | 60 |
| 2024-06-09 | 2024-11-27 | -7.90 | 171 |
| 2025-08-14 | 2025-09-01 | -5.70 | 18 |
| 2025-03-20 | 2025-07-09 | -4.55 | 111 |
| 2025-01-16 | 2025-01-17 | -1.97 | 1 |
| 2025-01-05 | 2025-01-06 | -1.22 | 1 |
| 2025-07-09 | 2025-07-13 | -0.84 | 4 |
| 2024-11-29 | 2025-01-03 | -0.61 | 35 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| 2025-01-04 | 2025-01-04 | -0.35 | 0 |
| Metric | 11881512:ethusd:triple_med_gx:lsma120_145 | 11881512:ETHUSD |
|---|---|---|
| Best Day | 4.93% | 12.3% |
| Worst Day | -5.2% | -14.0% |
| Best Week | 14.25% | 27.26% |
| Worst Week | -9.63% | -20.52% |
| Best Month | 17.67% | 48.75% |
| Worst Month | -6.42% | -32.24% |
| Best Year | 32.53% | 31.97% |
| Worst Year | 0.67% | -12.05% |
| Avg. Up Day | 1.09% | 1.12% |
| Avg. Down Day | -0.89% | -0.98% |
| Avg. Up Week | 3.81% | 9.85% |
| Avg. Down Week | -8.02% | -5.04% |
| Avg. Up Month | 8.44% | 38.29% |
| Avg. Down Month | -2.62% | -3.94% |
| Win Days % | 50.9% | 50.85% |
| Win Month % | 61.54% | 37.5% |
| Win Week % | 75.0% | 53.73% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |