| Metric | 11881603:ethusd:triple_med_gx:lsma90_145 | 11881603:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 26.9% | 16.06% |
| Max Drawdown | -14.13% | -63.95% |
| Sharpe | 0.49 | 0.26 |
| Sortino | 0.78 | 0.37 |
| Payoff Ratio | 1.25 | 1.09 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.21 | 1.02 |
| Outlier Win Ratio | 37.12 | 3.06 |
| Outlier Loss Ratio | 4.59 | 2.98 |
| Volatility (ann.) | 10.8% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.48 | 0.2 |
| Skew | 1.29 | -0.05 |
| Kurtosis | 23.74 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.5% | 0.94% |
| Expected Yearly % | 12.65% | 7.73% |
| Kelly Criterion | 4.55% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.02% |
| Expected Shortfall (cVaR) | -0.92% | -3.02% |
| Year | 11881603:ETHUSD | 11881603:ethusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -4.73 | 0.39 | + |
| 2025 | 31.97 | 33.20 | 1.04 | + |
| Metric | 11881603:ethusd:triple_med_gx:lsma90_145 | 11881603:ETHUSD |
|---|---|---|
| MTD | -0.11% | 0.07% |
| 3M | 35.01% | 73.76% |
| 6M | 38.48% | 98.28% |
| YTD | 33.2% | 31.97% |
| 1Y | 45.46% | 74.9% |
| 3Y (ann.) | 20.96% | 12.63% |
| 5Y (ann.) | 20.96% | 12.63% |
| Metric | 11881603:ethusd:triple_med_gx:lsma90_145 | 11881603:ETHUSD |
|---|---|---|
| Max Drawdown | -14.13% | -63.95% |
| Longest DD Days | 211.0 | 235.0 |
| Avg. Drawdown | -3.14% | -13.15% |
| Avg. Drawdown Days | 35.0 | 37.0 |
| Recovery Factor | 1.9 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-01-03 | -14.13 | 211 |
| 2025-01-05 | 2025-07-09 | -12.16 | 185 |
| 2025-07-12 | 2025-08-07 | -2.99 | 25 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2025-08-31 | 2025-09-01 | -2.04 | 0 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| 2025-01-04 | 2025-01-04 | -0.35 | 0 |
| 2025-08-08 | 2025-08-08 | -0.22 | 0 |
| 2025-07-09 | 2025-07-10 | -0.18 | 0 |
| Metric | 11881603:ethusd:triple_med_gx:lsma90_145 | 11881603:ETHUSD |
|---|---|---|
| Best Day | 4.99% | 12.3% |
| Worst Day | -4.62% | -14.0% |
| Best Week | 11.99% | 27.26% |
| Worst Week | -11.14% | -20.52% |
| Best Month | 21.81% | 48.75% |
| Worst Month | -10.68% | -32.24% |
| Best Year | 33.2% | 31.97% |
| Worst Year | -4.73% | -12.05% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -0.86% | -1.0% |
| Avg. Up Week | 4.26% | 7.43% |
| Avg. Down Week | -5.2% | -8.42% |
| Avg. Up Month | 10.67% | 29.6% |
| Avg. Down Month | -4.6% | -13.86% |
| Win Days % | 47.01% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 64.29% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |