| Metric | 11881623:ethusd:triple_med_gx:lsma110_145 | 11881623:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 45.75% | 16.06% |
| Max Drawdown | -6.67% | -63.95% |
| Sharpe | 1.01 | 0.26 |
| Sortino | 1.83 | 0.37 |
| Payoff Ratio | 1.46 | 1.22 |
| Profit Factor | 1.57 | 1.04 |
| Common Sense Ratio | 1.93 | 1.06 |
| CPC Index | 1.13 | 0.65 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 53.33 | 2.68 |
| Outlier Loss Ratio | 5.04 | 2.77 |
| Volatility (ann.) | 7.73% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 5.27 | 0.2 |
| Skew | 3.13 | -0.05 |
| Kurtosis | 41.71 | 8.2 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.38% | 0.94% |
| Expected Yearly % | 20.73% | 7.73% |
| Kelly Criterion | 14.11% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -3.02% |
| Expected Shortfall (cVaR) | -0.64% | -3.02% |
| Year | 11881623:ETHUSD | 11881623:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 1.05 | -0.09 | + |
| 2025 | 31.97 | 44.24 | 1.38 | + |
| Metric | 11881623:ethusd:triple_med_gx:lsma110_145 | 11881623:ETHUSD |
|---|---|---|
| MTD | -0.11% | 0.07% |
| 3M | 23.7% | 73.76% |
| 6M | 29.72% | 98.28% |
| YTD | 44.24% | 31.97% |
| 1Y | 48.52% | 74.9% |
| 3Y (ann.) | 35.1% | 12.63% |
| 5Y (ann.) | 35.1% | 12.63% |
| Metric | 11881623:ethusd:triple_med_gx:lsma110_145 | 11881623:ETHUSD |
|---|---|---|
| Max Drawdown | -6.67% | -63.95% |
| Longest DD Days | 134.0 | 235.0 |
| Avg. Drawdown | -1.68% | -13.15% |
| Avg. Drawdown Days | 16.0 | 37.0 |
| Recovery Factor | 6.86 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2024-07-26 | -6.67 | 46 |
| 2025-03-20 | 2025-06-03 | -5.27 | 75 |
| 2024-08-20 | 2025-01-02 | -4.62 | 134 |
| 2025-02-14 | 2025-03-19 | -3.55 | 32 |
| 2025-06-04 | 2025-07-06 | -2.84 | 32 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2024-08-18 | 2024-08-20 | -2.54 | 1 |
| 2025-01-05 | 2025-02-13 | -2.41 | 39 |
| 2025-07-12 | 2025-08-11 | -2.08 | 29 |
| 2025-08-31 | 2025-09-01 | -2.04 | 0 |
| Metric | 11881623:ethusd:triple_med_gx:lsma110_145 | 11881623:ETHUSD |
|---|---|---|
| Best Day | 4.93% | 12.3% |
| Worst Day | -2.91% | -14.0% |
| Best Week | 11.38% | 27.26% |
| Worst Week | -3.19% | -20.52% |
| Best Month | 14.48% | 48.75% |
| Worst Month | -1.94% | -32.24% |
| Best Year | 44.24% | 31.97% |
| Worst Year | 1.05% | -12.05% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -0.76% | -0.93% |
| Avg. Up Week | 3.3% | 6.53% |
| Avg. Down Week | -1.36% | -5.17% |
| Avg. Up Month | 5.39% | 38.97% |
| Avg. Down Month | -1.18% | -10.82% |
| Win Days % | 48.99% | 50.85% |
| Win Month % | 66.67% | 37.5% |
| Win Week % | 69.57% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |