| Metric | 11881737:ethusd:triple_med_gx:lsma100_145 | 11881737:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 36.59% | 16.06% |
| Max Drawdown | -12.55% | -63.95% |
| Sharpe | 0.68 | 0.26 |
| Sortino | 1.08 | 0.37 |
| Payoff Ratio | 1.36 | 1.28 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 2.53 | 1.06 |
| CPC Index | 0.81 | 0.68 |
| Tail Ratio | 1.95 | 1.02 |
| Outlier Win Ratio | 41.72 | 2.92 |
| Outlier Loss Ratio | 4.78 | 2.87 |
| Volatility (ann.) | 9.89% | 35.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.25 | 0.2 |
| Skew | 1.07 | -0.05 |
| Kurtosis | 33.63 | 8.2 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.97% | 0.94% |
| Expected Yearly % | 16.87% | 7.73% |
| Kelly Criterion | 6.02% | 12.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -3.02% |
| Expected Shortfall (cVaR) | -0.83% | -3.02% |
| Year | 11881737:ETHUSD | 11881737:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -0.73 | 0.06 | + |
| 2025 | 31.97 | 37.60 | 1.18 | + |
| Metric | 11881737:ethusd:triple_med_gx:lsma100_145 | 11881737:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 28.82% | 73.76% |
| 6M | 32.79% | 98.28% |
| YTD | 37.6% | 31.97% |
| 1Y | 39.94% | 74.9% |
| 3Y (ann.) | 28.28% | 12.63% |
| 5Y (ann.) | 28.28% | 12.63% |
| Metric | 11881737:ethusd:triple_med_gx:lsma100_145 | 11881737:ETHUSD |
|---|---|---|
| Max Drawdown | -12.55% | -63.95% |
| Longest DD Days | 136.0 | 235.0 |
| Avg. Drawdown | -2.74% | -13.15% |
| Avg. Drawdown Days | 19.0 | 37.0 |
| Recovery Factor | 2.92 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-01-03 | -12.55 | 136 |
| 2025-05-29 | 2025-07-11 | -10.70 | 42 |
| 2024-06-09 | 2024-08-18 | -6.28 | 69 |
| 2025-02-13 | 2025-03-19 | -5.05 | 34 |
| 2025-03-20 | 2025-05-01 | -4.46 | 42 |
| 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 |
| 2025-07-11 | 2025-08-04 | -1.65 | 24 |
| 2025-08-13 | 2025-08-17 | -1.17 | 3 |
| Metric | 11881737:ethusd:triple_med_gx:lsma100_145 | 11881737:ETHUSD |
|---|---|---|
| Best Day | 4.74% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 11.46% | 27.26% |
| Worst Week | -11.05% | -20.52% |
| Best Month | 22.87% | 48.75% |
| Worst Month | -10.79% | -32.24% |
| Best Year | 37.6% | 31.97% |
| Worst Year | -0.73% | -12.05% |
| Avg. Up Day | 1.13% | 1.16% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 4.02% | 7.93% |
| Avg. Down Week | -4.19% | -6.72% |
| Avg. Up Month | 10.95% | 29.6% |
| Avg. Down Month | -2.47% | -12.12% |
| Win Days % | 45.88% | 50.85% |
| Win Month % | 46.67% | 37.5% |
| Win Week % | 65.52% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |