| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 23.1% | -15.9% |
| Max Drawdown | -25.27% | -63.95% |
| Sharpe | 0.33 | 0.09 |
| Sortino | 0.49 | 0.13 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.12 | 1.01 |
| Common Sense Ratio | 1.49 | 0.97 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.33 | 0.95 |
| Outlier Win Ratio | 28.79 | 3.02 |
| Outlier Loss Ratio | 4.17 | 3.22 |
| Volatility (ann.) | 13.32% | 34.91% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.6 | -0.17 |
| Skew | 0.57 | -0.08 |
| Kurtosis | 36.8 | 7.74 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.16% | -0.96% |
| Expected Yearly % | 10.95% | -8.29% |
| Kelly Criterion | 3.03% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -3.0% |
| Expected Shortfall (cVaR) | -1.13% | -3.0% |
| Year | 11893513:ETHUSD | 11893513:ethusd:triple_med_gx:lsma105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 24.37 | -2.02 | + |
| 2025 | -4.37 | -1.02 | 0.23 | + |
| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| MTD | -11.41% | -17.21% |
| 3M | -19.18% | -28.03% |
| 6M | -10.61% | 28.61% |
| YTD | -1.02% | -4.37% |
| 1Y | -1.79% | 1.62% |
| 3Y (ann.) | 15.26% | -11.16% |
| 5Y (ann.) | 15.26% | -11.16% |
| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| Max Drawdown | -25.27% | -63.95% |
| Longest DD Days | 95.0 | 235.0 |
| Avg. Drawdown | -5.0% | -15.28% |
| Avg. Drawdown Days | 26.0 | 44.0 |
| Recovery Factor | 0.91 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-14 | 2025-11-17 | -25.27 | 95 |
| 2025-01-19 | 2025-04-14 | -14.39 | 84 |
| 2024-11-10 | 2025-01-03 | -8.65 | 54 |
| 2025-04-14 | 2025-07-02 | -7.72 | 79 |
| 2024-06-22 | 2024-07-15 | -7.46 | 23 |
| 2024-08-14 | 2024-09-19 | -6.63 | 36 |
| 2025-01-19 | 2025-01-19 | -4.82 | 0 |
| 2025-07-03 | 2025-08-12 | -3.87 | 40 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-09-19 | 2024-10-20 | -2.60 | 30 |
| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -7.18% | -14.0% |
| Best Week | 9.36% | 27.26% |
| Worst Week | -11.41% | -20.52% |
| Best Month | 10.41% | 48.75% |
| Worst Month | -11.41% | -32.24% |
| Best Year | 24.37% | -4.37% |
| Worst Year | -1.02% | -12.05% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.99% | -1.02% |
| Avg. Up Week | 3.58% | 7.79% |
| Avg. Down Week | -4.19% | -5.57% |
| Avg. Up Month | 5.45% | 29.6% |
| Avg. Down Month | -5.07% | -8.51% |
| Win Days % | 48.31% | 50.44% |
| Win Month % | 64.71% | 27.78% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 50.0% | 0.0% |