| Metric | 11983465:ethusd:triple_med_gx:lsma90_135 | 11983465:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 41.61% | -15.9% |
| Max Drawdown | -16.23% | -63.95% |
| Sharpe | 0.63 | 0.09 |
| Sortino | 0.92 | 0.13 |
| Payoff Ratio | 1.26 | 1.11 |
| Profit Factor | 1.32 | 1.01 |
| Common Sense Ratio | 0.93 | 0.97 |
| CPC Index | 0.83 | 0.57 |
| Tail Ratio | 0.71 | 0.95 |
| Outlier Win Ratio | 44.93 | 2.85 |
| Outlier Loss Ratio | 3.76 | 2.93 |
| Volatility (ann.) | 10.33% | 34.91% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.65 | -0.17 |
| Skew | -1.23 | -0.08 |
| Kurtosis | 81.62 | 7.74 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 1.95% | -0.96% |
| Expected Yearly % | 19.0% | -8.29% |
| Kelly Criterion | 9.99% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -3.0% |
| Expected Shortfall (cVaR) | -0.87% | -3.0% |
| Year | 11983465:ETHUSD | 11983465:ethusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 35.55 | -2.95 | + |
| 2025 | -4.37 | 4.46 | -1.02 | + |
| Metric | 11983465:ethusd:triple_med_gx:lsma90_135 | 11983465:ETHUSD |
|---|---|---|
| MTD | -0.4% | -17.21% |
| 3M | 14.05% | -28.03% |
| 6M | 15.81% | 28.61% |
| YTD | 4.46% | -4.37% |
| 1Y | 11.11% | 1.62% |
| 3Y (ann.) | 26.84% | -11.16% |
| 5Y (ann.) | 26.84% | -11.16% |
| Metric | 11983465:ethusd:triple_med_gx:lsma90_135 | 11983465:ETHUSD |
|---|---|---|
| Max Drawdown | -16.23% | -63.95% |
| Longest DD Days | 230.0 | 235.0 |
| Avg. Drawdown | -3.4% | -15.28% |
| Avg. Drawdown Days | 31.0 | 44.0 |
| Recovery Factor | 2.56 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-10-27 | -16.23 | 230 |
| 2024-08-14 | 2024-10-14 | -5.71 | 61 |
| 2025-11-15 | 2025-11-17 | -4.20 | 1 |
| 2025-01-28 | 2025-03-10 | -3.89 | 40 |
| 2024-12-05 | 2025-01-02 | -3.76 | 27 |
| 2025-10-27 | 2025-11-15 | -3.13 | 19 |
| 2025-01-20 | 2025-01-21 | -2.27 | 0 |
| 2024-10-15 | 2024-11-06 | -1.89 | 22 |
| 2024-11-28 | 2024-12-04 | -1.86 | 5 |
| 2024-06-22 | 2024-07-14 | -1.67 | 22 |
| Metric | 11983465:ethusd:triple_med_gx:lsma90_135 | 11983465:ETHUSD |
|---|---|---|
| Best Day | 7.2% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.52% | 27.26% |
| Worst Week | -5.71% | -20.52% |
| Best Month | 19.15% | 48.75% |
| Worst Month | -6.09% | -32.24% |
| Best Year | 35.55% | -4.37% |
| Worst Year | 4.46% | -12.05% |
| Avg. Up Day | 1.27% | 1.29% |
| Avg. Down Day | -1.01% | -1.16% |
| Avg. Up Week | 4.23% | 8.1% |
| Avg. Down Week | -2.58% | -5.05% |
| Avg. Up Month | 7.27% | 30.63% |
| Avg. Down Month | -2.69% | -16.85% |
| Win Days % | 49.8% | 50.44% |
| Win Month % | 58.82% | 27.78% |
| Win Week % | 54.55% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |