| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 110.56% | -11.0% |
| Max Drawdown | -33.35% | -63.95% |
| Sharpe | 0.7 | 0.12 |
| Sortino | 1.02 | 0.17 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.18 | 1.02 |
| Common Sense Ratio | 1.42 | 0.97 |
| CPC Index | 0.67 | 0.55 |
| Tail Ratio | 1.2 | 0.95 |
| Outlier Win Ratio | 13.28 | 3.44 |
| Outlier Loss Ratio | 4.2 | 3.6 |
| Volatility (ann.) | 20.51% | 35.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.89 | -0.11 |
| Skew | -0.01 | -0.05 |
| Kurtosis | 18.06 | 7.44 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.0% | -0.61% |
| Expected Yearly % | 45.11% | -5.66% |
| Kelly Criterion | 6.77% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -3.02% |
| Expected Shortfall (cVaR) | -1.73% | -3.02% |
| Year | 11985391:ETHUSD | 11985391:ethusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 65.77 | -5.46 | + |
| 2025 | 1.20 | 27.02 | 22.55 | + |
| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -22.0% | -21.8% |
| 6M | 5.98% | 19.68% |
| YTD | 27.02% | 1.2% |
| 1Y | 8.45% | -9.25% |
| 3Y (ann.) | 62.9% | -7.35% |
| 5Y (ann.) | 62.9% | -7.35% |
| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| Max Drawdown | -33.35% | -63.95% |
| Longest DD Days | 185.0 | 235.0 |
| Avg. Drawdown | -3.93% | -15.95% |
| Avg. Drawdown Days | 12.0 | 46.0 |
| Recovery Factor | 3.32 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -33.35 | 64 |
| 2024-12-06 | 2025-06-10 | -21.38 | 185 |
| 2025-06-18 | 2025-06-30 | -11.58 | 12 |
| 2024-08-14 | 2024-09-20 | -10.50 | 36 |
| 2024-06-10 | 2024-07-15 | -10.37 | 34 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-08-14 | 2025-10-02 | -6.75 | 49 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-07-03 | 2025-08-04 | -4.05 | 32 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.98% | 27.26% |
| Worst Week | -12.48% | -20.52% |
| Best Month | 32.41% | 48.75% |
| Worst Month | -21.3% | -32.24% |
| Best Year | 65.77% | 1.2% |
| Worst Year | 27.02% | -12.05% |
| Avg. Up Day | 1.22% | 1.22% |
| Avg. Down Day | -1.08% | -1.14% |
| Avg. Up Week | 6.4% | 7.87% |
| Avg. Down Week | -4.67% | -5.87% |
| Avg. Up Month | 17.74% | 29.6% |
| Avg. Down Month | -9.46% | -13.17% |
| Win Days % | 50.6% | 50.56% |
| Win Month % | 66.67% | 31.58% |
| Win Week % | 59.26% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |