| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 131.35% | 5.5% |
| Max Drawdown | -20.15% | -63.95% |
| Sharpe | 0.86 | 0.2 |
| Sortino | 1.26 | 0.29 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.24 | 1.03 |
| Common Sense Ratio | 1.6 | 1.04 |
| CPC Index | 0.72 | 0.58 |
| Tail Ratio | 1.3 | 1.01 |
| Outlier Win Ratio | 13.63 | 3.45 |
| Outlier Loss Ratio | 4.21 | 3.55 |
| Volatility (ann.) | 20.09% | 34.93% |
| R^2 | 0.33 | 0.33 |
| Calmar | 4.18 | 0.06 |
| Skew | -0.08 | -0.05 |
| Kurtosis | 19.42 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 5.06% | 0.32% |
| Expected Yearly % | 52.1% | 2.71% |
| Kelly Criterion | 8.72% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -2.99% |
| Expected Shortfall (cVaR) | -1.68% | -2.99% |
| Year | 11985548:ETHUSD | 11985548:ethusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 74.08 | -6.15 | + |
| 2025 | 19.96 | 32.90 | 1.65 | + |
| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| MTD | -7.62% | -3.64% |
| 3M | 15.12% | 27.31% |
| 6M | 28.28% | 151.47% |
| YTD | 32.9% | 19.96% |
| 1Y | 77.9% | 51.97% |
| 3Y (ann.) | 84.24% | 3.98% |
| 5Y (ann.) | 84.24% | 3.98% |
| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| Max Drawdown | -20.15% | -63.95% |
| Longest DD Days | 174.0 | 235.0 |
| Avg. Drawdown | -4.0% | -14.14% |
| Avg. Drawdown Days | 12.0 | 41.0 |
| Recovery Factor | 6.52 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-10 | -20.15 | 174 |
| 2025-10-07 | 2025-10-15 | -18.75 | 8 |
| 2025-06-11 | 2025-07-03 | -14.57 | 22 |
| 2024-08-14 | 2024-09-20 | -10.92 | 36 |
| 2025-08-14 | 2025-10-05 | -9.57 | 52 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-07-03 | 2025-08-04 | -3.87 | 32 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.24% | 27.26% |
| Worst Week | -15.18% | -20.52% |
| Best Month | 33.62% | 48.75% |
| Worst Month | -8.35% | -32.24% |
| Best Year | 74.08% | 19.96% |
| Worst Year | 32.9% | -12.05% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.04% | -1.07% |
| Avg. Up Week | 6.51% | 7.77% |
| Avg. Down Week | -3.96% | -7.27% |
| Avg. Up Month | 17.93% | 29.6% |
| Avg. Down Month | -4.69% | -9.45% |
| Win Days % | 51.47% | 50.42% |
| Win Month % | 64.71% | 29.41% |
| Win Week % | 58.82% | 52.05% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |