| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 174.36% | 8.6% |
| Max Drawdown | -16.6% | -63.76% |
| Sharpe | 2.33 | 0.45 |
| Sortino | 4.18 | 0.63 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.83 | 1.07 |
| Common Sense Ratio | 3.49 | 1.18 |
| CPC Index | 1.38 | 0.69 |
| Tail Ratio | 1.9 | 1.1 |
| Outlier Win Ratio | 15.45 | 3.32 |
| Outlier Loss Ratio | 4.09 | 3.03 |
| Volatility (ann.) | 33.97% | 72.4% |
| R^2 | 0.21 | 0.21 |
| Calmar | 6.54 | 0.1 |
| Skew | 1.23 | -0.47 |
| Kurtosis | 10.7 | 4.82 |
| Expected Daily % | 0.2% | 0.02% |
| Expected Monthly % | 6.12% | 0.49% |
| Expected Yearly % | 65.64% | 4.21% |
| Kelly Criterion | 27.51% | 12.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -6.14% |
| Expected Shortfall (cVaR) | -2.71% | -6.14% |
| Year | 11996230:ETHUSD | 11996230:ethusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 43.63 | -3.69 | + |
| 2025 | 23.15 | 91.01 | 3.93 | + |
| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| MTD | 8.01% | -1.77% |
| 3M | 48.81% | 35.26% |
| 6M | 63.23% | 153.25% |
| YTD | 91.01% | 23.15% |
| 1Y | 108.42% | 62.28% |
| 3Y (ann.) | 108.61% | 6.2% |
| 5Y (ann.) | 108.61% | 6.2% |
| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| Max Drawdown | -16.6% | -63.76% |
| Longest DD Days | 116.0 | 234.0 |
| Avg. Drawdown | -3.75% | -21.06% |
| Avg. Drawdown Days | 16.0 | 69.0 |
| Recovery Factor | 10.51 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-02-05 | -16.60 | 63 |
| 2025-03-09 | 2025-07-03 | -15.36 | 116 |
| 2024-06-21 | 2024-07-16 | -8.16 | 25 |
| 2024-08-15 | 2024-09-10 | -4.71 | 26 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-02-12 | 2025-02-13 | -4.03 | 1 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2025-09-14 | 2025-10-02 | -3.03 | 18 |
| 2025-09-01 | 2025-09-11 | -2.45 | 10 |
| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 21.85% | 22.2% |
| Worst Week | -14.13% | -22.77% |
| Best Month | 31.04% | 54.15% |
| Worst Month | -15.9% | -34.4% |
| Best Year | 91.01% | 23.15% |
| Worst Year | 43.63% | -11.81% |
| Avg. Up Day | 2.46% | 2.54% |
| Avg. Down Day | -1.93% | -2.02% |
| Avg. Up Week | 7.22% | 6.75% |
| Avg. Down Week | -4.44% | -5.61% |
| Avg. Up Month | 14.85% | 22.83% |
| Avg. Down Month | -11.33% | -11.96% |
| Win Days % | 59.41% | 51.5% |
| Win Month % | 76.47% | 35.29% |
| Win Week % | 63.41% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |