| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 174.36% | 5.5% |
| Max Drawdown | -22.03% | -63.95% |
| Sharpe | 1.08 | 0.2 |
| Sortino | 1.69 | 0.29 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.36 | 1.03 |
| Common Sense Ratio | 2.05 | 1.04 |
| CPC Index | 0.86 | 0.63 |
| Tail Ratio | 1.51 | 1.01 |
| Outlier Win Ratio | 16.94 | 3.4 |
| Outlier Loss Ratio | 3.97 | 3.34 |
| Volatility (ann.) | 18.57% | 34.93% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.93 | 0.06 |
| Skew | 0.58 | -0.05 |
| Kurtosis | 27.56 | 8.14 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 6.12% | 0.32% |
| Expected Yearly % | 65.64% | 2.71% |
| Kelly Criterion | 12.61% | 9.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.99% |
| Expected Shortfall (cVaR) | -1.54% | -2.99% |
| Year | 11996230:ETHUSD | 11996230:ethusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 43.24 | -3.59 | + |
| 2025 | 19.96 | 91.53 | 4.59 | + |
| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| MTD | 9.07% | -3.64% |
| 3M | 48.81% | 27.31% |
| 6M | 66.85% | 151.47% |
| YTD | 91.53% | 19.96% |
| 1Y | 100.92% | 51.97% |
| 3Y (ann.) | 108.61% | 3.98% |
| 5Y (ann.) | 108.61% | 3.98% |
| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| Max Drawdown | -22.03% | -63.95% |
| Longest DD Days | 137.0 | 235.0 |
| Avg. Drawdown | -3.56% | -14.14% |
| Avg. Drawdown Days | 11.0 | 41.0 |
| Recovery Factor | 7.91 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-02-03 | -22.03 | 62 |
| 2025-02-14 | 2025-07-02 | -18.65 | 137 |
| 2024-06-12 | 2024-07-15 | -9.65 | 33 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2025-02-04 | 2025-02-11 | -6.56 | 7 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-10-14 | -4.58 | 30 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| 2025-02-11 | 2025-02-12 | -4.26 | 1 |
| Metric | 11996230:ethusd:triple_med_gx:lsma80_145 | 11996230:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -13.38% | -20.52% |
| Best Month | 31.04% | 48.75% |
| Worst Month | -16.13% | -32.24% |
| Best Year | 91.53% | 19.96% |
| Worst Year | 43.24% | -12.05% |
| Avg. Up Day | 1.28% | 1.28% |
| Avg. Down Day | -1.04% | -1.07% |
| Avg. Up Week | 7.05% | 6.95% |
| Avg. Down Week | -3.85% | -6.02% |
| Avg. Up Month | 17.14% | 29.6% |
| Avg. Down Month | -11.41% | -12.68% |
| Win Days % | 51.9% | 50.42% |
| Win Month % | 76.47% | 29.41% |
| Win Week % | 60.47% | 52.05% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |