| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 101.67% | -15.9% |
| Max Drawdown | -20.3% | -63.76% |
| Sharpe | 1.53 | 0.2 |
| Sortino | 2.44 | 0.28 |
| Payoff Ratio | 1.1 | 1.12 |
| Profit Factor | 1.45 | 1.03 |
| Common Sense Ratio | 2.21 | 1.13 |
| CPC Index | 0.88 | 0.58 |
| Tail Ratio | 1.52 | 1.1 |
| Outlier Win Ratio | 14.72 | 3.31 |
| Outlier Loss Ratio | 4.17 | 3.05 |
| Volatility (ann.) | 35.36% | 72.0% |
| R^2 | 0.23 | 0.23 |
| Calmar | 3.03 | -0.18 |
| Skew | 0.54 | -0.44 |
| Kurtosis | 9.36 | 4.63 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 3.97% | -0.96% |
| Expected Yearly % | 42.01% | -8.29% |
| Kelly Criterion | 14.88% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.9% | -6.16% |
| Expected Shortfall (cVaR) | -2.9% | -6.16% |
| Year | 11996406:ETHUSD | 11996406:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 68.16 | -5.77 | + |
| 2025 | -4.63 | 19.93 | -4.30 | + |
| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.27% |
| 3M | -9.22% | -28.03% |
| 6M | 21.65% | 28.37% |
| YTD | 19.93% | -4.63% |
| 1Y | 17.55% | 1.69% |
| 3Y (ann.) | 61.52% | -11.16% |
| 5Y (ann.) | 61.52% | -11.16% |
| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| Max Drawdown | -20.3% | -63.76% |
| Longest DD Days | 196.0 | 234.0 |
| Avg. Drawdown | -5.3% | -22.9% |
| Avg. Drawdown Days | 24.0 | 74.0 |
| Recovery Factor | 5.01 | -0.25 |
| Ulcer Index | 1.01 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-08-09 | -20.30 | 196 |
| 2025-10-28 | 2025-11-17 | -20.10 | 20 |
| 2024-12-20 | 2025-01-06 | -9.61 | 17 |
| 2025-08-15 | 2025-10-03 | -7.45 | 49 |
| 2024-06-21 | 2024-07-15 | -6.25 | 24 |
| 2025-10-08 | 2025-10-27 | -5.83 | 19 |
| 2024-09-16 | 2024-10-14 | -5.29 | 28 |
| 2024-08-15 | 2024-09-14 | -4.70 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 20.17% | 22.2% |
| Worst Week | -13.31% | -22.77% |
| Best Month | 31.76% | 54.15% |
| Worst Month | -11.46% | -34.4% |
| Best Year | 68.16% | -4.63% |
| Worst Year | 19.93% | -11.81% |
| Avg. Up Day | 2.22% | 2.31% |
| Avg. Down Day | -2.02% | -2.06% |
| Avg. Up Week | 6.86% | 7.27% |
| Avg. Down Week | -3.96% | -5.95% |
| Avg. Up Month | 14.6% | 22.83% |
| Avg. Down Month | -5.88% | -11.86% |
| Win Days % | 55.45% | 50.56% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 55.32% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |