| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 101.67% | -15.9% |
| Max Drawdown | -22.58% | -63.95% |
| Sharpe | 0.73 | 0.09 |
| Sortino | 1.08 | 0.13 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.21 | 1.01 |
| Common Sense Ratio | 1.59 | 0.97 |
| CPC Index | 0.69 | 0.56 |
| Tail Ratio | 1.32 | 0.95 |
| Outlier Win Ratio | 14.89 | 3.23 |
| Outlier Loss Ratio | 4.05 | 3.4 |
| Volatility (ann.) | 18.7% | 34.91% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.72 | -0.17 |
| Skew | 0.01 | -0.08 |
| Kurtosis | 22.96 | 7.74 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.97% | -0.96% |
| Expected Yearly % | 42.01% | -8.29% |
| Kelly Criterion | 7.73% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.0% |
| Expected Shortfall (cVaR) | -1.57% | -3.0% |
| Year | 11996406:ETHUSD | 11996406:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 67.71 | -5.62 | + |
| 2025 | -4.37 | 20.25 | -4.63 | + |
| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.21% |
| 3M | -9.22% | -28.03% |
| 6M | 21.65% | 28.61% |
| YTD | 20.25% | -4.37% |
| 1Y | 17.55% | 1.62% |
| 3Y (ann.) | 61.52% | -11.16% |
| 5Y (ann.) | 61.52% | -11.16% |
| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| Max Drawdown | -22.58% | -63.95% |
| Longest DD Days | 196.0 | 235.0 |
| Avg. Drawdown | -4.81% | -15.28% |
| Avg. Drawdown Days | 17.0 | 44.0 |
| Recovery Factor | 4.5 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-11-17 | -22.58 | 20 |
| 2025-01-24 | 2025-08-08 | -22.24 | 196 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2025-08-14 | 2025-10-03 | -8.74 | 50 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2024-09-14 | 2024-10-14 | -6.12 | 30 |
| 2025-10-07 | 2025-10-26 | -5.83 | 19 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| Metric | 11996406:ethusd:triple_med_gx:lsma100_145 | 11996406:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.73% | 27.26% |
| Worst Week | -12.56% | -20.52% |
| Best Month | 31.76% | 48.75% |
| Worst Month | -11.46% | -32.24% |
| Best Year | 67.71% | -4.37% |
| Worst Year | 20.25% | -12.05% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -1.06% | -1.08% |
| Avg. Up Week | 5.45% | 7.56% |
| Avg. Down Week | -3.48% | -6.68% |
| Avg. Up Month | 13.34% | 31.88% |
| Avg. Down Month | -6.12% | -12.17% |
| Win Days % | 51.49% | 50.44% |
| Win Month % | 72.22% | 27.78% |
| Win Week % | 60.42% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |