| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 128.59% | -15.9% |
| Max Drawdown | -28.57% | -63.76% |
| Sharpe | 1.67 | 0.2 |
| Sortino | 2.57 | 0.28 |
| Payoff Ratio | 1.11 | 1.01 |
| Profit Factor | 1.48 | 1.03 |
| Common Sense Ratio | 2.28 | 1.13 |
| CPC Index | 0.91 | 0.53 |
| Tail Ratio | 1.54 | 1.1 |
| Outlier Win Ratio | 12.84 | 3.35 |
| Outlier Loss Ratio | 4.16 | 3.06 |
| Volatility (ann.) | 38.22% | 72.0% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.66 | -0.18 |
| Skew | -0.01 | -0.44 |
| Kurtosis | 10.15 | 4.63 |
| Expected Daily % | 0.15% | -0.03% |
| Expected Monthly % | 4.7% | -0.96% |
| Expected Yearly % | 51.19% | -8.29% |
| Kelly Criterion | 15.07% | 1.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.12% | -6.16% |
| Expected Shortfall (cVaR) | -3.12% | -6.16% |
| Year | 11996415:ETHUSD | 11996415:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 95.44 | -8.08 | + |
| 2025 | -4.63 | 16.96 | -3.66 | + |
| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| MTD | -9.99% | -17.27% |
| 3M | -18.72% | -28.03% |
| 6M | 25.39% | 28.37% |
| YTD | 16.96% | -4.63% |
| 1Y | 17.71% | 1.69% |
| 3Y (ann.) | 75.96% | -11.16% |
| 5Y (ann.) | 75.96% | -11.16% |
| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| Max Drawdown | -28.57% | -63.76% |
| Longest DD Days | 197.0 | 234.0 |
| Avg. Drawdown | -4.19% | -22.9% |
| Avg. Drawdown Days | 19.0 | 74.0 |
| Recovery Factor | 4.5 | -0.25 |
| Ulcer Index | 1.01 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-11-17 | -28.57 | 40 |
| 2024-12-20 | 2025-07-05 | -19.58 | 197 |
| 2025-08-15 | 2025-10-03 | -6.91 | 49 |
| 2024-06-21 | 2024-07-14 | -5.90 | 23 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-14 | -4.70 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-07-17 | 2024-08-09 | -4.62 | 23 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-09-21 | 2024-10-13 | -2.30 | 22 |
| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -13.18% | -20.65% |
| Best Week | 20.17% | 22.2% |
| Worst Week | -13.31% | -22.77% |
| Best Month | 38.38% | 54.15% |
| Worst Month | -10.43% | -34.4% |
| Best Year | 95.44% | -4.63% |
| Worst Year | 16.96% | -11.81% |
| Avg. Up Day | 2.31% | 2.39% |
| Avg. Down Day | -2.09% | -2.37% |
| Avg. Up Week | 7.35% | 7.39% |
| Avg. Down Week | -4.11% | -7.25% |
| Avg. Up Month | 18.98% | 22.83% |
| Avg. Down Month | -6.67% | -10.34% |
| Win Days % | 55.36% | 50.56% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 57.69% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |