| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 95.93% | -15.9% |
| Max Drawdown | -16.93% | -63.76% |
| Sharpe | 1.61 | 0.2 |
| Sortino | 2.61 | 0.28 |
| Payoff Ratio | 1.13 | 0.99 |
| Profit Factor | 1.59 | 1.03 |
| Common Sense Ratio | 2.82 | 1.13 |
| CPC Index | 1.01 | 0.52 |
| Tail Ratio | 1.77 | 1.1 |
| Outlier Win Ratio | 19.75 | 3.28 |
| Outlier Loss Ratio | 3.97 | 2.96 |
| Volatility (ann.) | 31.66% | 72.0% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.45 | -0.18 |
| Skew | 0.67 | -0.44 |
| Kurtosis | 14.52 | 4.63 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 3.81% | -0.96% |
| Expected Yearly % | 39.98% | -8.29% |
| Kelly Criterion | 17.22% | 0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -6.16% |
| Expected Shortfall (cVaR) | -2.59% | -6.16% |
| Year | 11996525:ETHUSD | 11996525:ethusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 48.87 | -4.14 | + |
| 2025 | -4.63 | 31.61 | -6.82 | + |
| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| MTD | -8.5% | -17.27% |
| 3M | 1.27% | -28.03% |
| 6M | 27.16% | 28.37% |
| YTD | 31.61% | -4.63% |
| 1Y | 26.52% | 1.69% |
| 3Y (ann.) | 58.36% | -11.16% |
| 5Y (ann.) | 58.36% | -11.16% |
| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| Max Drawdown | -16.93% | -63.76% |
| Longest DD Days | 183.0 | 234.0 |
| Avg. Drawdown | -3.7% | -22.9% |
| Avg. Drawdown Days | 22.0 | 74.0 |
| Recovery Factor | 5.67 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-07 | 2025-08-09 | -16.93 | 183 |
| 2024-12-20 | 2025-02-04 | -10.63 | 46 |
| 2025-10-28 | 2025-11-17 | -10.39 | 20 |
| 2025-09-13 | 2025-10-03 | -5.54 | 20 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2025-10-16 | 2025-10-27 | -3.48 | 11 |
| 2024-08-08 | 2024-08-09 | -3.33 | 1 |
| 2024-08-15 | 2024-09-10 | -2.51 | 26 |
| 2024-06-21 | 2024-07-07 | -2.17 | 16 |
| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.59% | -20.65% |
| Best Week | 18.36% | 22.2% |
| Worst Week | -11.85% | -22.77% |
| Best Month | 18.36% | 54.15% |
| Worst Month | -12.07% | -34.4% |
| Best Year | 48.87% | -4.63% |
| Worst Year | 31.61% | -11.81% |
| Avg. Up Day | 2.47% | 2.63% |
| Avg. Down Day | -2.18% | -2.65% |
| Avg. Up Week | 5.91% | 7.64% |
| Avg. Down Week | -3.63% | -5.66% |
| Avg. Up Month | 11.58% | 15.01% |
| Avg. Down Month | -4.98% | -10.66% |
| Win Days % | 56.0% | 50.56% |
| Win Month % | 64.71% | 33.33% |
| Win Week % | 58.14% | 51.28% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |