| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 95.93% | -15.9% |
| Max Drawdown | -19.84% | -63.95% |
| Sharpe | 0.74 | 0.09 |
| Sortino | 1.09 | 0.13 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.26 | 1.01 |
| Common Sense Ratio | 1.75 | 0.97 |
| CPC Index | 0.73 | 0.55 |
| Tail Ratio | 1.39 | 0.95 |
| Outlier Win Ratio | 19.41 | 3.2 |
| Outlier Loss Ratio | 3.68 | 3.37 |
| Volatility (ann.) | 17.65% | 34.91% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.94 | -0.17 |
| Skew | 0.01 | -0.08 |
| Kurtosis | 30.35 | 7.74 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.81% | -0.96% |
| Expected Yearly % | 39.98% | -8.29% |
| Kelly Criterion | 7.99% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.0% |
| Expected Shortfall (cVaR) | -1.48% | -3.0% |
| Year | 11996525:ETHUSD | 11996525:ethusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 48.47 | -4.02 | + |
| 2025 | -4.37 | 31.97 | -7.31 | + |
| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| MTD | -8.5% | -17.21% |
| 3M | 1.27% | -28.03% |
| 6M | 27.16% | 28.61% |
| YTD | 31.97% | -4.37% |
| 1Y | 26.52% | 1.62% |
| 3Y (ann.) | 58.36% | -11.16% |
| 5Y (ann.) | 58.36% | -11.16% |
| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| Max Drawdown | -19.84% | -63.95% |
| Longest DD Days | 186.0 | 235.0 |
| Avg. Drawdown | -3.87% | -15.28% |
| Avg. Drawdown Days | 15.0 | 44.0 |
| Recovery Factor | 4.83 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-08-09 | -19.84 | 186 |
| 2024-12-19 | 2025-02-03 | -16.45 | 46 |
| 2025-11-05 | 2025-11-17 | -14.29 | 11 |
| 2024-06-12 | 2024-07-06 | -6.53 | 24 |
| 2024-08-07 | 2024-08-08 | -6.51 | 1 |
| 2025-09-12 | 2025-10-02 | -6.51 | 20 |
| 2025-10-14 | 2025-10-27 | -6.49 | 13 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| 2024-09-14 | 2024-10-12 | -3.99 | 28 |
| Metric | 11996525:ethusd:triple_med_gx:lsma55_145 | 11996525:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.36% | 27.26% |
| Worst Week | -12.01% | -20.52% |
| Best Month | 18.36% | 48.75% |
| Worst Month | -12.07% | -32.24% |
| Best Year | 48.47% | -4.37% |
| Worst Year | 31.97% | -12.05% |
| Avg. Up Day | 1.36% | 1.36% |
| Avg. Down Day | -1.19% | -1.26% |
| Avg. Up Week | 5.0% | 7.14% |
| Avg. Down Week | -4.13% | -5.59% |
| Avg. Up Month | 13.47% | 23.22% |
| Avg. Down Month | -4.26% | -10.4% |
| Win Days % | 50.92% | 50.44% |
| Win Month % | 55.56% | 27.78% |
| Win Week % | 61.9% | 50.0% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |