| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 105.89% | -15.9% |
| Max Drawdown | -21.88% | -63.95% |
| Sharpe | 0.74 | 0.09 |
| Sortino | 1.09 | 0.13 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.21 | 1.01 |
| Common Sense Ratio | 1.55 | 0.97 |
| CPC Index | 0.68 | 0.56 |
| Tail Ratio | 1.28 | 0.95 |
| Outlier Win Ratio | 14.62 | 3.24 |
| Outlier Loss Ratio | 4.03 | 3.44 |
| Volatility (ann.) | 18.99% | 34.91% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.92 | -0.17 |
| Skew | -0.02 | -0.08 |
| Kurtosis | 21.89 | 7.74 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.09% | -0.96% |
| Expected Yearly % | 43.49% | -8.29% |
| Kelly Criterion | 7.5% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -3.0% |
| Expected Shortfall (cVaR) | -1.6% | -3.0% |
| Year | 11996563:ETHUSD | 11996563:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 65.94 | -5.47 | + |
| 2025 | -4.37 | 24.07 | -5.51 | + |
| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| MTD | -9.91% | -17.21% |
| 3M | -9.08% | -28.03% |
| 6M | 17.52% | 28.61% |
| YTD | 24.07% | -4.37% |
| 1Y | 16.44% | 1.62% |
| 3Y (ann.) | 63.83% | -11.16% |
| 5Y (ann.) | 63.83% | -11.16% |
| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| Max Drawdown | -21.88% | -63.95% |
| Longest DD Days | 137.0 | 235.0 |
| Avg. Drawdown | -4.36% | -15.28% |
| Avg. Drawdown Days | 14.0 | 44.0 |
| Recovery Factor | 4.84 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-11-17 | -21.88 | 40 |
| 2025-01-24 | 2025-06-10 | -17.12 | 137 |
| 2024-12-06 | 2025-01-24 | -17.00 | 48 |
| 2025-06-15 | 2025-07-03 | -14.92 | 17 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2025-08-14 | 2025-10-03 | -8.64 | 50 |
| 2024-07-16 | 2024-08-08 | -6.82 | 23 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.29% | 27.26% |
| Worst Week | -12.01% | -20.52% |
| Best Month | 27.97% | 48.75% |
| Worst Month | -9.91% | -32.24% |
| Best Year | 65.94% | -4.37% |
| Worst Year | 24.07% | -12.05% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.08% | -1.1% |
| Avg. Up Week | 5.5% | 7.32% |
| Avg. Down Week | -4.02% | -6.7% |
| Avg. Up Month | 14.5% | 29.6% |
| Avg. Down Month | -3.72% | -13.52% |
| Win Days % | 51.67% | 50.44% |
| Win Month % | 55.56% | 27.78% |
| Win Week % | 63.83% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |