| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 86.23% | -15.9% |
| Max Drawdown | -30.52% | -63.76% |
| Sharpe | 1.3 | 0.2 |
| Sortino | 1.95 | 0.28 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 1.36 | 1.03 |
| Common Sense Ratio | 1.88 | 1.13 |
| CPC Index | 0.75 | 0.51 |
| Tail Ratio | 1.39 | 1.1 |
| Outlier Win Ratio | 13.55 | 3.35 |
| Outlier Loss Ratio | 3.8 | 3.06 |
| Volatility (ann.) | 38.43% | 72.0% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.74 | -0.18 |
| Skew | -0.09 | -0.44 |
| Kurtosis | 10.24 | 4.63 |
| Expected Daily % | 0.12% | -0.03% |
| Expected Monthly % | 3.51% | -0.96% |
| Expected Yearly % | 36.46% | -8.29% |
| Kelly Criterion | 11.43% | 0.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.17% | -6.16% |
| Expected Shortfall (cVaR) | -3.17% | -6.16% |
| Year | 11996575:ETHUSD | 11996575:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 73.98 | -6.26 | + |
| 2025 | -4.63 | 7.04 | -1.52 | + |
| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| MTD | -9.73% | -17.27% |
| 3M | -18.69% | -28.03% |
| 6M | 13.95% | 28.37% |
| YTD | 7.04% | -4.63% |
| 1Y | 0.34% | 1.69% |
| 3Y (ann.) | 52.96% | -11.16% |
| 5Y (ann.) | 52.96% | -11.16% |
| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| Max Drawdown | -30.52% | -63.76% |
| Longest DD Days | 195.0 | 234.0 |
| Avg. Drawdown | -5.95% | -22.9% |
| Avg. Drawdown Days | 23.0 | 74.0 |
| Recovery Factor | 2.83 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-11-17 | -30.52 | 40 |
| 2025-01-25 | 2025-08-08 | -20.40 | 195 |
| 2024-12-08 | 2025-01-24 | -10.97 | 47 |
| 2024-06-21 | 2024-07-16 | -8.82 | 25 |
| 2025-08-15 | 2025-10-02 | -8.14 | 48 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-14 | -5.20 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-08-08 | 2024-08-09 | -3.33 | 1 |
| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -13.18% | -20.65% |
| Best Week | 19.74% | 22.2% |
| Worst Week | -14.34% | -22.77% |
| Best Month | 37.89% | 54.15% |
| Worst Month | -12.87% | -34.4% |
| Best Year | 73.98% | -4.63% |
| Worst Year | 7.04% | -11.81% |
| Avg. Up Day | 2.26% | 2.34% |
| Avg. Down Day | -2.26% | -2.38% |
| Avg. Up Week | 6.98% | 7.15% |
| Avg. Down Week | -4.42% | -7.67% |
| Avg. Up Month | 17.58% | 22.83% |
| Avg. Down Month | -7.01% | -13.68% |
| Win Days % | 55.8% | 50.56% |
| Win Month % | 58.82% | 33.33% |
| Win Week % | 53.85% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |