| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 98.62% | 8.6% |
| Max Drawdown | -17.61% | -63.76% |
| Sharpe | 1.66 | 0.45 |
| Sortino | 2.62 | 0.63 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.6 | 1.07 |
| Common Sense Ratio | 2.64 | 1.18 |
| CPC Index | 1.01 | 0.58 |
| Tail Ratio | 1.65 | 1.1 |
| Outlier Win Ratio | 18.41 | 3.32 |
| Outlier Loss Ratio | 3.86 | 2.93 |
| Volatility (ann.) | 33.36% | 72.4% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.68 | 0.1 |
| Skew | -0.18 | -0.47 |
| Kurtosis | 20.27 | 4.82 |
| Expected Daily % | 0.14% | 0.02% |
| Expected Monthly % | 4.12% | 0.49% |
| Expected Yearly % | 40.93% | 4.21% |
| Kelly Criterion | 15.79% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.72% | -6.14% |
| Expected Shortfall (cVaR) | -2.72% | -6.14% |
| Year | 11996824:ETHUSD | 11996824:ethusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 45.13 | -3.82 | + |
| 2025 | 23.15 | 36.86 | 1.59 | + |
| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| MTD | 6.72% | -1.77% |
| 3M | 23.42% | 35.26% |
| 6M | 28.94% | 153.25% |
| YTD | 36.86% | 23.15% |
| 1Y | 57.93% | 62.28% |
| 3Y (ann.) | 64.86% | 6.2% |
| 5Y (ann.) | 64.86% | 6.2% |
| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| Max Drawdown | -17.61% | -63.76% |
| Longest DD Days | 187.0 | 234.0 |
| Avg. Drawdown | -3.92% | -21.06% |
| Avg. Drawdown Days | 25.0 | 69.0 |
| Recovery Factor | 5.6 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-08-09 | -17.61 | 187 |
| 2025-09-23 | 2025-10-13 | -6.77 | 20 |
| 2024-12-22 | 2025-01-14 | -6.06 | 23 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2025-08-12 | 2025-09-12 | -4.55 | 31 |
| 2024-07-08 | 2024-07-09 | -3.75 | 1 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-06-21 | 2024-07-07 | -3.08 | 16 |
| 2024-08-15 | 2024-09-14 | -3.07 | 30 |
| 2024-12-13 | 2024-12-21 | -2.59 | 8 |
| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -15.35% | -20.65% |
| Best Week | 14.8% | 22.2% |
| Worst Week | -7.32% | -22.77% |
| Best Month | 20.2% | 54.15% |
| Worst Month | -6.81% | -34.4% |
| Best Year | 45.13% | 23.15% |
| Worst Year | 36.86% | -11.81% |
| Avg. Up Day | 2.58% | 2.61% |
| Avg. Down Day | -2.26% | -2.47% |
| Avg. Up Week | 5.27% | 6.39% |
| Avg. Down Week | -2.66% | -6.6% |
| Avg. Up Month | 9.06% | 15.01% |
| Avg. Down Month | -3.67% | -15.2% |
| Win Days % | 55.17% | 51.5% |
| Win Month % | 68.75% | 35.29% |
| Win Week % | 57.89% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |