| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 92.95% | 5.5% |
| Max Drawdown | -21.09% | -63.95% |
| Sharpe | 0.74 | 0.2 |
| Sortino | 1.09 | 0.29 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.26 | 1.03 |
| Common Sense Ratio | 1.76 | 1.04 |
| CPC Index | 0.76 | 0.59 |
| Tail Ratio | 1.39 | 1.01 |
| Outlier Win Ratio | 20.36 | 3.4 |
| Outlier Loss Ratio | 3.73 | 3.46 |
| Volatility (ann.) | 18.32% | 34.93% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.91 | 0.06 |
| Skew | -0.47 | -0.05 |
| Kurtosis | 39.46 | 8.14 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.94% | 0.32% |
| Expected Yearly % | 38.91% | 2.71% |
| Kelly Criterion | 8.76% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.99% |
| Expected Shortfall (cVaR) | -1.54% | -2.99% |
| Year | 11996824:ETHUSD | 11996824:ethusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 44.73 | -3.71 | + |
| 2025 | 19.96 | 33.31 | 1.67 | + |
| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| MTD | 3.67% | -3.64% |
| 3M | 19.89% | 27.31% |
| 6M | 28.03% | 151.47% |
| YTD | 33.31% | 19.96% |
| 1Y | 47.9% | 51.97% |
| 3Y (ann.) | 61.42% | 3.98% |
| 5Y (ann.) | 61.42% | 3.98% |
| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| Max Drawdown | -21.09% | -63.95% |
| Longest DD Days | 189.0 | 235.0 |
| Avg. Drawdown | -3.68% | -14.14% |
| Avg. Drawdown Days | 14.0 | 41.0 |
| Recovery Factor | 4.41 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-08-09 | -21.09 | 189 |
| 2024-12-12 | 2024-12-21 | -10.81 | 8 |
| 2025-09-22 | 2025-10-12 | -8.78 | 19 |
| 2024-12-21 | 2025-01-13 | -7.12 | 23 |
| 2025-10-14 | 2025-10-15 | -6.36 | 1 |
| 2024-06-17 | 2024-07-06 | -5.93 | 19 |
| 2025-08-11 | 2025-09-12 | -5.01 | 31 |
| 2024-06-12 | 2024-06-15 | -5.01 | 2 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-07-07 | 2024-07-09 | -4.91 | 2 |
| Metric | 11996824:ethusd:triple_med_gx:lsma50_145 | 11996824:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 14.02% | 27.26% |
| Worst Week | -11.94% | -20.52% |
| Best Month | 22.35% | 48.75% |
| Worst Month | -8.19% | -32.24% |
| Best Year | 44.73% | 19.96% |
| Worst Year | 33.31% | -12.05% |
| Avg. Up Day | 1.38% | 1.39% |
| Avg. Down Day | -1.17% | -1.23% |
| Avg. Up Week | 5.57% | 6.46% |
| Avg. Down Week | -3.92% | -7.44% |
| Avg. Up Month | 9.4% | 23.22% |
| Avg. Down Month | -4.01% | -15.42% |
| Win Days % | 50.59% | 50.42% |
| Win Month % | 73.33% | 29.41% |
| Win Week % | 60.53% | 52.05% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |