| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 77.54% | -15.9% |
| Max Drawdown | -17.74% | -63.76% |
| Sharpe | 1.4 | 0.2 |
| Sortino | 2.26 | 0.28 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.4 | 1.03 |
| Common Sense Ratio | 2.02 | 1.13 |
| CPC Index | 0.84 | 0.53 |
| Tail Ratio | 1.44 | 1.1 |
| Outlier Win Ratio | 16.53 | 3.19 |
| Outlier Loss Ratio | 4.02 | 2.98 |
| Volatility (ann.) | 31.63% | 72.0% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.71 | -0.18 |
| Skew | 0.89 | -0.44 |
| Kurtosis | 9.85 | 4.63 |
| Expected Daily % | 0.11% | -0.03% |
| Expected Monthly % | 3.24% | -0.96% |
| Expected Yearly % | 33.24% | -8.29% |
| Kelly Criterion | 15.63% | 1.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.6% | -6.16% |
| Expected Shortfall (cVaR) | -2.6% | -6.16% |
| Year | 11996853:ETHUSD | 11996853:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 53.11 | -4.50 | + |
| 2025 | -4.63 | 15.95 | -3.44 | + |
| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| MTD | 1.53% | -17.27% |
| 3M | -3.1% | -28.03% |
| 6M | 17.03% | 28.37% |
| YTD | 15.95% | -4.63% |
| 1Y | 16.01% | 1.69% |
| 3Y (ann.) | 48.04% | -11.16% |
| 5Y (ann.) | 48.04% | -11.16% |
| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| Max Drawdown | -17.74% | -63.76% |
| Longest DD Days | 216.0 | 234.0 |
| Avg. Drawdown | -4.71% | -22.9% |
| Avg. Drawdown Days | 29.0 | 74.0 |
| Recovery Factor | 4.37 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-08-11 | -17.74 | 216 |
| 2025-09-14 | 2025-11-17 | -11.46 | 64 |
| 2024-06-21 | 2024-08-09 | -8.24 | 49 |
| 2024-12-22 | 2025-01-04 | -6.06 | 13 |
| 2024-09-16 | 2024-10-11 | -5.29 | 25 |
| 2024-08-15 | 2024-09-14 | -5.05 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2025-08-15 | 2025-09-12 | -4.22 | 28 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-12-20 | 2024-12-21 | -1.93 | 1 |
| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.3% | -20.65% |
| Best Week | 18.45% | 22.2% |
| Worst Week | -7.68% | -22.77% |
| Best Month | 24.23% | 54.15% |
| Worst Month | -6.91% | -34.4% |
| Best Year | 53.11% | -4.63% |
| Worst Year | 15.95% | -11.81% |
| Avg. Up Day | 2.12% | 2.15% |
| Avg. Down Day | -2.01% | -2.13% |
| Avg. Up Week | 4.99% | 5.39% |
| Avg. Down Week | -2.77% | -5.96% |
| Avg. Up Month | 16.42% | 15.01% |
| Avg. Down Month | -4.19% | -13.45% |
| Win Days % | 56.7% | 50.56% |
| Win Month % | 70.59% | 33.33% |
| Win Week % | 52.08% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |