| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 80.41% | -11.0% |
| Max Drawdown | -27.29% | -63.95% |
| Sharpe | 0.62 | 0.12 |
| Sortino | 0.91 | 0.17 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.18 | 1.02 |
| Common Sense Ratio | 1.54 | 0.97 |
| CPC Index | 0.66 | 0.55 |
| Tail Ratio | 1.31 | 0.95 |
| Outlier Win Ratio | 16.21 | 3.3 |
| Outlier Loss Ratio | 4.14 | 3.43 |
| Volatility (ann.) | 18.15% | 35.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.73 | -0.11 |
| Skew | 0.01 | -0.05 |
| Kurtosis | 22.82 | 7.44 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.15% | -0.61% |
| Expected Yearly % | 34.32% | -5.66% |
| Kelly Criterion | 6.16% | 4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.02% |
| Expected Shortfall (cVaR) | -1.53% | -3.02% |
| Year | 11996876:ETHUSD | 11996876:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 57.29 | -4.75 | + |
| 2025 | 1.20 | 14.70 | 12.27 | + |
| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -10.42% | -21.8% |
| 6M | -2.11% | 19.68% |
| YTD | 14.7% | 1.2% |
| 1Y | 11.68% | -9.25% |
| 3Y (ann.) | 47.21% | -7.35% |
| 5Y (ann.) | 47.21% | -7.35% |
| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| Max Drawdown | -27.29% | -63.95% |
| Longest DD Days | 91.0 | 235.0 |
| Avg. Drawdown | -4.17% | -15.95% |
| Avg. Drawdown Days | 13.0 | 46.0 |
| Recovery Factor | 2.95 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -27.29 | 64 |
| 2025-06-16 | 2025-08-08 | -16.07 | 52 |
| 2025-03-10 | 2025-06-10 | -14.18 | 91 |
| 2025-01-07 | 2025-03-10 | -10.86 | 62 |
| 2024-12-06 | 2024-12-20 | -10.31 | 14 |
| 2025-08-14 | 2025-10-05 | -9.73 | 52 |
| 2024-06-17 | 2024-08-08 | -9.12 | 52 |
| 2024-12-21 | 2025-01-03 | -7.12 | 13 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 12.5% | 27.26% |
| Worst Week | -11.14% | -20.52% |
| Best Month | 22.06% | 48.75% |
| Worst Month | -11.0% | -32.24% |
| Best Year | 57.29% | 1.2% |
| Worst Year | 14.7% | -12.05% |
| Avg. Up Day | 1.16% | 1.16% |
| Avg. Down Day | -1.05% | -1.09% |
| Avg. Up Week | 4.79% | 8.02% |
| Avg. Down Week | -3.39% | -6.21% |
| Avg. Up Month | 16.84% | 23.22% |
| Avg. Down Month | -4.28% | -12.22% |
| Win Days % | 50.83% | 50.56% |
| Win Month % | 58.82% | 31.58% |
| Win Week % | 58.82% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |