| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 61.66% | -15.9% |
| Max Drawdown | -26.7% | -63.76% |
| Sharpe | 1.13 | 0.2 |
| Sortino | 1.69 | 0.28 |
| Payoff Ratio | 1.0 | 0.92 |
| Profit Factor | 1.31 | 1.03 |
| Common Sense Ratio | 1.81 | 1.13 |
| CPC Index | 0.73 | 0.48 |
| Tail Ratio | 1.38 | 1.1 |
| Outlier Win Ratio | 15.15 | 3.19 |
| Outlier Loss Ratio | 3.88 | 3.03 |
| Volatility (ann.) | 34.19% | 72.0% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.46 | -0.18 |
| Skew | -0.07 | -0.44 |
| Kurtosis | 12.41 | 4.63 |
| Expected Daily % | 0.09% | -0.03% |
| Expected Monthly % | 2.7% | -0.96% |
| Expected Yearly % | 27.14% | -8.29% |
| Kelly Criterion | 11.37% | -3.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.84% | -6.16% |
| Expected Shortfall (cVaR) | -2.84% | -6.16% |
| Year | 11996888:ETHUSD | 11996888:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 54.50 | -4.61 | + |
| 2025 | -4.63 | 4.64 | -1.00 | + |
| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| MTD | 1.19% | -17.27% |
| 3M | -15.64% | -28.03% |
| 6M | 1.69% | 28.37% |
| YTD | 4.64% | -4.63% |
| 1Y | 0.71% | 1.69% |
| 3Y (ann.) | 38.86% | -11.16% |
| 5Y (ann.) | 38.86% | -11.16% |
| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| Max Drawdown | -26.7% | -63.76% |
| Longest DD Days | 155.0 | 234.0 |
| Avg. Drawdown | -4.98% | -22.9% |
| Avg. Drawdown Days | 23.0 | 74.0 |
| Recovery Factor | 2.31 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-11-17 | -26.70 | 40 |
| 2025-06-12 | 2025-08-09 | -15.38 | 58 |
| 2025-01-07 | 2025-06-11 | -10.16 | 155 |
| 2024-12-08 | 2025-01-04 | -6.74 | 27 |
| 2025-08-15 | 2025-09-13 | -6.52 | 29 |
| 2024-06-21 | 2024-08-09 | -6.08 | 49 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-10 | -4.70 | 26 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -13.18% | -20.65% |
| Best Week | 18.45% | 22.2% |
| Worst Week | -14.34% | -22.77% |
| Best Month | 22.06% | 54.15% |
| Worst Month | -23.13% | -34.4% |
| Best Year | 54.5% | -4.63% |
| Worst Year | 4.64% | -11.81% |
| Avg. Up Day | 2.13% | 2.15% |
| Avg. Down Day | -2.13% | -2.35% |
| Avg. Up Week | 6.15% | 6.78% |
| Avg. Down Week | -3.73% | -6.2% |
| Avg. Up Month | 16.24% | 15.01% |
| Avg. Down Month | -7.34% | -8.81% |
| Win Days % | 55.77% | 50.56% |
| Win Month % | 64.71% | 33.33% |
| Win Week % | 50.0% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |