| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 61.66% | -15.9% |
| Max Drawdown | -28.3% | -63.95% |
| Sharpe | 0.54 | 0.09 |
| Sortino | 0.78 | 0.13 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.15 | 1.01 |
| Common Sense Ratio | 1.43 | 0.97 |
| CPC Index | 0.63 | 0.53 |
| Tail Ratio | 1.24 | 0.95 |
| Outlier Win Ratio | 15.74 | 3.23 |
| Outlier Loss Ratio | 4.08 | 3.4 |
| Volatility (ann.) | 18.11% | 34.91% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.37 | -0.17 |
| Skew | -0.09 | -0.08 |
| Kurtosis | 23.56 | 7.74 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.7% | -0.96% |
| Expected Yearly % | 27.14% | -8.29% |
| Kelly Criterion | 5.46% | 2.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.0% |
| Expected Shortfall (cVaR) | -1.53% | -3.0% |
| Year | 11996888:ETHUSD | 11996888:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 54.08 | -4.49 | + |
| 2025 | -4.37 | 4.92 | -1.13 | + |
| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| MTD | 1.27% | -17.21% |
| 3M | -15.64% | -28.03% |
| 6M | 1.69% | 28.61% |
| YTD | 4.92% | -4.37% |
| 1Y | 0.71% | 1.62% |
| 3Y (ann.) | 38.86% | -11.16% |
| 5Y (ann.) | 38.86% | -11.16% |
| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| Max Drawdown | -28.3% | -63.95% |
| Longest DD Days | 92.0 | 235.0 |
| Avg. Drawdown | -4.45% | -15.28% |
| Avg. Drawdown Days | 13.0 | 44.0 |
| Recovery Factor | 2.18 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-11-17 | -28.30 | 40 |
| 2025-06-11 | 2025-08-09 | -18.50 | 58 |
| 2025-03-10 | 2025-06-10 | -14.18 | 92 |
| 2024-12-06 | 2025-01-03 | -13.39 | 28 |
| 2025-01-06 | 2025-03-10 | -10.52 | 63 |
| 2024-06-17 | 2024-08-08 | -9.12 | 52 |
| 2025-08-14 | 2025-09-12 | -7.62 | 29 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2024-06-12 | 2024-06-15 | -5.01 | 2 |
| Metric | 11996888:ethusd:triple_med_gx:lsma110_145 | 11996888:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 12.5% | 27.26% |
| Worst Week | -15.03% | -20.52% |
| Best Month | 22.06% | 48.75% |
| Worst Month | -23.19% | -32.24% |
| Best Year | 54.08% | -4.37% |
| Worst Year | 4.92% | -12.05% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -1.05% | -1.09% |
| Avg. Up Week | 5.08% | 7.35% |
| Avg. Down Week | -3.83% | -5.68% |
| Avg. Up Month | 18.15% | 23.22% |
| Avg. Down Month | -5.99% | -8.77% |
| Win Days % | 51.11% | 50.44% |
| Win Month % | 58.82% | 27.78% |
| Win Week % | 54.9% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |