| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 23.63% | -15.9% |
| Max Drawdown | -21.51% | -63.95% |
| Sharpe | 0.3 | 0.09 |
| Sortino | 0.42 | 0.13 |
| Payoff Ratio | 0.98 | 0.94 |
| Profit Factor | 1.12 | 1.01 |
| Common Sense Ratio | 1.79 | 0.97 |
| CPC Index | 0.57 | 0.48 |
| Tail Ratio | 1.6 | 0.95 |
| Outlier Win Ratio | 26.4 | 3.06 |
| Outlier Loss Ratio | 2.92 | 3.32 |
| Volatility (ann.) | 17.46% | 34.91% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.73 | -0.17 |
| Skew | -0.61 | -0.08 |
| Kurtosis | 70.58 | 7.74 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.19% | -0.96% |
| Expected Yearly % | 11.19% | -8.29% |
| Kelly Criterion | 3.22% | -2.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.0% |
| Expected Shortfall (cVaR) | -1.49% | -3.0% |
| Year | 11997692:ETHUSD | 11997692:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 32.88 | -2.73 | + |
| 2025 | -4.37 | -6.96 | 1.59 | - |
| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.21% |
| 3M | -14.23% | -28.03% |
| 6M | -7.4% | 28.61% |
| YTD | -6.96% | -4.37% |
| 1Y | -4.55% | 1.62% |
| 3Y (ann.) | 15.6% | -11.16% |
| 5Y (ann.) | 15.6% | -11.16% |
| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| Max Drawdown | -21.51% | -63.95% |
| Longest DD Days | 245.0 | 235.0 |
| Avg. Drawdown | -6.62% | -15.28% |
| Avg. Drawdown Days | 34.0 | 44.0 |
| Recovery Factor | 1.1 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-04 | 2024-11-06 | -21.51 | 94 |
| 2025-10-27 | 2025-11-17 | -21.33 | 20 |
| 2024-12-05 | 2025-08-07 | -17.61 | 245 |
| 2024-06-10 | 2024-07-15 | -8.35 | 34 |
| 2025-10-07 | 2025-10-26 | -6.17 | 19 |
| 2025-08-31 | 2025-10-07 | -5.19 | 36 |
| 2024-12-03 | 2024-12-04 | -2.09 | 0 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-12-02 | 2024-12-02 | -0.81 | 0 |
| 2025-08-30 | 2025-08-31 | -0.68 | 0 |
| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.09% | 27.26% |
| Worst Week | -12.52% | -20.52% |
| Best Month | 25.05% | 48.75% |
| Worst Month | -12.53% | -32.24% |
| Best Year | 32.88% | -4.37% |
| Worst Year | -6.96% | -12.05% |
| Avg. Up Day | 1.44% | 1.45% |
| Avg. Down Day | -1.47% | -1.53% |
| Avg. Up Week | 5.24% | 7.29% |
| Avg. Down Week | -4.82% | -7.93% |
| Avg. Up Month | 13.92% | 23.22% |
| Avg. Down Month | -7.01% | -13.36% |
| Win Days % | 52.03% | 50.44% |
| Win Month % | 56.25% | 27.78% |
| Win Week % | 56.67% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 0.0% |