| Metric | 11865084:ethusd:triple_med_gx:lsma100_130 | 11865084:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 11.49% | 16.06% |
| Max Drawdown | -15.03% | -63.95% |
| Sharpe | 0.32 | 0.26 |
| Sortino | 0.54 | 0.37 |
| Payoff Ratio | 1.53 | 1.38 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.71 | 0.73 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 66.78 | 2.73 |
| Outlier Loss Ratio | 4.93 | 2.74 |
| Volatility (ann.) | 7.75% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.6 | 0.2 |
| Skew | 3.12 | -0.05 |
| Kurtosis | 48.37 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.68% | 0.94% |
| Expected Yearly % | 5.59% | 7.73% |
| Kelly Criterion | -0.05% | 15.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -3.02% |
| Expected Shortfall (cVaR) | -0.66% | -3.02% |
| Year | 11865084:ETHUSD | 11865084:ethusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.79 | 0.73 | + |
| 2025 | 31.97 | 22.24 | 0.70 | - |
| Metric | 11865084:ethusd:triple_med_gx:lsma100_130 | 11865084:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 20.2% | 73.76% |
| 6M | 18.35% | 98.28% |
| YTD | 22.24% | 31.97% |
| 1Y | 13.55% | 74.9% |
| 3Y (ann.) | 9.08% | 12.63% |
| 5Y (ann.) | 9.08% | 12.63% |
| Metric | 11865084:ethusd:triple_med_gx:lsma100_130 | 11865084:ETHUSD |
|---|---|---|
| Max Drawdown | -15.03% | -63.95% |
| Longest DD Days | 283.0 | 235.0 |
| Avg. Drawdown | -4.8% | -13.15% |
| Avg. Drawdown Days | 74.0 | 37.0 |
| Recovery Factor | 0.76 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-03-19 | -15.03 | 283 |
| 2025-03-20 | 2025-08-08 | -10.08 | 141 |
| 2025-08-10 | 2025-08-12 | -2.27 | 2 |
| 2025-08-13 | 2025-09-01 | -0.73 | 18 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11865084:ethusd:triple_med_gx:lsma100_130 | 11865084:ETHUSD |
|---|---|---|
| Best Day | 4.74% | 12.3% |
| Worst Day | -3.51% | -14.0% |
| Best Week | 9.15% | 27.26% |
| Worst Week | -12.27% | -20.52% |
| Best Month | 17.19% | 48.75% |
| Worst Month | -13.84% | -32.24% |
| Best Year | 22.24% | 31.97% |
| Worst Year | -8.79% | -12.05% |
| Avg. Up Day | 1.22% | 1.25% |
| Avg. Down Day | -0.8% | -0.9% |
| Avg. Up Week | 3.66% | 8.17% |
| Avg. Down Week | -5.13% | -6.58% |
| Avg. Up Month | 9.1% | 23.22% |
| Avg. Down Month | -3.85% | -6.04% |
| Win Days % | 39.44% | 50.85% |
| Win Month % | 53.33% | 37.5% |
| Win Week % | 54.55% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |