| Metric | 11870604:ethusd:triple_med_gx:lsma95_135 | 11870604:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 19.21% | 16.06% |
| Max Drawdown | -25.97% | -63.95% |
| Sharpe | 0.41 | 0.26 |
| Sortino | 0.65 | 0.37 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.68 | 0.64 |
| Tail Ratio | 1.29 | 1.02 |
| Outlier Win Ratio | 42.87 | 2.89 |
| Outlier Loss Ratio | 4.54 | 2.95 |
| Volatility (ann.) | 9.75% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.58 | 0.2 |
| Skew | 1.68 | -0.05 |
| Kurtosis | 26.41 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.1% | 0.94% |
| Expected Yearly % | 9.18% | 7.73% |
| Kelly Criterion | 3.41% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -3.02% |
| Expected Shortfall (cVaR) | -0.83% | -3.02% |
| Year | 11870604:ETHUSD | 11870604:ethusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -15.97 | 1.33 | - |
| 2025 | 31.97 | 41.86 | 1.31 | + |
| Metric | 11870604:ethusd:triple_med_gx:lsma95_135 | 11870604:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 30.54% | 73.76% |
| 6M | 31.65% | 98.28% |
| YTD | 41.86% | 31.97% |
| 1Y | 54.19% | 74.9% |
| 3Y (ann.) | 15.06% | 12.63% |
| 5Y (ann.) | 15.06% | 12.63% |
| Metric | 11870604:ethusd:triple_med_gx:lsma95_135 | 11870604:ETHUSD |
|---|---|---|
| Max Drawdown | -25.97% | -63.95% |
| Longest DD Days | 398.0 | 235.0 |
| Avg. Drawdown | -4.83% | -13.15% |
| Avg. Drawdown Days | 67.0 | 37.0 |
| Recovery Factor | 0.74 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-11 | -25.97 | 398 |
| 2025-08-10 | 2025-08-12 | -1.92 | 2 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| 2025-08-08 | 2025-08-08 | -0.22 | 0 |
| 2024-06-07 | 2024-06-07 | -0.18 | 0 |
| 2025-08-06 | 2025-08-06 | -0.18 | 0 |
| Metric | 11870604:ethusd:triple_med_gx:lsma95_135 | 11870604:ETHUSD |
|---|---|---|
| Best Day | 4.99% | 12.3% |
| Worst Day | -3.33% | -14.0% |
| Best Week | 10.68% | 27.26% |
| Worst Week | -11.05% | -20.52% |
| Best Month | 18.92% | 48.75% |
| Worst Month | -13.53% | -32.24% |
| Best Year | 41.86% | 31.97% |
| Worst Year | -15.97% | -12.05% |
| Avg. Up Day | 1.09% | 1.11% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 4.87% | 8.93% |
| Avg. Down Week | -4.78% | -7.28% |
| Avg. Up Month | 10.39% | 29.6% |
| Avg. Down Month | -5.98% | -10.18% |
| Win Days % | 46.04% | 50.85% |
| Win Month % | 57.14% | 37.5% |
| Win Week % | 54.55% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |