| Metric | 11875764:ethusd:triple_med_gx:lsma105_140 | 11875764:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 9.25% | 16.06% |
| Max Drawdown | -12.5% | -63.95% |
| Sharpe | 0.26 | 0.26 |
| Sortino | 0.4 | 0.37 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 62.31 | 2.72 |
| Outlier Loss Ratio | 4.62 | 2.85 |
| Volatility (ann.) | 7.96% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.59 | 0.2 |
| Skew | 1.01 | -0.05 |
| Kurtosis | 41.65 | 8.2 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.55% | 0.94% |
| Expected Yearly % | 4.52% | 7.73% |
| Kelly Criterion | 0.13% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -3.02% |
| Expected Shortfall (cVaR) | -0.68% | -3.02% |
| Year | 11875764:ETHUSD | 11875764:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.51 | 0.71 | + |
| 2025 | 31.97 | 19.41 | 0.61 | - |
| Metric | 11875764:ethusd:triple_med_gx:lsma105_140 | 11875764:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 7.13% | 73.76% |
| 6M | 10.85% | 98.28% |
| YTD | 19.41% | 31.97% |
| 1Y | 13.33% | 74.9% |
| 3Y (ann.) | 7.32% | 12.63% |
| 5Y (ann.) | 7.32% | 12.63% |
| Metric | 11875764:ethusd:triple_med_gx:lsma105_140 | 11875764:ETHUSD |
|---|---|---|
| Max Drawdown | -12.5% | -63.95% |
| Longest DD Days | 248.0 | 235.0 |
| Avg. Drawdown | -3.42% | -13.15% |
| Avg. Drawdown Days | 40.0 | 37.0 |
| Recovery Factor | 0.74 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-02-12 | -12.50 | 248 |
| 2025-08-11 | 2025-09-01 | -6.77 | 20 |
| 2025-02-13 | 2025-03-19 | -5.92 | 34 |
| 2025-03-20 | 2025-07-06 | -5.51 | 108 |
| 2025-07-11 | 2025-08-08 | -2.48 | 28 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2025-07-07 | 2025-07-11 | -1.45 | 4 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-06-07 | 2024-06-08 | -0.18 | 0 |
| Metric | 11875764:ethusd:triple_med_gx:lsma105_140 | 11875764:ETHUSD |
|---|---|---|
| Best Day | 4.58% | 12.3% |
| Worst Day | -4.39% | -14.0% |
| Best Week | 7.39% | 27.26% |
| Worst Week | -4.42% | -20.52% |
| Best Month | 7.92% | 48.75% |
| Worst Month | -5.5% | -32.24% |
| Best Year | 19.41% | 31.97% |
| Worst Year | -8.51% | -12.05% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.85% | -0.92% |
| Avg. Up Week | 2.76% | 8.94% |
| Avg. Down Week | -2.13% | -6.11% |
| Avg. Up Month | 3.16% | 22.07% |
| Avg. Down Month | -2.68% | -15.46% |
| Win Days % | 45.5% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |