| Metric | 11876107:ethusd:triple_med_gx:lsma100_140 | 11876107:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 15.75% | 16.06% |
| Max Drawdown | -17.69% | -63.95% |
| Sharpe | 0.34 | 0.26 |
| Sortino | 0.51 | 0.37 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.83 | 1.06 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.6 | 1.02 |
| Outlier Win Ratio | 44.67 | 2.89 |
| Outlier Loss Ratio | 4.33 | 2.92 |
| Volatility (ann.) | 9.95% | 35.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.7 | 0.2 |
| Skew | 0.37 | -0.05 |
| Kurtosis | 34.41 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.92% | 0.94% |
| Expected Yearly % | 7.59% | 7.73% |
| Kelly Criterion | 0.97% | 9.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -3.02% |
| Expected Shortfall (cVaR) | -0.85% | -3.02% |
| Year | 11876107:ETHUSD | 11876107:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.05 | 0.67 | + |
| 2025 | 31.97 | 25.89 | 0.81 | - |
| Metric | 11876107:ethusd:triple_med_gx:lsma100_140 | 11876107:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 20.0% | 73.76% |
| 6M | 19.34% | 98.28% |
| YTD | 25.89% | 31.97% |
| 1Y | 28.11% | 74.9% |
| 3Y (ann.) | 12.39% | 12.63% |
| 5Y (ann.) | 12.39% | 12.63% |
| Metric | 11876107:ethusd:triple_med_gx:lsma100_140 | 11876107:ETHUSD |
|---|---|---|
| Max Drawdown | -17.69% | -63.95% |
| Longest DD Days | 247.0 | 235.0 |
| Avg. Drawdown | -5.3% | -13.15% |
| Avg. Drawdown Days | 55.0 | 37.0 |
| Recovery Factor | 0.89 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-02-12 | -17.69 | 247 |
| 2025-03-20 | 2025-08-09 | -12.98 | 142 |
| 2025-02-13 | 2025-03-19 | -5.51 | 34 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2025-08-13 | 2025-08-31 | -1.17 | 17 |
| 2024-06-08 | 2024-06-09 | -0.18 | 0 |
| 2025-03-19 | 2025-03-19 | -0.12 | 0 |
| Metric | 11876107:ethusd:triple_med_gx:lsma100_140 | 11876107:ETHUSD |
|---|---|---|
| Best Day | 4.74% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 10.88% | 27.26% |
| Worst Week | -11.1% | -20.52% |
| Best Month | 21.8% | 48.75% |
| Worst Month | -10.83% | -32.24% |
| Best Year | 25.89% | 31.97% |
| Worst Year | -8.05% | -12.05% |
| Avg. Up Day | 1.12% | 1.15% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 3.76% | 7.87% |
| Avg. Down Week | -4.82% | -6.69% |
| Avg. Up Month | 9.08% | 29.6% |
| Avg. Down Month | -4.18% | -12.45% |
| Win Days % | 45.8% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 57.69% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |