| Metric | 11876116:ethusd:triple_med_gx:lsma95_140 | 11876116:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 25.02% | 16.06% |
| Max Drawdown | -24.32% | -63.95% |
| Sharpe | 0.46 | 0.26 |
| Sortino | 0.71 | 0.37 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.39 | 1.02 |
| Outlier Win Ratio | 38.18 | 3.03 |
| Outlier Loss Ratio | 4.28 | 3.01 |
| Volatility (ann.) | 10.94% | 35.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.8 | 0.2 |
| Skew | 0.73 | -0.05 |
| Kurtosis | 28.35 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.41% | 0.94% |
| Expected Yearly % | 11.81% | 7.73% |
| Kelly Criterion | 4.34% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.02% |
| Expected Shortfall (cVaR) | -0.93% | -3.02% |
| Year | 11876116:ETHUSD | 11876116:ethusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -12.00 | 1.00 | + |
| 2025 | 31.97 | 42.06 | 1.32 | + |
| Metric | 11876116:ethusd:triple_med_gx:lsma95_140 | 11876116:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 32.81% | 73.76% |
| 6M | 33.18% | 98.28% |
| YTD | 42.06% | 31.97% |
| 1Y | 60.69% | 74.9% |
| 3Y (ann.) | 19.53% | 12.63% |
| 5Y (ann.) | 19.53% | 12.63% |
| Metric | 11876116:ethusd:triple_med_gx:lsma95_140 | 11876116:ETHUSD |
|---|---|---|
| Max Drawdown | -24.32% | -63.95% |
| Longest DD Days | 285.0 | 235.0 |
| Avg. Drawdown | -5.17% | -13.15% |
| Avg. Drawdown Days | 47.0 | 37.0 |
| Recovery Factor | 1.03 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-19 | -24.32 | 285 |
| 2025-05-29 | 2025-08-07 | -11.58 | 70 |
| 2025-03-20 | 2025-05-29 | -4.80 | 70 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 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 |
| 2025-08-30 | 2025-08-30 | -0.18 | 0 |
| Metric | 11876116:ethusd:triple_med_gx:lsma95_140 | 11876116:ETHUSD |
|---|---|---|
| Best Day | 4.99% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 14.18% | 27.26% |
| Worst Week | -11.05% | -20.52% |
| Best Month | 29.22% | 48.75% |
| Worst Month | -17.72% | -32.24% |
| Best Year | 42.06% | 31.97% |
| Worst Year | -12.0% | -12.05% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 5.06% | 7.7% |
| Avg. Down Week | -4.85% | -5.53% |
| Avg. Up Month | 13.69% | 29.6% |
| Avg. Down Month | -5.59% | -12.45% |
| Win Days % | 47.88% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 58.33% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |