| Metric | 11876125:ethusd:triple_med_gx:lsma105_140 | 11876125:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 19.76% | 16.06% |
| Max Drawdown | -14.34% | -63.95% |
| Sharpe | 0.43 | 0.26 |
| Sortino | 0.65 | 0.37 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 50.06 | 2.78 |
| Outlier Loss Ratio | 4.1 | 2.85 |
| Volatility (ann.) | 9.38% | 35.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.08 | 0.2 |
| Skew | 0.22 | -0.05 |
| Kurtosis | 44.61 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.13% | 0.94% |
| Expected Yearly % | 9.43% | 7.73% |
| Kelly Criterion | 5.21% | 9.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -3.02% |
| Expected Shortfall (cVaR) | -0.8% | -3.02% |
| Year | 11876125:ETHUSD | 11876125:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.40 | 0.70 | + |
| 2025 | 31.97 | 30.74 | 0.96 | - |
| Metric | 11876125:ethusd:triple_med_gx:lsma105_140 | 11876125:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 17.98% | 73.76% |
| 6M | 23.12% | 98.28% |
| YTD | 30.74% | 31.97% |
| 1Y | 30.75% | 74.9% |
| 3Y (ann.) | 15.49% | 12.63% |
| 5Y (ann.) | 15.49% | 12.63% |
| Metric | 11876125:ethusd:triple_med_gx:lsma105_140 | 11876125:ETHUSD |
|---|---|---|
| Max Drawdown | -14.34% | -63.95% |
| Longest DD Days | 248.0 | 235.0 |
| Avg. Drawdown | -3.74% | -13.15% |
| Avg. Drawdown Days | 36.0 | 37.0 |
| Recovery Factor | 1.38 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-02-14 | -14.34 | 248 |
| 2025-06-04 | 2025-08-09 | -8.35 | 65 |
| 2025-03-20 | 2025-06-02 | -5.58 | 74 |
| 2025-02-14 | 2025-03-19 | -5.10 | 32 |
| 2025-08-15 | 2025-09-01 | -4.74 | 16 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2025-06-03 | 2025-06-04 | -0.89 | 0 |
| 2024-06-09 | 2024-06-10 | -0.53 | 0 |
| 2025-06-03 | 2025-06-03 | -0.50 | 0 |
| Metric | 11876125:ethusd:triple_med_gx:lsma105_140 | 11876125:ETHUSD |
|---|---|---|
| Best Day | 4.93% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 11.33% | 27.26% |
| Worst Week | -6.71% | -20.52% |
| Best Month | 16.37% | 48.75% |
| Worst Month | -6.45% | -32.24% |
| Best Year | 30.74% | 31.97% |
| Worst Year | -8.4% | -12.05% |
| Avg. Up Day | 1.13% | 1.16% |
| Avg. Down Day | -0.92% | -0.97% |
| Avg. Up Week | 3.34% | 7.29% |
| Avg. Down Week | -3.77% | -4.84% |
| Avg. Up Month | 5.66% | 31.88% |
| Avg. Down Month | -3.14% | -12.45% |
| Win Days % | 47.71% | 50.85% |
| Win Month % | 57.14% | 37.5% |
| Win Week % | 56.52% | 53.73% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |