| Metric | 11881377:ethusd:triple_med_gx:lsma100_145 | 11881377:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 12.85% | 16.06% |
| Max Drawdown | -19.62% | -63.95% |
| Sharpe | 0.31 | 0.26 |
| Sortino | 0.48 | 0.37 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.14 | 1.04 |
| Common Sense Ratio | 1.55 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.36 | 1.02 |
| Outlier Win Ratio | 49.89 | 2.78 |
| Outlier Loss Ratio | 4.28 | 2.92 |
| Volatility (ann.) | 9.03% | 35.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.52 | 0.2 |
| Skew | 1.59 | -0.05 |
| Kurtosis | 33.7 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.76% | 0.94% |
| Expected Yearly % | 6.23% | 7.73% |
| Kelly Criterion | 3.2% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -3.02% |
| Expected Shortfall (cVaR) | -0.77% | -3.02% |
| Year | 11881377:ETHUSD | 11881377:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.45 | 0.95 | + |
| 2025 | 31.97 | 27.44 | 0.86 | - |
| Metric | 11881377:ethusd:triple_med_gx:lsma100_145 | 11881377:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 18.25% | 73.76% |
| 6M | 20.53% | 98.28% |
| YTD | 27.44% | 31.97% |
| 1Y | 23.12% | 74.9% |
| 3Y (ann.) | 10.14% | 12.63% |
| 5Y (ann.) | 10.14% | 12.63% |
| Metric | 11881377:ethusd:triple_med_gx:lsma100_145 | 11881377:ETHUSD |
|---|---|---|
| Max Drawdown | -19.62% | -63.95% |
| Longest DD Days | 282.0 | 235.0 |
| Avg. Drawdown | -3.66% | -13.15% |
| Avg. Drawdown Days | 40.0 | 37.0 |
| Recovery Factor | 0.66 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-03-19 | -19.62 | 282 |
| 2025-03-20 | 2025-08-07 | -8.06 | 140 |
| 2025-08-14 | 2025-09-01 | -6.38 | 18 |
| 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 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2025-08-13 | 2025-08-13 | -0.18 | 0 |
| 2024-06-07 | 2024-06-08 | -0.18 | 0 |
| Metric | 11881377:ethusd:triple_med_gx:lsma100_145 | 11881377:ETHUSD |
|---|---|---|
| Best Day | 4.93% | 12.3% |
| Worst Day | -3.78% | -14.0% |
| Best Week | 9.5% | 27.26% |
| Worst Week | -8.22% | -20.52% |
| Best Month | 16.59% | 48.75% |
| Worst Month | -8.22% | -32.24% |
| Best Year | 27.44% | 31.97% |
| Worst Year | -11.45% | -12.05% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.75% | 9.37% |
| Avg. Down Week | -4.48% | -6.62% |
| Avg. Up Month | 8.08% | 22.07% |
| Avg. Down Month | -4.18% | -11.27% |
| Win Days % | 48.75% | 50.85% |
| Win Month % | 53.33% | 37.5% |
| Win Week % | 59.09% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |