| Metric | 11881378:ethusd:triple_med_gx:lsma105_145 | 11881378:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 23.08% | 16.06% |
| Max Drawdown | -18.48% | -63.95% |
| Sharpe | 0.54 | 0.26 |
| Sortino | 0.88 | 0.37 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.27 | 1.04 |
| Common Sense Ratio | 0.9 | 1.06 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 0.71 | 1.02 |
| Outlier Win Ratio | 55.68 | 2.75 |
| Outlier Loss Ratio | 4.55 | 2.86 |
| Volatility (ann.) | 8.27% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.98 | 0.2 |
| Skew | 2.23 | -0.05 |
| Kurtosis | 40.49 | 8.2 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.31% | 0.94% |
| Expected Yearly % | 10.94% | 7.73% |
| Kelly Criterion | 7.1% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -3.02% |
| Expected Shortfall (cVaR) | -0.7% | -3.02% |
| Year | 11881378:ETHUSD | 11881378:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -9.57 | 0.79 | + |
| 2025 | 31.97 | 36.10 | 1.13 | + |
| Metric | 11881378:ethusd:triple_med_gx:lsma105_145 | 11881378:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 25.12% | 73.76% |
| 6M | 29.95% | 98.28% |
| YTD | 36.1% | 31.97% |
| 1Y | 36.24% | 74.9% |
| 3Y (ann.) | 18.04% | 12.63% |
| 5Y (ann.) | 18.04% | 12.63% |
| Metric | 11881378:ethusd:triple_med_gx:lsma105_145 | 11881378:ETHUSD |
|---|---|---|
| Max Drawdown | -18.48% | -63.95% |
| Longest DD Days | 283.0 | 235.0 |
| Avg. Drawdown | -2.68% | -13.15% |
| Avg. Drawdown Days | 28.0 | 37.0 |
| Recovery Factor | 1.25 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-03-19 | -18.48 | 283 |
| 2025-03-20 | 2025-06-03 | -5.15 | 75 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2025-07-04 | 2025-07-06 | -2.23 | 2 |
| 2025-08-31 | 2025-09-01 | -2.10 | 0 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2025-07-07 | 2025-07-08 | -1.45 | 1 |
| 2025-07-09 | 2025-08-07 | -1.20 | 29 |
| 2025-06-03 | 2025-06-04 | -0.89 | 0 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| Metric | 11881378:ethusd:triple_med_gx:lsma105_145 | 11881378:ETHUSD |
|---|---|---|
| Best Day | 4.93% | 12.3% |
| Worst Day | -3.51% | -14.0% |
| Best Week | 18.2% | 27.26% |
| Worst Week | -7.5% | -20.52% |
| Best Month | 21.08% | 48.75% |
| Worst Month | -7.67% | -32.24% |
| Best Year | 36.1% | 31.97% |
| Worst Year | -9.57% | -12.05% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.97% | 8.92% |
| Avg. Down Week | -3.18% | -6.61% |
| Avg. Up Month | 9.33% | 22.07% |
| Avg. Down Month | -2.4% | -13.86% |
| Win Days % | 49.05% | 50.85% |
| Win Month % | 43.75% | 37.5% |
| Win Week % | 54.17% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |