| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 54.22% | -15.9% |
| Max Drawdown | -11.71% | -63.76% |
| Sharpe | 1.74 | 0.2 |
| Sortino | 3.41 | 0.28 |
| Payoff Ratio | 1.62 | 1.55 |
| Profit Factor | 2.01 | 1.03 |
| Common Sense Ratio | 7.66 | 1.13 |
| CPC Index | 1.7 | 0.81 |
| Tail Ratio | 3.82 | 1.1 |
| Outlier Win Ratio | 38.98 | 2.79 |
| Outlier Loss Ratio | 5.5 | 2.37 |
| Volatility (ann.) | 17.9% | 72.0% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.94 | -0.18 |
| Skew | 2.65 | -0.44 |
| Kurtosis | 24.51 | 4.63 |
| Expected Daily % | 0.08% | -0.03% |
| Expected Monthly % | 2.44% | -0.96% |
| Expected Yearly % | 24.19% | -8.29% |
| Kelly Criterion | 22.95% | 18.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -6.16% |
| Expected Shortfall (cVaR) | -1.46% | -6.16% |
| Year | 11881601:ETHUSD | 11881601:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 1.94 | -0.16 | + |
| 2025 | -4.63 | 51.29 | -11.07 | + |
| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| MTD | 0.0% | -17.27% |
| 3M | 9.05% | -28.03% |
| 6M | 33.74% | 28.37% |
| YTD | 51.29% | -4.63% |
| 1Y | 67.96% | 1.69% |
| 3Y (ann.) | 34.46% | -11.16% |
| 5Y (ann.) | 34.46% | -11.16% |
| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| Max Drawdown | -11.71% | -63.76% |
| Longest DD Days | 135.0 | 234.0 |
| Avg. Drawdown | -3.02% | -22.9% |
| Avg. Drawdown Days | 45.0 | 74.0 |
| Recovery Factor | 4.63 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-21 | 2025-01-03 | -11.71 | 135 |
| 2025-03-21 | 2025-07-09 | -5.88 | 110 |
| 2024-06-09 | 2024-07-26 | -4.84 | 47 |
| 2025-02-14 | 2025-03-20 | -3.78 | 34 |
| 2025-09-01 | 2025-10-27 | -1.63 | 56 |
| 2025-08-14 | 2025-08-18 | -0.91 | 4 |
| 2025-07-12 | 2025-08-08 | -0.62 | 27 |
| 2025-08-12 | 2025-08-13 | -0.47 | 1 |
| 2025-01-06 | 2025-02-13 | -0.30 | 38 |
| 2024-08-18 | 2024-08-19 | -0.05 | 1 |
| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| Best Day | 7.17% | 16.74% |
| Worst Day | -4.96% | -20.65% |
| Best Week | 14.31% | 22.2% |
| Worst Week | -7.04% | -22.77% |
| Best Month | 24.62% | 54.15% |
| Worst Month | -9.74% | -34.4% |
| Best Year | 51.29% | -4.63% |
| Worst Year | 1.94% | -11.81% |
| Avg. Up Day | 2.19% | 2.45% |
| Avg. Down Day | -1.35% | -1.59% |
| Avg. Up Week | 4.8% | 7.98% |
| Avg. Down Week | -4.36% | -6.59% |
| Avg. Up Month | 10.55% | 28.42% |
| Avg. Down Month | -1.28% | -12.63% |
| Win Days % | 52.33% | 50.56% |
| Win Month % | 64.71% | 33.33% |
| Win Week % | 73.08% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |