| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 54.22% | -15.9% |
| Max Drawdown | -11.86% | -63.95% |
| Sharpe | 0.89 | 0.09 |
| Sortino | 1.55 | 0.13 |
| Payoff Ratio | 1.45 | 1.25 |
| Profit Factor | 1.46 | 1.01 |
| Common Sense Ratio | 1.99 | 0.97 |
| CPC Index | 1.0 | 0.64 |
| Tail Ratio | 1.37 | 0.95 |
| Outlier Win Ratio | 46.95 | 2.8 |
| Outlier Loss Ratio | 4.95 | 2.87 |
| Volatility (ann.) | 8.71% | 34.91% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.9 | -0.17 |
| Skew | 2.41 | -0.08 |
| Kurtosis | 32.46 | 7.74 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.44% | -0.96% |
| Expected Yearly % | 24.19% | -8.29% |
| Kelly Criterion | 11.02% | 10.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -3.0% |
| Expected Shortfall (cVaR) | -0.73% | -3.0% |
| Year | 11881601:ETHUSD | 11881601:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 1.94 | -0.16 | + |
| 2025 | -4.37 | 51.29 | -11.73 | + |
| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| MTD | 0.0% | -17.21% |
| 3M | 9.05% | -28.03% |
| 6M | 33.74% | 28.61% |
| YTD | 51.29% | -4.37% |
| 1Y | 67.96% | 1.62% |
| 3Y (ann.) | 34.46% | -11.16% |
| 5Y (ann.) | 34.46% | -11.16% |
| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| Max Drawdown | -11.86% | -63.95% |
| Longest DD Days | 140.0 | 235.0 |
| Avg. Drawdown | -2.46% | -15.28% |
| Avg. Drawdown Days | 24.0 | 44.0 |
| Recovery Factor | 4.57 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-01-02 | -11.86 | 135 |
| 2025-03-20 | 2025-08-07 | -8.12 | 140 |
| 2024-06-09 | 2024-07-26 | -6.28 | 46 |
| 2025-02-13 | 2025-03-19 | -5.51 | 34 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2024-08-18 | 2024-08-20 | -2.54 | 1 |
| 2025-08-31 | 2025-10-26 | -2.43 | 55 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2025-01-05 | 2025-02-12 | -1.22 | 38 |
| 2025-01-02 | 2025-01-03 | -0.94 | 1 |
| Metric | 11881601:ethusd:triple_med_gx:lsma100_145 | 11881601:ETHUSD |
|---|---|---|
| Best Day | 4.74% | 12.3% |
| Worst Day | -3.51% | -14.0% |
| Best Week | 11.17% | 27.26% |
| Worst Week | -9.32% | -20.52% |
| Best Month | 22.72% | 48.75% |
| Worst Month | -9.74% | -32.24% |
| Best Year | 51.29% | -4.37% |
| Worst Year | 1.94% | -12.05% |
| Avg. Up Day | 1.15% | 1.17% |
| Avg. Down Day | -0.79% | -0.94% |
| Avg. Up Week | 4.4% | 8.03% |
| Avg. Down Week | -5.89% | -6.58% |
| Avg. Up Month | 9.72% | 29.6% |
| Avg. Down Month | -3.05% | -9.12% |
| Win Days % | 47.37% | 50.44% |
| Win Month % | 68.75% | 27.78% |
| Win Week % | 67.86% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |