| Metric | 11881602:ethusd:triple_med_gx:lsma95_145 | 11881602:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 39.44% | 16.06% |
| Max Drawdown | -16.73% | -63.95% |
| Sharpe | 0.71 | 0.26 |
| Sortino | 1.19 | 0.37 |
| Payoff Ratio | 1.34 | 1.21 |
| Profit Factor | 1.31 | 1.04 |
| Common Sense Ratio | 2.02 | 1.06 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 1.55 | 1.02 |
| Outlier Win Ratio | 39.67 | 2.92 |
| Outlier Loss Ratio | 4.82 | 2.95 |
| Volatility (ann.) | 9.99% | 35.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.82 | 0.2 |
| Skew | 1.99 | -0.05 |
| Kurtosis | 26.89 | 8.2 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.1% | 0.94% |
| Expected Yearly % | 18.09% | 7.73% |
| Kelly Criterion | 7.1% | 10.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -3.02% |
| Expected Shortfall (cVaR) | -0.84% | -3.02% |
| Year | 11881602:ETHUSD | 11881602:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.41 | 0.70 | + |
| 2025 | 31.97 | 52.24 | 1.63 | + |
| Metric | 11881602:ethusd:triple_med_gx:lsma95_145 | 11881602:ETHUSD |
|---|---|---|
| MTD | -0.11% | 0.07% |
| 3M | 40.18% | 73.76% |
| 6M | 42.61% | 98.28% |
| YTD | 52.24% | 31.97% |
| 1Y | 62.88% | 74.9% |
| 3Y (ann.) | 30.42% | 12.63% |
| 5Y (ann.) | 30.42% | 12.63% |
| Metric | 11881602:ethusd:triple_med_gx:lsma95_145 | 11881602:ETHUSD |
|---|---|---|
| Max Drawdown | -16.73% | -63.95% |
| Longest DD Days | 285.0 | 235.0 |
| Avg. Drawdown | -2.53% | -13.15% |
| Avg. Drawdown Days | 22.0 | 37.0 |
| Recovery Factor | 2.36 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-19 | -16.73 | 285 |
| 2025-05-29 | 2025-07-02 | -8.89 | 34 |
| 2025-03-20 | 2025-04-26 | -4.46 | 37 |
| 2025-04-29 | 2025-05-29 | -2.98 | 29 |
| 2025-07-03 | 2025-07-08 | -2.95 | 5 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2025-04-27 | 2025-04-29 | -2.75 | 2 |
| 2025-08-31 | 2025-09-01 | -2.04 | 0 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2025-07-12 | 2025-08-06 | -0.80 | 25 |
| Metric | 11881602:ethusd:triple_med_gx:lsma95_145 | 11881602:ETHUSD |
|---|---|---|
| Best Day | 4.93% | 12.3% |
| Worst Day | -3.33% | -14.0% |
| Best Week | 13.96% | 27.26% |
| Worst Week | -10.78% | -20.52% |
| Best Month | 26.76% | 48.75% |
| Worst Month | -9.08% | -32.24% |
| Best Year | 52.24% | 31.97% |
| Worst Year | -8.41% | -12.05% |
| Avg. Up Day | 1.12% | 1.14% |
| Avg. Down Day | -0.83% | -0.94% |
| Avg. Up Week | 4.53% | 7.7% |
| Avg. Down Week | -4.37% | -6.0% |
| Avg. Up Month | 11.48% | 29.6% |
| Avg. Down Month | -3.38% | -13.86% |
| Win Days % | 46.74% | 50.85% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 65.38% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |