| Metric | 11881612:ethusd:triple_med_gx:lsma105_145 | 11881612:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 45.54% | 16.06% |
| Max Drawdown | -8.68% | -63.95% |
| Sharpe | 0.93 | 0.26 |
| Sortino | 1.67 | 0.37 |
| Payoff Ratio | 1.45 | 1.25 |
| Profit Factor | 1.49 | 1.04 |
| Common Sense Ratio | 1.79 | 1.06 |
| CPC Index | 1.02 | 0.66 |
| Tail Ratio | 1.2 | 1.02 |
| Outlier Win Ratio | 49.46 | 2.78 |
| Outlier Loss Ratio | 5.15 | 2.85 |
| Volatility (ann.) | 8.45% | 35.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 4.03 | 0.2 |
| Skew | 2.99 | -0.05 |
| Kurtosis | 36.74 | 8.2 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.37% | 0.94% |
| Expected Yearly % | 20.64% | 7.73% |
| Kelly Criterion | 10.95% | 11.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -3.02% |
| Expected Shortfall (cVaR) | -0.71% | -3.02% |
| Year | 11881612:ETHUSD | 11881612:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 2.88 | -0.24 | + |
| 2025 | 31.97 | 41.46 | 1.30 | + |
| Metric | 11881612:ethusd:triple_med_gx:lsma105_145 | 11881612:ETHUSD |
|---|---|---|
| MTD | -0.11% | 0.07% |
| 3M | 28.34% | 73.76% |
| 6M | 34.11% | 98.28% |
| YTD | 41.46% | 31.97% |
| 1Y | 46.43% | 74.9% |
| 3Y (ann.) | 34.95% | 12.63% |
| 5Y (ann.) | 34.95% | 12.63% |
| Metric | 11881612:ethusd:triple_med_gx:lsma105_145 | 11881612:ETHUSD |
|---|---|---|
| Max Drawdown | -8.68% | -63.95% |
| Longest DD Days | 101.0 | 235.0 |
| Avg. Drawdown | -1.74% | -13.15% |
| Avg. Drawdown Days | 14.0 | 37.0 |
| Recovery Factor | 5.24 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2024-11-30 | -8.68 | 101 |
| 2024-06-09 | 2024-07-26 | -6.28 | 46 |
| 2025-03-20 | 2025-06-02 | -4.75 | 74 |
| 2025-02-14 | 2025-03-19 | -4.32 | 32 |
| 2025-02-13 | 2025-02-14 | -3.45 | 1 |
| 2025-06-04 | 2025-07-06 | -2.84 | 32 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2024-08-18 | 2024-08-20 | -2.54 | 1 |
| 2025-08-31 | 2025-09-01 | -2.04 | 0 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| Metric | 11881612:ethusd:triple_med_gx:lsma105_145 | 11881612:ETHUSD |
|---|---|---|
| Best Day | 4.93% | 12.3% |
| Worst Day | -2.91% | -14.0% |
| Best Week | 16.66% | 27.26% |
| Worst Week | -3.69% | -20.52% |
| Best Month | 18.93% | 48.75% |
| Worst Month | -3.05% | -32.24% |
| Best Year | 41.46% | 31.97% |
| Worst Year | 2.88% | -12.05% |
| Avg. Up Day | 1.13% | 1.16% |
| Avg. Down Day | -0.78% | -0.93% |
| Avg. Up Week | 3.69% | 7.85% |
| Avg. Down Week | -2.41% | -5.17% |
| Avg. Up Month | 7.91% | 38.97% |
| Avg. Down Month | -1.36% | -9.32% |
| Win Days % | 47.3% | 50.85% |
| Win Month % | 56.25% | 37.5% |
| Win Week % | 64.0% | 53.73% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |