| Metric | 11881721:ethusd:triple_med_gx:lsma95_145 | 11881721:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 47.08% | 16.06% |
| Max Drawdown | -16.87% | -63.95% |
| Sharpe | 0.76 | 0.26 |
| Sortino | 1.23 | 0.37 |
| Payoff Ratio | 1.3 | 1.22 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 2.2 | 1.06 |
| CPC Index | 0.83 | 0.65 |
| Tail Ratio | 1.67 | 1.02 |
| Outlier Win Ratio | 36.65 | 3.06 |
| Outlier Loss Ratio | 4.59 | 2.96 |
| Volatility (ann.) | 10.85% | 35.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.14 | 0.2 |
| Skew | 1.25 | -0.05 |
| Kurtosis | 28.2 | 8.2 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.44% | 0.94% |
| Expected Yearly % | 21.28% | 7.73% |
| Kelly Criterion | 8.56% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.02% |
| Expected Shortfall (cVaR) | -0.91% | -3.02% |
| Year | 11881721:ETHUSD | 11881721:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -4.82 | 0.40 | + |
| 2025 | 31.97 | 54.52 | 1.71 | + |
| Metric | 11881721:ethusd:triple_med_gx:lsma95_145 | 11881721:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 41.37% | 73.76% |
| 6M | 46.94% | 98.28% |
| YTD | 54.52% | 31.97% |
| 1Y | 75.0% | 74.9% |
| 3Y (ann.) | 36.09% | 12.63% |
| 5Y (ann.) | 36.09% | 12.63% |
| Metric | 11881721:ethusd:triple_med_gx:lsma95_145 | 11881721:ETHUSD |
|---|---|---|
| Max Drawdown | -16.87% | -63.95% |
| Longest DD Days | 211.0 | 235.0 |
| Avg. Drawdown | -2.86% | -13.15% |
| Avg. Drawdown Days | 20.0 | 37.0 |
| Recovery Factor | 2.79 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-01-04 | -16.87 | 211 |
| 2025-05-29 | 2025-07-09 | -11.55 | 41 |
| 2025-03-20 | 2025-04-26 | -4.46 | 37 |
| 2025-04-29 | 2025-05-01 | -2.98 | 1 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2025-03-17 | 2025-03-18 | -2.79 | 1 |
| 2025-04-27 | 2025-04-29 | -2.75 | 2 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2025-02-15 | 2025-03-17 | -1.68 | 30 |
| 2025-07-11 | 2025-08-06 | -1.50 | 26 |
| Metric | 11881721:ethusd:triple_med_gx:lsma95_145 | 11881721:ETHUSD |
|---|---|---|
| Best Day | 4.99% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 14.18% | 27.26% |
| Worst Week | -11.05% | -20.52% |
| Best Month | 29.26% | 48.75% |
| Worst Month | -10.73% | -32.24% |
| Best Year | 54.52% | 31.97% |
| Worst Year | -4.82% | -12.05% |
| Avg. Up Day | 1.12% | 1.14% |
| Avg. Down Day | -0.86% | -0.93% |
| Avg. Up Week | 5.59% | 7.7% |
| Avg. Down Week | -4.3% | -5.36% |
| Avg. Up Month | 15.45% | 29.6% |
| Avg. Down Month | -3.74% | -12.12% |
| Win Days % | 48.26% | 50.85% |
| Win Month % | 46.67% | 37.5% |
| Win Week % | 64.0% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |