| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 58.86% | -15.9% |
| Max Drawdown | -10.15% | -63.76% |
| Sharpe | 1.89 | 0.2 |
| Sortino | 3.86 | 0.28 |
| Payoff Ratio | 1.76 | 1.45 |
| Profit Factor | 2.31 | 1.03 |
| Common Sense Ratio | 10.82 | 1.13 |
| CPC Index | 2.14 | 0.76 |
| Tail Ratio | 4.69 | 1.1 |
| Outlier Win Ratio | 40.27 | 2.69 |
| Outlier Loss Ratio | 5.73 | 2.24 |
| Volatility (ann.) | 17.52% | 72.0% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.67 | -0.18 |
| Skew | 3.17 | -0.44 |
| Kurtosis | 33.63 | 4.63 |
| Expected Daily % | 0.09% | -0.03% |
| Expected Monthly % | 2.6% | -0.96% |
| Expected Yearly % | 26.04% | -8.29% |
| Kelly Criterion | 25.68% | 16.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -6.16% |
| Expected Shortfall (cVaR) | -1.42% | -6.16% |
| Year | 11881726:ETHUSD | 11881726:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -1.18 | 0.10 | + |
| 2025 | -4.63 | 60.75 | -13.12 | + |
| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| MTD | 0.0% | -17.27% |
| 3M | 10.35% | -28.03% |
| 6M | 42.62% | 28.37% |
| YTD | 60.75% | -4.63% |
| 1Y | 69.42% | 1.69% |
| 3Y (ann.) | 37.22% | -11.16% |
| 5Y (ann.) | 37.22% | -11.16% |
| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| Max Drawdown | -10.15% | -63.76% |
| Longest DD Days | 137.0 | 234.0 |
| Avg. Drawdown | -2.59% | -22.9% |
| Avg. Drawdown Days | 31.0 | 74.0 |
| Recovery Factor | 5.8 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-21 | 2025-01-05 | -10.15 | 137 |
| 2025-06-05 | 2025-07-10 | -6.30 | 35 |
| 2024-06-10 | 2024-07-26 | -5.02 | 46 |
| 2025-03-21 | 2025-05-02 | -2.17 | 42 |
| 2025-10-28 | 2025-11-17 | -1.83 | 20 |
| 2024-07-27 | 2024-08-20 | -1.51 | 24 |
| 2025-07-12 | 2025-08-09 | -1.32 | 28 |
| 2025-06-02 | 2025-06-03 | -1.02 | 1 |
| 2025-02-13 | 2025-03-19 | -0.99 | 34 |
| 2025-08-12 | 2025-08-13 | -0.47 | 1 |
| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| Best Day | 8.09% | 16.74% |
| Worst Day | -5.85% | -20.65% |
| Best Week | 19.25% | 22.2% |
| Worst Week | -7.08% | -22.77% |
| Best Month | 24.81% | 54.15% |
| Worst Month | -6.47% | -34.4% |
| Best Year | 60.75% | -4.63% |
| Worst Year | -1.18% | -11.81% |
| Avg. Up Day | 2.2% | 2.53% |
| Avg. Down Day | -1.25% | -1.74% |
| Avg. Up Week | 4.59% | 6.68% |
| Avg. Down Week | -3.17% | -4.81% |
| Avg. Up Month | 8.85% | 30.56% |
| Avg. Down Month | -1.26% | -17.39% |
| Win Days % | 52.56% | 50.56% |
| Win Month % | 70.59% | 33.33% |
| Win Week % | 68.0% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 50.0% | 0.0% |