| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 58.86% | -15.9% |
| Max Drawdown | -10.57% | -63.95% |
| Sharpe | 0.96 | 0.09 |
| Sortino | 1.63 | 0.13 |
| Payoff Ratio | 1.48 | 1.36 |
| Profit Factor | 1.55 | 1.01 |
| Common Sense Ratio | 2.21 | 0.97 |
| CPC Index | 1.13 | 0.7 |
| Tail Ratio | 1.42 | 0.95 |
| Outlier Win Ratio | 49.38 | 2.73 |
| Outlier Loss Ratio | 4.71 | 2.78 |
| Volatility (ann.) | 8.62% | 34.91% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.52 | -0.17 |
| Skew | 1.72 | -0.08 |
| Kurtosis | 48.56 | 7.74 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.6% | -0.96% |
| Expected Yearly % | 26.04% | -8.29% |
| Kelly Criterion | 14.84% | 14.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -3.0% |
| Expected Shortfall (cVaR) | -0.72% | -3.0% |
| Year | 11881726:ETHUSD | 11881726:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -1.18 | 0.10 | + |
| 2025 | -4.37 | 60.75 | -13.90 | + |
| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| MTD | 0.0% | -17.21% |
| 3M | 10.55% | -28.03% |
| 6M | 42.62% | 28.61% |
| YTD | 60.75% | -4.37% |
| 1Y | 69.42% | 1.62% |
| 3Y (ann.) | 37.22% | -11.16% |
| 5Y (ann.) | 37.22% | -11.16% |
| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| Max Drawdown | -10.57% | -63.95% |
| Longest DD Days | 137.0 | 235.0 |
| Avg. Drawdown | -2.27% | -15.28% |
| Avg. Drawdown Days | 17.0 | 44.0 |
| Recovery Factor | 5.57 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-01-04 | -10.57 | 137 |
| 2025-06-04 | 2025-07-09 | -8.35 | 35 |
| 2024-06-10 | 2024-07-26 | -6.18 | 45 |
| 2025-03-20 | 2025-05-01 | -4.46 | 42 |
| 2025-02-14 | 2025-03-19 | -4.30 | 32 |
| 2025-02-13 | 2025-02-14 | -3.45 | 1 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2024-08-18 | 2024-08-20 | -2.54 | 1 |
| 2025-06-01 | 2025-06-02 | -2.29 | 0 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| Metric | 11881726:ethusd:triple_med_gx:lsma105_145 | 11881726:ETHUSD |
|---|---|---|
| Best Day | 4.93% | 12.3% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 16.66% | 27.26% |
| Worst Week | -6.73% | -20.52% |
| Best Month | 25.1% | 48.75% |
| Worst Month | -6.47% | -32.24% |
| Best Year | 60.75% | -4.37% |
| Worst Year | -1.18% | -12.05% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -0.78% | -0.87% |
| Avg. Up Week | 4.37% | 7.95% |
| Avg. Down Week | -2.98% | -4.41% |
| Avg. Up Month | 9.21% | 31.88% |
| Avg. Down Month | -2.04% | -13.17% |
| Win Days % | 49.16% | 50.44% |
| Win Month % | 62.5% | 27.78% |
| Win Week % | 65.38% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 50.0% | 0.0% |