| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 23.1% | -15.9% |
| Max Drawdown | -24.3% | -63.76% |
| Sharpe | 0.73 | 0.2 |
| Sortino | 1.06 | 0.28 |
| Payoff Ratio | 1.02 | 1.08 |
| Profit Factor | 1.24 | 1.03 |
| Common Sense Ratio | 1.52 | 1.13 |
| CPC Index | 0.68 | 0.56 |
| Tail Ratio | 1.23 | 1.1 |
| Outlier Win Ratio | 25.86 | 2.69 |
| Outlier Loss Ratio | 3.9 | 2.7 |
| Volatility (ann.) | 23.14% | 72.0% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.63 | -0.18 |
| Skew | -0.28 | -0.44 |
| Kurtosis | 17.5 | 4.63 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 1.16% | -0.96% |
| Expected Yearly % | 10.95% | -8.29% |
| Kelly Criterion | 9.34% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -6.16% |
| Expected Shortfall (cVaR) | -1.95% | -6.16% |
| Year | 11893513:ETHUSD | 11893513:ethusd:triple_med_gx:lsma105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 24.37 | -2.06 | + |
| 2025 | -4.63 | -1.02 | 0.22 | + |
| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| MTD | -11.64% | -17.27% |
| 3M | -19.18% | -28.03% |
| 6M | -10.61% | 28.37% |
| YTD | -1.02% | -4.63% |
| 1Y | -1.79% | 1.69% |
| 3Y (ann.) | 15.26% | -11.16% |
| 5Y (ann.) | 15.26% | -11.16% |
| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| Max Drawdown | -24.3% | -63.76% |
| Longest DD Days | 94.0 | 234.0 |
| Avg. Drawdown | -4.42% | -22.9% |
| Avg. Drawdown Days | 26.0 | 74.0 |
| Recovery Factor | 0.95 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-15 | 2025-11-17 | -24.30 | 94 |
| 2025-01-23 | 2025-03-20 | -8.92 | 56 |
| 2024-06-21 | 2024-07-15 | -7.46 | 24 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-11-11 | 2025-01-03 | -5.03 | 53 |
| 2024-08-15 | 2024-09-15 | -4.70 | 31 |
| 2025-04-16 | 2025-06-30 | -4.24 | 75 |
| 2025-07-04 | 2025-08-11 | -3.04 | 38 |
| 2025-07-01 | 2025-07-03 | -2.35 | 2 |
| 2025-01-20 | 2025-01-22 | -2.30 | 2 |
| Metric | 11893513:ethusd:triple_med_gx:lsma105_30 | 11893513:ETHUSD |
|---|---|---|
| Best Day | 8.09% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 10.77% | 22.2% |
| Worst Week | -10.87% | -22.77% |
| Best Month | 12.73% | 54.15% |
| Worst Month | -11.64% | -34.4% |
| Best Year | 24.37% | -4.63% |
| Worst Year | -1.02% | -11.81% |
| Avg. Up Day | 1.98% | 2.2% |
| Avg. Down Day | -1.95% | -2.03% |
| Avg. Up Week | 4.46% | 7.47% |
| Avg. Down Week | -3.26% | -4.43% |
| Avg. Up Month | 4.37% | 22.83% |
| Avg. Down Month | -5.2% | -8.74% |
| Win Days % | 54.33% | 50.56% |
| Win Month % | 64.71% | 33.33% |
| Win Week % | 51.35% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 50.0% | 0.0% |