| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 110.56% | -12.25% |
| Max Drawdown | -31.91% | -63.76% |
| Sharpe | 1.47 | 0.25 |
| Sortino | 2.32 | 0.34 |
| Payoff Ratio | 1.08 | 0.92 |
| Profit Factor | 1.39 | 1.04 |
| Common Sense Ratio | 1.71 | 1.15 |
| CPC Index | 0.83 | 0.48 |
| Tail Ratio | 1.23 | 1.1 |
| Outlier Win Ratio | 12.53 | 3.32 |
| Outlier Loss Ratio | 3.96 | 3.04 |
| Volatility (ann.) | 37.95% | 71.96% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.97 | -0.13 |
| Skew | 0.46 | -0.42 |
| Kurtosis | 7.67 | 4.46 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 4.0% | -0.69% |
| Expected Yearly % | 45.11% | -6.32% |
| Kelly Criterion | 14.48% | -2.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.11% | -6.15% |
| Expected Shortfall (cVaR) | -3.11% | -6.15% |
| Year | 11985391:ETHUSD | 11985391:ethusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 66.22 | -5.61 | + |
| 2025 | -0.49 | 26.67 | -54.35 | + |
| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -21.77% | -22.67% |
| 6M | 20.03% | 33.88% |
| YTD | 26.67% | -0.49% |
| 1Y | 8.45% | -15.78% |
| 3Y (ann.) | 62.9% | -8.2% |
| 5Y (ann.) | 62.9% | -8.2% |
| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| Max Drawdown | -31.91% | -63.76% |
| Longest DD Days | 185.0 | 234.0 |
| Avg. Drawdown | -5.25% | -24.2% |
| Avg. Drawdown Days | 23.0 | 77.0 |
| Recovery Factor | 3.47 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-12-10 | -31.91 | 63 |
| 2024-12-08 | 2025-06-11 | -19.06 | 185 |
| 2025-06-19 | 2025-07-03 | -9.38 | 14 |
| 2024-06-11 | 2024-07-16 | -8.90 | 35 |
| 2024-08-15 | 2024-09-20 | -7.96 | 36 |
| 2025-08-15 | 2025-10-02 | -6.17 | 48 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-07-04 | 2025-08-05 | -3.51 | 32 |
| 2024-10-10 | 2024-10-13 | -1.99 | 3 |
| Metric | 11985391:ethusd:triple_med_gx:lsma110_135 | 11985391:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 19.43% | 22.2% |
| Worst Week | -14.0% | -22.77% |
| Best Month | 32.41% | 54.15% |
| Worst Month | -21.93% | -34.4% |
| Best Year | 66.22% | -0.49% |
| Worst Year | 26.67% | -11.81% |
| Avg. Up Day | 2.22% | 2.33% |
| Avg. Down Day | -2.06% | -2.53% |
| Avg. Up Week | 6.66% | 6.32% |
| Avg. Down Week | -3.78% | -6.44% |
| Avg. Up Month | 16.5% | 22.83% |
| Avg. Down Month | -9.7% | -12.85% |
| Win Days % | 55.6% | 50.81% |
| Win Month % | 66.67% | 36.84% |
| Win Week % | 50.0% | 53.09% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |