| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 131.35% | 8.6% |
| Max Drawdown | -18.75% | -63.76% |
| Sharpe | 1.8 | 0.45 |
| Sortino | 2.84 | 0.63 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.51 | 1.07 |
| Common Sense Ratio | 2.28 | 1.18 |
| CPC Index | 0.93 | 0.56 |
| Tail Ratio | 1.51 | 1.1 |
| Outlier Win Ratio | 12.54 | 3.32 |
| Outlier Loss Ratio | 3.99 | 3.06 |
| Volatility (ann.) | 37.83% | 72.4% |
| R^2 | 0.29 | 0.29 |
| Calmar | 4.49 | 0.1 |
| Skew | 0.19 | -0.47 |
| Kurtosis | 8.99 | 4.82 |
| Expected Daily % | 0.17% | 0.02% |
| Expected Monthly % | 5.06% | 0.49% |
| Expected Yearly % | 52.1% | 4.21% |
| Kelly Criterion | 17.69% | 4.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.07% | -6.14% |
| Expected Shortfall (cVaR) | -3.07% | -6.14% |
| Year | 11985548:ETHUSD | 11985548:ethusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 74.56 | -6.31 | + |
| 2025 | 23.15 | 32.53 | 1.41 | + |
| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| MTD | -8.51% | -1.77% |
| 3M | 15.12% | 35.26% |
| 6M | 25.5% | 153.25% |
| YTD | 32.53% | 23.15% |
| 1Y | 84.54% | 62.28% |
| 3Y (ann.) | 84.24% | 6.2% |
| 5Y (ann.) | 84.24% | 6.2% |
| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| Max Drawdown | -18.75% | -63.76% |
| Longest DD Days | 185.0 | 234.0 |
| Avg. Drawdown | -4.89% | -21.06% |
| Avg. Drawdown Days | 20.0 | 69.0 |
| Recovery Factor | 7.0 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-10-15 | -18.75 | 7 |
| 2024-12-08 | 2025-06-11 | -15.89 | 185 |
| 2025-06-18 | 2025-07-03 | -11.59 | 15 |
| 2025-08-15 | 2025-10-04 | -8.79 | 50 |
| 2024-08-15 | 2024-09-20 | -8.40 | 36 |
| 2024-06-21 | 2024-07-15 | -5.95 | 24 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2025-07-04 | 2025-08-05 | -3.22 | 32 |
| Metric | 11985548:ethusd:triple_med_gx:lsma110_135 | 11985548:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -12.36% | -20.65% |
| Best Week | 18.7% | 22.2% |
| Worst Week | -12.71% | -22.77% |
| Best Month | 33.62% | 54.15% |
| Worst Month | -8.51% | -34.4% |
| Best Year | 74.56% | 23.15% |
| Worst Year | 32.53% | -11.81% |
| Avg. Up Day | 2.22% | 2.38% |
| Avg. Down Day | -2.08% | -2.32% |
| Avg. Up Week | 6.85% | 6.71% |
| Avg. Down Week | -3.75% | -6.24% |
| Avg. Up Month | 16.66% | 22.83% |
| Avg. Down Month | -5.03% | -8.76% |
| Win Days % | 57.47% | 51.5% |
| Win Month % | 64.71% | 35.29% |
| Win Week % | 54.17% | 53.42% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |