| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 109.37% | -12.25% |
| Max Drawdown | -27.3% | -63.76% |
| Sharpe | 1.5 | 0.25 |
| Sortino | 2.35 | 0.34 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 1.41 | 1.04 |
| Common Sense Ratio | 1.69 | 1.15 |
| CPC Index | 0.82 | 0.53 |
| Tail Ratio | 1.19 | 1.1 |
| Outlier Win Ratio | 13.46 | 3.27 |
| Outlier Loss Ratio | 3.82 | 3.01 |
| Volatility (ann.) | 36.62% | 71.96% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.28 | -0.13 |
| Skew | 0.39 | -0.42 |
| Kurtosis | 8.07 | 4.46 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 3.97% | -0.69% |
| Expected Yearly % | 44.7% | -6.32% |
| Kelly Criterion | 15.04% | 1.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.0% | -6.15% |
| Expected Shortfall (cVaR) | -3.0% | -6.15% |
| Year | 11985551:ETHUSD | 11985551:ethusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 59.38 | -5.03 | + |
| 2025 | -0.49 | 31.36 | -63.90 | + |
| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -10.7% | -22.67% |
| 6M | 20.34% | 33.88% |
| YTD | 31.36% | -0.49% |
| 1Y | 14.16% | -15.78% |
| 3Y (ann.) | 62.29% | -8.2% |
| 5Y (ann.) | 62.29% | -8.2% |
| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| Max Drawdown | -27.3% | -63.76% |
| Longest DD Days | 93.0 | 234.0 |
| Avg. Drawdown | -4.92% | -24.2% |
| Avg. Drawdown Days | 17.0 | 77.0 |
| Recovery Factor | 4.01 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-12-10 | -27.30 | 43 |
| 2025-03-10 | 2025-06-11 | -14.40 | 93 |
| 2024-12-18 | 2025-02-11 | -13.71 | 55 |
| 2025-06-18 | 2025-07-03 | -11.59 | 15 |
| 2025-08-15 | 2025-10-04 | -8.44 | 50 |
| 2025-10-08 | 2025-10-27 | -7.44 | 19 |
| 2024-08-15 | 2024-09-20 | -7.33 | 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 |
| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 18.7% | 22.2% |
| Worst Week | -12.71% | -22.77% |
| Best Month | 26.86% | 54.15% |
| Worst Month | -14.48% | -34.4% |
| Best Year | 59.38% | -0.49% |
| Worst Year | 31.36% | -11.81% |
| Avg. Up Day | 2.21% | 2.34% |
| Avg. Down Day | -2.17% | -2.32% |
| Avg. Up Week | 6.56% | 6.87% |
| Avg. Down Week | -3.72% | -6.15% |
| Avg. Up Month | 14.01% | 22.83% |
| Avg. Down Month | -5.66% | -12.85% |
| Win Days % | 57.08% | 50.81% |
| Win Month % | 66.67% | 36.84% |
| Win Week % | 52.94% | 53.09% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |