| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 109.37% | -11.0% |
| Max Drawdown | -28.84% | -63.95% |
| Sharpe | 0.7 | 0.12 |
| Sortino | 1.01 | 0.17 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.19 | 1.02 |
| Common Sense Ratio | 1.52 | 0.97 |
| CPC Index | 0.67 | 0.55 |
| Tail Ratio | 1.28 | 0.95 |
| Outlier Win Ratio | 14.23 | 3.43 |
| Outlier Loss Ratio | 4.11 | 3.61 |
| Volatility (ann.) | 20.09% | 35.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.16 | -0.11 |
| Skew | -0.24 | -0.05 |
| Kurtosis | 18.85 | 7.44 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.97% | -0.61% |
| Expected Yearly % | 44.7% | -5.66% |
| Kelly Criterion | 7.42% | 4.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.02% |
| Expected Shortfall (cVaR) | -1.69% | -3.02% |
| Year | 11985551:ETHUSD | 11985551:ethusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 58.95 | -4.89 | + |
| 2025 | 1.20 | 31.72 | 26.47 | + |
| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -10.97% | -21.8% |
| 6M | 9.14% | 19.68% |
| YTD | 31.72% | 1.2% |
| 1Y | 14.16% | -9.25% |
| 3Y (ann.) | 62.29% | -7.35% |
| 5Y (ann.) | 62.29% | -7.35% |
| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| Max Drawdown | -28.84% | -63.95% |
| Longest DD Days | 93.0 | 235.0 |
| Avg. Drawdown | -4.97% | -15.95% |
| Avg. Drawdown Days | 14.0 | 46.0 |
| Recovery Factor | 3.79 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -28.84 | 44 |
| 2024-12-18 | 2025-02-11 | -20.15 | 54 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2025-06-10 | 2025-07-03 | -14.91 | 22 |
| 2024-08-14 | 2024-09-19 | -9.88 | 36 |
| 2025-08-14 | 2025-10-05 | -9.27 | 52 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2025-10-07 | 2025-10-27 | -8.01 | 19 |
| 2024-07-16 | 2024-08-08 | -7.26 | 23 |
| 2025-02-14 | 2025-03-08 | -5.63 | 21 |
| Metric | 11985551:ethusd:triple_med_gx:lsma105_135 | 11985551:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.24% | 27.26% |
| Worst Week | -11.14% | -20.52% |
| Best Month | 26.86% | 48.75% |
| Worst Month | -14.25% | -32.24% |
| Best Year | 58.95% | 1.2% |
| Worst Year | 31.72% | -12.05% |
| Avg. Up Day | 1.2% | 1.2% |
| Avg. Down Day | -1.1% | -1.13% |
| Avg. Up Week | 6.35% | 6.99% |
| Avg. Down Week | -4.03% | -6.62% |
| Avg. Up Month | 15.02% | 29.6% |
| Avg. Down Month | -5.46% | -13.17% |
| Win Days % | 51.8% | 50.56% |
| Win Month % | 66.67% | 31.58% |
| Win Week % | 54.72% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |