| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 87.19% | -15.9% |
| Max Drawdown | -15.71% | -63.76% |
| Sharpe | 1.54 | 0.2 |
| Sortino | 2.64 | 0.28 |
| Payoff Ratio | 1.2 | 0.94 |
| Profit Factor | 1.6 | 1.03 |
| Common Sense Ratio | 2.69 | 1.13 |
| CPC Index | 1.11 | 0.49 |
| Tail Ratio | 1.68 | 1.1 |
| Outlier Win Ratio | 22.06 | 3.34 |
| Outlier Loss Ratio | 3.84 | 3.0 |
| Volatility (ann.) | 30.88% | 72.0% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.41 | -0.18 |
| Skew | 1.46 | -0.44 |
| Kurtosis | 15.98 | 4.63 |
| Expected Daily % | 0.12% | -0.03% |
| Expected Monthly % | 3.54% | -0.96% |
| Expected Yearly % | 36.82% | -8.29% |
| Kelly Criterion | 22.88% | -1.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -6.16% |
| Expected Shortfall (cVaR) | -2.53% | -6.16% |
| Year | 11996206:ETHUSD | 11996206:ethusd:triple_med_gx:lsma25_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 38.64 | -3.27 | + |
| 2025 | -4.63 | 35.02 | -7.56 | + |
| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| MTD | -4.88% | -17.27% |
| 3M | -4.76% | -28.03% |
| 6M | 11.39% | 28.37% |
| YTD | 35.02% | -4.63% |
| 1Y | 22.63% | 1.69% |
| 3Y (ann.) | 53.5% | -11.16% |
| 5Y (ann.) | 53.5% | -11.16% |
| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| Max Drawdown | -15.71% | -63.76% |
| Longest DD Days | 100.0 | 234.0 |
| Avg. Drawdown | -5.29% | -22.9% |
| Avg. Drawdown Days | 24.0 | 74.0 |
| Recovery Factor | 5.55 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-11 | 2025-02-04 | -15.71 | 55 |
| 2025-03-09 | 2025-06-17 | -15.36 | 100 |
| 2025-06-18 | 2025-08-08 | -12.92 | 51 |
| 2025-10-14 | 2025-11-17 | -8.44 | 34 |
| 2025-08-19 | 2025-10-13 | -6.40 | 55 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-02-12 | 2025-02-13 | -4.03 | 1 |
| 2024-06-18 | 2024-06-26 | -3.57 | 8 |
| 2024-08-10 | 2024-09-07 | -2.65 | 28 |
| 2024-10-10 | 2024-10-13 | -1.99 | 3 |
| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 18.09% | 22.2% |
| Worst Week | -14.13% | -22.77% |
| Best Month | 20.14% | 54.15% |
| Worst Month | -12.22% | -34.4% |
| Best Year | 38.64% | -4.63% |
| Worst Year | 35.02% | -11.81% |
| Avg. Up Day | 2.46% | 2.66% |
| Avg. Down Day | -2.06% | -2.83% |
| Avg. Up Week | 5.94% | 6.5% |
| Avg. Down Week | -4.21% | -7.39% |
| Avg. Up Month | 9.61% | 15.01% |
| Avg. Down Month | -6.85% | -12.01% |
| Win Days % | 57.97% | 50.56% |
| Win Month % | 68.75% | 33.33% |
| Win Week % | 57.89% | 51.28% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |