| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 87.19% | -15.9% |
| Max Drawdown | -21.2% | -63.95% |
| Sharpe | 0.71 | 0.09 |
| Sortino | 1.06 | 0.13 |
| Payoff Ratio | 1.14 | 1.02 |
| Profit Factor | 1.27 | 1.01 |
| Common Sense Ratio | 1.97 | 0.97 |
| CPC Index | 0.75 | 0.52 |
| Tail Ratio | 1.55 | 0.95 |
| Outlier Win Ratio | 21.36 | 3.08 |
| Outlier Loss Ratio | 3.56 | 3.3 |
| Volatility (ann.) | 17.21% | 34.91% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.52 | -0.17 |
| Skew | 0.45 | -0.08 |
| Kurtosis | 38.34 | 7.74 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.54% | -0.96% |
| Expected Yearly % | 36.82% | -8.29% |
| Kelly Criterion | 9.12% | 2.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.0% |
| Expected Shortfall (cVaR) | -1.45% | -3.0% |
| Year | 11996206:ETHUSD | 11996206:ethusd:triple_med_gx:lsma25_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 40.44 | -3.36 | + |
| 2025 | -4.37 | 33.28 | -7.61 | + |
| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| MTD | -4.88% | -17.21% |
| 3M | -4.76% | -28.03% |
| 6M | 11.39% | 28.61% |
| YTD | 33.28% | -4.37% |
| 1Y | 22.63% | 1.62% |
| 3Y (ann.) | 53.5% | -11.16% |
| 5Y (ann.) | 53.5% | -11.16% |
| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| Max Drawdown | -21.2% | -63.95% |
| Longest DD Days | 93.0 | 235.0 |
| Avg. Drawdown | -5.1% | -15.28% |
| Avg. Drawdown Days | 20.0 | 44.0 |
| Recovery Factor | 4.11 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-02-03 | -21.20 | 55 |
| 2025-03-08 | 2025-06-10 | -17.25 | 93 |
| 2025-06-10 | 2025-08-07 | -15.18 | 57 |
| 2025-10-14 | 2025-11-17 | -12.09 | 34 |
| 2025-08-08 | 2025-10-12 | -8.15 | 64 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-02-04 | 2025-02-11 | -6.56 | 7 |
| 2024-06-12 | 2024-06-27 | -6.53 | 14 |
| 2024-09-11 | 2024-10-14 | -4.51 | 33 |
| 2025-02-11 | 2025-02-12 | -4.26 | 1 |
| Metric | 11996206:ethusd:triple_med_gx:lsma25_145 | 11996206:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.09% | 27.26% |
| Worst Week | -13.38% | -20.52% |
| Best Month | 18.09% | 48.75% |
| Worst Month | -12.22% | -32.24% |
| Best Year | 40.44% | -4.37% |
| Worst Year | 33.28% | -12.05% |
| Avg. Up Day | 1.35% | 1.37% |
| Avg. Down Day | -1.19% | -1.33% |
| Avg. Up Week | 5.43% | 6.33% |
| Avg. Down Week | -3.92% | -7.74% |
| Avg. Up Month | 11.62% | 23.22% |
| Avg. Down Month | -6.79% | -12.87% |
| Win Days % | 51.57% | 50.44% |
| Win Month % | 68.75% | 27.78% |
| Win Week % | 56.1% | 50.0% |
| Win Quarter % | 100.0% | 42.86% |
| Win Year % | 100.0% | 0.0% |