| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 102.87% | -15.9% |
| Max Drawdown | -15.41% | -63.76% |
| Sharpe | 1.68 | 0.2 |
| Sortino | 2.95 | 0.28 |
| Payoff Ratio | 1.34 | 1.01 |
| Profit Factor | 1.67 | 1.03 |
| Common Sense Ratio | 3.31 | 1.13 |
| CPC Index | 1.25 | 0.53 |
| Tail Ratio | 1.98 | 1.1 |
| Outlier Win Ratio | 20.96 | 3.34 |
| Outlier Loss Ratio | 4.11 | 3.0 |
| Volatility (ann.) | 31.61% | 72.0% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.03 | -0.18 |
| Skew | 1.49 | -0.44 |
| Kurtosis | 15.2 | 4.63 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 4.01% | -0.96% |
| Expected Yearly % | 42.43% | -8.29% |
| Kelly Criterion | 23.17% | 1.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -6.16% |
| Expected Shortfall (cVaR) | -2.58% | -6.16% |
| Year | 11996215:ETHUSD | 11996215:ethusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 39.96 | -3.38 | + |
| 2025 | -4.63 | 44.95 | -9.71 | + |
| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| MTD | -3.72% | -17.27% |
| 3M | -0.38% | -28.03% |
| 6M | 25.08% | 28.37% |
| YTD | 44.95% | -4.63% |
| 1Y | 30.82% | 1.69% |
| 3Y (ann.) | 62.18% | -11.16% |
| 5Y (ann.) | 62.18% | -11.16% |
| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| Max Drawdown | -15.41% | -63.76% |
| Longest DD Days | 119.0 | 234.0 |
| Avg. Drawdown | -5.22% | -22.9% |
| Avg. Drawdown Days | 25.0 | 74.0 |
| Recovery Factor | 6.68 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-12 | 2025-06-11 | -15.41 | 119 |
| 2024-12-19 | 2025-02-04 | -14.66 | 47 |
| 2025-06-18 | 2025-08-08 | -12.92 | 51 |
| 2025-10-14 | 2025-11-17 | -8.62 | 34 |
| 2025-09-22 | 2025-10-13 | -6.51 | 21 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-08-10 | 2024-09-08 | -2.65 | 29 |
| 2025-09-01 | 2025-09-11 | -2.45 | 10 |
| 2024-09-13 | 2024-10-13 | -2.31 | 30 |
| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 19.08% | 22.2% |
| Worst Week | -14.13% | -22.77% |
| Best Month | 19.41% | 54.15% |
| Worst Month | -12.6% | -34.4% |
| Best Year | 44.95% | -4.63% |
| Worst Year | 39.96% | -11.81% |
| Avg. Up Day | 2.58% | 2.81% |
| Avg. Down Day | -1.93% | -2.78% |
| Avg. Up Week | 6.43% | 6.45% |
| Avg. Down Week | -4.7% | -7.41% |
| Avg. Up Month | 12.73% | 15.01% |
| Avg. Down Month | -6.4% | -9.98% |
| Win Days % | 56.03% | 50.56% |
| Win Month % | 64.71% | 33.33% |
| Win Week % | 60.53% | 51.28% |
| Win Quarter % | 100.0% | 42.86% |
| Win Year % | 100.0% | 0.0% |