| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 102.87% | -15.9% |
| Max Drawdown | -20.22% | -63.95% |
| Sharpe | 0.78 | 0.09 |
| Sortino | 1.19 | 0.13 |
| Payoff Ratio | 1.21 | 1.08 |
| Profit Factor | 1.3 | 1.01 |
| Common Sense Ratio | 2.04 | 0.97 |
| CPC Index | 0.8 | 0.55 |
| Tail Ratio | 1.57 | 0.95 |
| Outlier Win Ratio | 21.18 | 3.17 |
| Outlier Loss Ratio | 3.61 | 3.3 |
| Volatility (ann.) | 17.41% | 34.91% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.07 | -0.17 |
| Skew | 0.6 | -0.08 |
| Kurtosis | 36.32 | 7.74 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.01% | -0.96% |
| Expected Yearly % | 42.43% | -8.29% |
| Kelly Criterion | 10.43% | 4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -3.0% |
| Expected Shortfall (cVaR) | -1.46% | -3.0% |
| Year | 11996215:ETHUSD | 11996215:ethusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 41.78 | -3.47 | + |
| 2025 | -4.37 | 43.09 | -9.86 | + |
| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| MTD | -3.72% | -17.21% |
| 3M | -0.38% | -28.03% |
| 6M | 25.08% | 28.61% |
| YTD | 43.09% | -4.37% |
| 1Y | 30.82% | 1.62% |
| 3Y (ann.) | 62.18% | -11.16% |
| 5Y (ann.) | 62.18% | -11.16% |
| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| Max Drawdown | -20.22% | -63.95% |
| Longest DD Days | 117.0 | 235.0 |
| Avg. Drawdown | -4.51% | -15.28% |
| Avg. Drawdown Days | 15.0 | 44.0 |
| Recovery Factor | 5.09 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-02-03 | -20.22 | 47 |
| 2025-02-13 | 2025-06-10 | -17.91 | 117 |
| 2025-06-17 | 2025-08-07 | -15.03 | 51 |
| 2025-10-14 | 2025-11-17 | -11.33 | 34 |
| 2025-09-03 | 2025-10-12 | -8.42 | 38 |
| 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 | -4.87 | 33 |
| 2025-02-11 | 2025-02-12 | -4.26 | 1 |
| Metric | 11996215:ethusd:triple_med_gx:lsma30_145 | 11996215:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.08% | 27.26% |
| Worst Week | -13.38% | -20.52% |
| Best Month | 19.41% | 48.75% |
| Worst Month | -12.6% | -32.24% |
| Best Year | 43.09% | -4.37% |
| Worst Year | 41.78% | -12.05% |
| Avg. Up Day | 1.4% | 1.4% |
| Avg. Down Day | -1.16% | -1.3% |
| Avg. Up Week | 5.52% | 6.66% |
| Avg. Down Week | -4.39% | -7.12% |
| Avg. Up Month | 14.56% | 23.22% |
| Avg. Down Month | -6.35% | -11.46% |
| Win Days % | 51.03% | 50.44% |
| Win Month % | 64.71% | 27.78% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 100.0% | 42.86% |
| Win Year % | 100.0% | 0.0% |