| Metric | 11996237:ethusd:triple_med_gx:lsma75_145 | 11996237:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 138.82% | 8.6% |
| Max Drawdown | -16.67% | -63.76% |
| Sharpe | 2.04 | 0.45 |
| Sortino | 3.58 | 0.63 |
| Payoff Ratio | 1.23 | 1.1 |
| Profit Factor | 1.72 | 1.07 |
| Common Sense Ratio | 3.19 | 1.18 |
| CPC Index | 1.21 | 0.61 |
| Tail Ratio | 1.85 | 1.1 |
| Outlier Win Ratio | 16.28 | 3.32 |
| Outlier Loss Ratio | 4.11 | 3.03 |
| Volatility (ann.) | 33.81% | 72.4% |
| R^2 | 0.21 | 0.21 |
| Calmar | 5.31 | 0.1 |
| Skew | 1.21 | -0.47 |
| Kurtosis | 11.12 | 4.82 |
| Expected Daily % | 0.17% | 0.02% |
| Expected Monthly % | 5.25% | 0.49% |
| Expected Yearly % | 54.54% | 4.21% |
| Kelly Criterion | 22.21% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.72% | -6.14% |
| Expected Shortfall (cVaR) | -2.72% | -6.14% |
| Year | 11996237:ETHUSD | 11996237:ethusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 43.19 | -3.66 | + |
| 2025 | 23.15 | 66.78 | 2.88 | + |
| Metric | 11996237:ethusd:triple_med_gx:lsma75_145 | 11996237:ETHUSD |
|---|---|---|
| MTD | 7.6% | -1.77% |
| 3M | 45.62% | 35.26% |
| 6M | 41.87% | 153.25% |
| YTD | 66.78% | 23.15% |
| 1Y | 80.09% | 62.28% |
| 3Y (ann.) | 88.56% | 6.2% |
| 5Y (ann.) | 88.56% | 6.2% |
| Metric | 11996237:ethusd:triple_med_gx:lsma75_145 | 11996237:ETHUSD |
|---|---|---|
| Max Drawdown | -16.67% | -63.76% |
| Longest DD Days | 152.0 | 234.0 |
| Avg. Drawdown | -3.82% | -21.06% |
| Avg. Drawdown Days | 19.0 | 69.0 |
| Recovery Factor | 8.33 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-08-08 | -16.67 | 152 |
| 2024-11-09 | 2025-02-04 | -14.93 | 87 |
| 2024-06-21 | 2024-07-15 | -7.61 | 24 |
| 2024-08-15 | 2024-09-10 | -5.00 | 26 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-02-12 | 2025-02-13 | -4.03 | 1 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2025-09-14 | 2025-10-02 | -2.89 | 18 |
| 2025-09-01 | 2025-09-11 | -2.45 | 10 |
| Metric | 11996237:ethusd:triple_med_gx:lsma75_145 | 11996237:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 21.85% | 22.2% |
| Worst Week | -14.13% | -22.77% |
| Best Month | 28.53% | 54.15% |
| Worst Month | -14.06% | -34.4% |
| Best Year | 66.78% | 23.15% |
| Worst Year | 43.19% | -11.81% |
| Avg. Up Day | 2.47% | 2.54% |
| Avg. Down Day | -2.01% | -2.32% |
| Avg. Up Week | 7.41% | 7.2% |
| Avg. Down Week | -4.48% | -5.38% |
| Avg. Up Month | 16.39% | 15.01% |
| Avg. Down Month | -10.66% | -11.96% |
| Win Days % | 57.06% | 51.5% |
| Win Month % | 70.59% | 35.29% |
| Win Week % | 57.5% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |