| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 113.35% | 8.6% |
| Max Drawdown | -30.78% | -63.76% |
| Sharpe | 1.74 | 0.45 |
| Sortino | 2.89 | 0.63 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.52 | 1.07 |
| Common Sense Ratio | 2.44 | 1.18 |
| CPC Index | 0.98 | 0.59 |
| Tail Ratio | 1.61 | 1.1 |
| Outlier Win Ratio | 14.43 | 3.32 |
| Outlier Loss Ratio | 4.15 | 3.06 |
| Volatility (ann.) | 35.13% | 72.4% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.39 | 0.1 |
| Skew | 0.9 | -0.47 |
| Kurtosis | 9.64 | 4.82 |
| Expected Daily % | 0.15% | 0.02% |
| Expected Monthly % | 4.56% | 0.49% |
| Expected Yearly % | 46.06% | 4.21% |
| Kelly Criterion | 18.88% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.86% | -6.14% |
| Expected Shortfall (cVaR) | -2.86% | -6.14% |
| Year | 11996240:ETHUSD | 11996240:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 64.20 | -5.43 | + |
| 2025 | 23.15 | 29.93 | 1.29 | + |
| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| MTD | 7.04% | -1.77% |
| 3M | 46.3% | 35.26% |
| 6M | 38.73% | 153.25% |
| YTD | 29.93% | 23.15% |
| 1Y | 66.85% | 62.28% |
| 3Y (ann.) | 73.68% | 6.2% |
| 5Y (ann.) | 73.68% | 6.2% |
| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| Max Drawdown | -30.78% | -63.76% |
| Longest DD Days | 237.0 | 234.0 |
| Avg. Drawdown | -5.0% | -21.06% |
| Avg. Drawdown Days | 25.0 | 69.0 |
| Recovery Factor | 3.68 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-13 | -30.78 | 237 |
| 2024-06-21 | 2024-07-16 | -7.72 | 25 |
| 2025-10-08 | 2025-10-15 | -5.83 | 7 |
| 2024-09-16 | 2024-10-14 | -5.29 | 28 |
| 2024-08-15 | 2024-09-10 | -4.71 | 26 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2025-09-01 | 2025-09-13 | -2.45 | 12 |
| 2025-09-14 | 2025-10-02 | -2.00 | 18 |
| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240: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 | 35.16% | 54.15% |
| Worst Month | -15.13% | -34.4% |
| Best Year | 64.2% | 23.15% |
| Worst Year | 29.93% | -11.81% |
| Avg. Up Day | 2.24% | 2.37% |
| Avg. Down Day | -1.97% | -2.22% |
| Avg. Up Week | 7.57% | 7.74% |
| Avg. Down Week | -4.09% | -6.18% |
| Avg. Up Month | 16.7% | 22.83% |
| Avg. Down Month | -7.72% | -9.07% |
| Win Days % | 56.78% | 51.5% |
| Win Month % | 70.59% | 35.29% |
| Win Week % | 52.27% | 53.42% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |