| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 113.35% | 5.5% |
| Max Drawdown | -32.85% | -63.95% |
| Sharpe | 0.83 | 0.2 |
| Sortino | 1.24 | 0.29 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.24 | 1.03 |
| Common Sense Ratio | 1.72 | 1.04 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.38 | 1.01 |
| Outlier Win Ratio | 15.07 | 3.3 |
| Outlier Loss Ratio | 4.14 | 3.44 |
| Volatility (ann.) | 18.81% | 34.93% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.24 | 0.06 |
| Skew | 0.32 | -0.05 |
| Kurtosis | 24.73 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.56% | 0.32% |
| Expected Yearly % | 46.06% | 2.71% |
| Kelly Criterion | 8.95% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.99% |
| Expected Shortfall (cVaR) | -1.58% | -2.99% |
| Year | 11996240:ETHUSD | 11996240:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 63.75 | -5.29 | + |
| 2025 | 19.96 | 30.29 | 1.52 | + |
| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| MTD | 8.09% | -3.64% |
| 3M | 46.3% | 27.31% |
| 6M | 41.81% | 151.47% |
| YTD | 30.29% | 19.96% |
| 1Y | 60.84% | 51.97% |
| 3Y (ann.) | 73.68% | 3.98% |
| 5Y (ann.) | 73.68% | 3.98% |
| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| Max Drawdown | -32.85% | -63.95% |
| Longest DD Days | 250.0 | 235.0 |
| Avg. Drawdown | -3.6% | -14.14% |
| Avg. Drawdown Days | 15.0 | 41.0 |
| Recovery Factor | 3.45 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-08-13 | -32.85 | 250 |
| 2024-06-12 | 2024-07-15 | -9.21 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-10-14 | -6.12 | 30 |
| 2025-10-07 | 2025-10-15 | -5.83 | 8 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 9 |
| 2025-09-13 | 2025-10-01 | -3.01 | 18 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| Metric | 11996240:ethusd:triple_med_gx:lsma100_145 | 11996240:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -13.38% | -20.52% |
| Best Month | 35.16% | 48.75% |
| Worst Month | -15.13% | -32.24% |
| Best Year | 63.75% | 19.96% |
| Worst Year | 30.29% | -12.05% |
| Avg. Up Day | 1.18% | 1.18% |
| Avg. Down Day | -1.02% | -1.06% |
| Avg. Up Week | 6.83% | 8.02% |
| Avg. Down Week | -3.74% | -6.0% |
| Avg. Up Month | 19.07% | 29.6% |
| Avg. Down Month | -8.1% | -9.93% |
| Win Days % | 51.3% | 50.42% |
| Win Month % | 70.59% | 29.41% |
| Win Week % | 51.11% | 52.05% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |