| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 107.72% | 8.6% |
| Max Drawdown | -33.61% | -63.76% |
| Sharpe | 1.66 | 0.45 |
| Sortino | 2.68 | 0.63 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.49 | 1.07 |
| Common Sense Ratio | 2.25 | 1.18 |
| CPC Index | 0.94 | 0.59 |
| Tail Ratio | 1.51 | 1.1 |
| Outlier Win Ratio | 14.58 | 3.32 |
| Outlier Loss Ratio | 3.79 | 3.06 |
| Volatility (ann.) | 35.86% | 72.4% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.09 | 0.1 |
| Skew | 0.69 | -0.47 |
| Kurtosis | 9.43 | 4.82 |
| Expected Daily % | 0.15% | 0.02% |
| Expected Monthly % | 4.39% | 0.49% |
| Expected Yearly % | 44.12% | 4.21% |
| Kelly Criterion | 19.52% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.92% | -6.14% |
| Expected Shortfall (cVaR) | -2.92% | -6.14% |
| Year | 11996245:ETHUSD | 11996245:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 60.71 | -5.14 | + |
| 2025 | 23.15 | 29.25 | 1.26 | + |
| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245:ETHUSD |
|---|---|---|
| MTD | 6.75% | -1.77% |
| 3M | 49.31% | 35.26% |
| 6M | 30.45% | 153.25% |
| YTD | 29.25% | 23.15% |
| 1Y | 62.08% | 62.28% |
| 3Y (ann.) | 70.33% | 6.2% |
| 5Y (ann.) | 70.33% | 6.2% |
| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245:ETHUSD |
|---|---|---|
| Max Drawdown | -33.61% | -63.76% |
| Longest DD Days | 201.0 | 234.0 |
| Avg. Drawdown | -5.76% | -21.06% |
| Avg. Drawdown Days | 23.0 | 69.0 |
| Recovery Factor | 3.2 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-08-14 | -33.61 | 201 |
| 2024-12-19 | 2025-01-24 | -14.66 | 36 |
| 2024-06-21 | 2024-07-16 | -7.82 | 25 |
| 2024-09-16 | 2024-10-14 | -5.29 | 28 |
| 2025-10-08 | 2025-10-15 | -5.20 | 7 |
| 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 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2025-09-01 | 2025-09-12 | -2.45 | 11 |
| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245: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 | 35.66% | 54.15% |
| Worst Month | -13.73% | -34.4% |
| Best Year | 60.71% | 23.15% |
| Worst Year | 29.25% | -11.81% |
| Avg. Up Day | 2.28% | 2.33% |
| Avg. Down Day | -2.1% | -2.18% |
| Avg. Up Week | 7.45% | 7.68% |
| Avg. Down Week | -4.12% | -5.95% |
| Avg. Up Month | 15.83% | 22.83% |
| Avg. Down Month | -9.17% | -9.07% |
| Win Days % | 58.12% | 51.5% |
| Win Month % | 70.59% | 35.29% |
| Win Week % | 53.33% | 53.42% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |