| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 107.72% | 5.5% |
| Max Drawdown | -35.23% | -63.95% |
| Sharpe | 0.79 | 0.2 |
| Sortino | 1.17 | 0.29 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.23 | 1.03 |
| Common Sense Ratio | 1.67 | 1.04 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | 1.35 | 1.01 |
| Outlier Win Ratio | 15.26 | 3.31 |
| Outlier Loss Ratio | 4.01 | 3.46 |
| Volatility (ann.) | 19.03% | 34.93% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.0 | 0.06 |
| Skew | 0.18 | -0.05 |
| Kurtosis | 24.13 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.39% | 0.32% |
| Expected Yearly % | 44.12% | 2.71% |
| Kelly Criterion | 8.61% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.99% |
| Expected Shortfall (cVaR) | -1.6% | -2.99% |
| Year | 11996245:ETHUSD | 11996245:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 60.28 | -5.00 | + |
| 2025 | 19.96 | 29.60 | 1.48 | + |
| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245:ETHUSD |
|---|---|---|
| MTD | 7.79% | -3.64% |
| 3M | 49.31% | 27.31% |
| 6M | 33.34% | 151.47% |
| YTD | 29.6% | 19.96% |
| 1Y | 56.25% | 51.97% |
| 3Y (ann.) | 70.33% | 3.98% |
| 5Y (ann.) | 70.33% | 3.98% |
| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245:ETHUSD |
|---|---|---|
| Max Drawdown | -35.23% | -63.95% |
| Longest DD Days | 201.0 | 235.0 |
| Avg. Drawdown | -4.13% | -14.14% |
| Avg. Drawdown Days | 12.0 | 41.0 |
| Recovery Factor | 3.06 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-08-13 | -35.23 | 201 |
| 2024-12-18 | 2025-01-24 | -20.22 | 36 |
| 2024-06-12 | 2024-07-15 | -9.31 | 33 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-09-14 | 2024-10-14 | -7.17 | 30 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2025-10-07 | 2025-10-15 | -5.20 | 8 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| 2025-09-13 | 2025-10-01 | -3.01 | 18 |
| Metric | 11996245:ethusd:triple_med_gx:lsma95_145 | 11996245: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 | 35.66% | 48.75% |
| Worst Month | -13.73% | -32.24% |
| Best Year | 60.28% | 19.96% |
| Worst Year | 29.6% | -12.05% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -1.07% | -1.1% |
| Avg. Up Week | 7.31% | 8.22% |
| Avg. Down Week | -4.27% | -5.75% |
| Avg. Up Month | 17.93% | 29.6% |
| Avg. Down Month | -9.53% | -9.93% |
| Win Days % | 51.83% | 50.42% |
| Win Month % | 70.59% | 29.41% |
| Win Week % | 54.55% | 52.05% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |