| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 122.4% | 8.6% |
| Max Drawdown | -26.91% | -63.76% |
| Sharpe | 1.76 | 0.45 |
| Sortino | 2.85 | 0.63 |
| Payoff Ratio | 1.11 | 1.13 |
| Profit Factor | 1.52 | 1.07 |
| Common Sense Ratio | 2.47 | 1.18 |
| CPC Index | 0.96 | 0.62 |
| Tail Ratio | 1.63 | 1.1 |
| Outlier Win Ratio | 13.98 | 3.44 |
| Outlier Loss Ratio | 4.01 | 3.08 |
| Volatility (ann.) | 36.92% | 72.4% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.94 | 0.1 |
| Skew | 0.67 | -0.47 |
| Kurtosis | 8.94 | 4.82 |
| Expected Daily % | 0.16% | 0.02% |
| Expected Monthly % | 4.81% | 0.49% |
| Expected Yearly % | 49.13% | 4.21% |
| Kelly Criterion | 18.64% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.0% | -6.14% |
| Expected Shortfall (cVaR) | -3.0% | -6.14% |
| Year | 11996261:ETHUSD | 11996261:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 66.46 | -5.63 | + |
| 2025 | 23.15 | 33.60 | 1.45 | + |
| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261:ETHUSD |
|---|---|---|
| MTD | 6.26% | -1.77% |
| 3M | 35.05% | 35.26% |
| 6M | 35.05% | 153.25% |
| YTD | 33.6% | 23.15% |
| 1Y | 68.86% | 62.28% |
| 3Y (ann.) | 79.02% | 6.2% |
| 5Y (ann.) | 79.02% | 6.2% |
| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261:ETHUSD |
|---|---|---|
| Max Drawdown | -26.91% | -63.76% |
| Longest DD Days | 245.0 | 234.0 |
| Avg. Drawdown | -4.55% | -21.06% |
| Avg. Drawdown Days | 23.0 | 69.0 |
| Recovery Factor | 4.55 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-08-09 | -26.91 | 245 |
| 2024-06-21 | 2024-07-16 | -8.45 | 25 |
| 2025-08-15 | 2025-10-03 | -7.06 | 49 |
| 2025-10-08 | 2025-10-15 | -5.83 | 7 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-10 | -4.78 | 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 |
| 2024-10-10 | 2024-10-13 | -1.99 | 3 |
| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.84% | -20.65% |
| Best Week | 21.85% | 22.2% |
| Worst Week | -14.13% | -22.77% |
| Best Month | 34.8% | 54.15% |
| Worst Month | -9.08% | -34.4% |
| Best Year | 66.46% | 23.15% |
| Worst Year | 33.6% | -11.81% |
| Avg. Up Day | 2.28% | 2.37% |
| Avg. Down Day | -2.07% | -2.1% |
| Avg. Up Week | 7.66% | 7.23% |
| Avg. Down Week | -4.11% | -5.55% |
| Avg. Up Month | 17.56% | 22.83% |
| Avg. Down Month | -5.18% | -7.54% |
| Win Days % | 57.28% | 51.5% |
| Win Month % | 58.82% | 35.29% |
| Win Week % | 51.11% | 53.42% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |