| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 122.4% | 5.5% |
| Max Drawdown | -29.37% | -63.95% |
| Sharpe | 0.85 | 0.2 |
| Sortino | 1.27 | 0.29 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.24 | 1.03 |
| Common Sense Ratio | 1.69 | 1.04 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.36 | 1.01 |
| Outlier Win Ratio | 14.64 | 3.38 |
| Outlier Loss Ratio | 4.1 | 3.46 |
| Volatility (ann.) | 19.38% | 34.93% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.69 | 0.06 |
| Skew | 0.26 | -0.05 |
| Kurtosis | 22.55 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.81% | 0.32% |
| Expected Yearly % | 49.13% | 2.71% |
| Kelly Criterion | 8.63% | 6.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -2.99% |
| Expected Shortfall (cVaR) | -1.62% | -2.99% |
| Year | 11996261:ETHUSD | 11996261:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 66.01 | -5.48 | + |
| 2025 | 19.96 | 33.97 | 1.70 | + |
| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261:ETHUSD |
|---|---|---|
| MTD | 7.29% | -3.64% |
| 3M | 35.05% | 27.31% |
| 6M | 38.04% | 151.47% |
| YTD | 33.97% | 19.96% |
| 1Y | 62.78% | 51.97% |
| 3Y (ann.) | 79.02% | 3.98% |
| 5Y (ann.) | 79.02% | 3.98% |
| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261:ETHUSD |
|---|---|---|
| Max Drawdown | -29.37% | -63.95% |
| Longest DD Days | 247.0 | 235.0 |
| Avg. Drawdown | -4.02% | -14.14% |
| Avg. Drawdown Days | 17.0 | 41.0 |
| Recovery Factor | 4.17 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-08-09 | -29.37 | 247 |
| 2024-06-12 | 2024-07-15 | -9.93 | 33 |
| 2025-09-03 | 2025-10-03 | -9.06 | 30 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-10-12 | -6.12 | 28 |
| 2025-10-07 | 2025-10-15 | -5.83 | 8 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| Metric | 11996261:ethusd:triple_med_gx:lsma105_145 | 11996261: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 | 34.8% | 48.75% |
| Worst Month | -9.33% | -32.24% |
| Best Year | 66.01% | 19.96% |
| Worst Year | 33.97% | -12.05% |
| Avg. Up Day | 1.2% | 1.2% |
| Avg. Down Day | -1.05% | -1.07% |
| Avg. Up Week | 6.7% | 7.82% |
| Avg. Down Week | -3.89% | -6.43% |
| Avg. Up Month | 20.16% | 29.6% |
| Avg. Down Month | -5.55% | -7.71% |
| Win Days % | 51.33% | 50.42% |
| Win Month % | 58.82% | 29.41% |
| Win Week % | 52.17% | 52.05% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |