| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269:ETHUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 114.54% | -15.9% |
| Max Drawdown | -24.34% | -63.76% |
| Sharpe | 1.56 | 0.2 |
| Sortino | 2.48 | 0.28 |
| Payoff Ratio | 1.09 | 1.15 |
| Profit Factor | 1.43 | 1.03 |
| Common Sense Ratio | 2.21 | 1.13 |
| CPC Index | 0.88 | 0.6 |
| Tail Ratio | 1.54 | 1.1 |
| Outlier Win Ratio | 13.12 | 3.36 |
| Outlier Loss Ratio | 3.82 | 3.06 |
| Volatility (ann.) | 38.06% | 72.0% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.81 | -0.18 |
| Skew | 0.51 | -0.44 |
| Kurtosis | 8.37 | 4.63 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.33% | -0.96% |
| Expected Yearly % | 46.47% | -8.29% |
| Kelly Criterion | 16.88% | 7.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.11% | -6.16% |
| Expected Shortfall (cVaR) | -3.11% | -6.16% |
| Year | 11996269:ETHUSD | 11996269:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 74.55 | -6.31 | + |
| 2025 | -4.63 | 22.91 | -4.95 | + |
| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269:ETHUSD |
|---|---|---|
| MTD | -6.91% | -17.27% |
| 3M | -13.03% | -28.03% |
| 6M | 22.18% | 28.37% |
| YTD | 22.91% | -4.63% |
| 1Y | 15.37% | 1.69% |
| 3Y (ann.) | 68.5% | -11.16% |
| 5Y (ann.) | 68.5% | -11.16% |
| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269:ETHUSD |
|---|---|---|
| Max Drawdown | -24.34% | -63.76% |
| Longest DD Days | 232.0 | 234.0 |
| Avg. Drawdown | -5.19% | -22.9% |
| Avg. Drawdown Days | 25.0 | 74.0 |
| Recovery Factor | 4.71 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-08 | -24.34 | 232 |
| 2025-10-08 | 2025-11-17 | -17.45 | 40 |
| 2025-08-15 | 2025-10-07 | -11.33 | 53 |
| 2024-06-21 | 2024-08-06 | -10.51 | 46 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-10 | -4.70 | 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 | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 21.85% | 22.2% |
| Worst Week | -14.13% | -22.77% |
| Best Month | 33.04% | 54.15% |
| Worst Month | -8.13% | -34.4% |
| Best Year | 74.55% | -4.63% |
| Worst Year | 22.91% | -11.81% |
| Avg. Up Day | 2.33% | 2.41% |
| Avg. Down Day | -2.13% | -2.11% |
| Avg. Up Week | 7.07% | 6.68% |
| Avg. Down Week | -4.13% | -5.69% |
| Avg. Up Month | 21.2% | 15.01% |
| Avg. Down Month | -6.18% | -10.35% |
| Win Days % | 56.64% | 50.56% |
| Win Month % | 55.56% | 33.33% |
| Win Week % | 52.94% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |