| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 114.54% | -15.9% |
| Max Drawdown | -26.64% | -63.95% |
| Sharpe | 0.76 | 0.09 |
| Sortino | 1.12 | 0.13 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.21 | 1.01 |
| Common Sense Ratio | 1.5 | 0.97 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.24 | 0.95 |
| Outlier Win Ratio | 13.61 | 3.34 |
| Outlier Loss Ratio | 4.11 | 3.44 |
| Volatility (ann.) | 19.87% | 34.91% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.57 | -0.17 |
| Skew | 0.16 | -0.08 |
| Kurtosis | 20.26 | 7.74 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.33% | -0.96% |
| Expected Yearly % | 46.47% | -8.29% |
| Kelly Criterion | 7.09% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.0% |
| Expected Shortfall (cVaR) | -1.67% | -3.0% |
| Year | 11996269:ETHUSD | 11996269:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 74.08 | -6.15 | + |
| 2025 | -4.37 | 23.24 | -5.32 | + |
| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269:ETHUSD |
|---|---|---|
| MTD | -6.91% | -17.21% |
| 3M | -13.03% | -28.03% |
| 6M | 22.18% | 28.61% |
| YTD | 23.24% | -4.37% |
| 1Y | 15.37% | 1.62% |
| 3Y (ann.) | 68.5% | -11.16% |
| 5Y (ann.) | 68.5% | -11.16% |
| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269:ETHUSD |
|---|---|---|
| Max Drawdown | -26.64% | -63.95% |
| Longest DD Days | 243.0 | 235.0 |
| Avg. Drawdown | -4.14% | -15.28% |
| Avg. Drawdown Days | 16.0 | 44.0 |
| Recovery Factor | 4.3 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-07 | -26.64 | 243 |
| 2025-10-07 | 2025-11-17 | -20.01 | 40 |
| 2025-08-14 | 2025-10-06 | -12.57 | 53 |
| 2024-06-12 | 2024-08-05 | -11.96 | 53 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-09 | -6.63 | 26 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-10-09 | 2024-10-12 | -3.31 | 3 |
| Metric | 11996269:ethusd:triple_med_gx:lsma110_145 | 11996269: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 | 33.04% | 48.75% |
| Worst Month | -8.13% | -32.24% |
| Best Year | 74.08% | -4.37% |
| Worst Year | 23.24% | -12.05% |
| Avg. Up Day | 1.23% | 1.24% |
| Avg. Down Day | -1.06% | -1.08% |
| Avg. Up Week | 7.0% | 7.55% |
| Avg. Down Week | -4.24% | -6.71% |
| Avg. Up Month | 19.38% | 29.6% |
| Avg. Down Month | -7.2% | -12.17% |
| Win Days % | 50.06% | 50.44% |
| Win Month % | 66.67% | 27.78% |
| Win Week % | 50.98% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |