| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 172.29% | 8.6% |
| Max Drawdown | -14.56% | -63.76% |
| Sharpe | 2.38 | 0.45 |
| Sortino | 4.3 | 0.63 |
| Payoff Ratio | 1.32 | 1.15 |
| Profit Factor | 1.9 | 1.07 |
| Common Sense Ratio | 4.0 | 1.18 |
| CPC Index | 1.43 | 0.63 |
| Tail Ratio | 2.1 | 1.1 |
| Outlier Win Ratio | 16.28 | 3.32 |
| Outlier Loss Ratio | 4.5 | 2.99 |
| Volatility (ann.) | 32.79% | 72.4% |
| R^2 | 0.2 | 0.2 |
| Calmar | 7.38 | 0.1 |
| Skew | 1.2 | -0.47 |
| Kurtosis | 11.07 | 4.82 |
| Expected Daily % | 0.2% | 0.02% |
| Expected Monthly % | 6.07% | 0.49% |
| Expected Yearly % | 65.01% | 4.21% |
| Kelly Criterion | 24.58% | 9.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -6.14% |
| Expected Shortfall (cVaR) | -2.61% | -6.14% |
| Year | 11996397:ETHUSD | 11996397:ethusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 42.90 | -3.63 | + |
| 2025 | 23.15 | 90.55 | 3.91 | + |
| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| MTD | 8.01% | -1.77% |
| 3M | 49.51% | 35.26% |
| 6M | 68.72% | 153.25% |
| YTD | 90.55% | 23.15% |
| 1Y | 117.8% | 62.28% |
| 3Y (ann.) | 107.46% | 6.2% |
| 5Y (ann.) | 107.46% | 6.2% |
| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| Max Drawdown | -14.56% | -63.76% |
| Longest DD Days | 95.0 | 234.0 |
| Avg. Drawdown | -3.77% | -21.06% |
| Avg. Drawdown Days | 14.0 | 69.0 |
| Recovery Factor | 11.83 | 0.13 |
| Ulcer Index | 1.0 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-06-12 | -14.56 | 95 |
| 2025-06-15 | 2025-07-03 | -11.03 | 18 |
| 2024-12-20 | 2025-01-24 | -9.61 | 35 |
| 2024-06-21 | 2024-07-15 | -6.14 | 24 |
| 2024-08-15 | 2024-09-14 | -4.82 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-02-12 | 2025-02-13 | -4.03 | 1 |
| 2025-09-14 | 2025-10-02 | -3.91 | 18 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 20.17% | 22.2% |
| Worst Week | -13.31% | -22.77% |
| Best Month | 30.44% | 54.15% |
| Worst Month | -11.39% | -34.4% |
| Best Year | 90.55% | 23.15% |
| Worst Year | 42.9% | -11.81% |
| Avg. Up Day | 2.52% | 2.63% |
| Avg. Down Day | -1.91% | -2.29% |
| Avg. Up Week | 7.05% | 6.75% |
| Avg. Down Week | -4.17% | -5.36% |
| Avg. Up Month | 13.11% | 22.83% |
| Avg. Down Month | -7.38% | -11.96% |
| Win Days % | 57.06% | 51.5% |
| Win Month % | 76.47% | 35.29% |
| Win Week % | 66.67% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |