| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 172.29% | 5.5% |
| Max Drawdown | -17.99% | -63.95% |
| Sharpe | 1.1 | 0.2 |
| Sortino | 1.7 | 0.29 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.38 | 1.03 |
| Common Sense Ratio | 2.15 | 1.04 |
| CPC Index | 0.87 | 0.58 |
| Tail Ratio | 1.57 | 1.01 |
| Outlier Win Ratio | 17.86 | 3.38 |
| Outlier Loss Ratio | 3.87 | 3.34 |
| Volatility (ann.) | 18.03% | 34.93% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.97 | 0.06 |
| Skew | 0.44 | -0.05 |
| Kurtosis | 28.18 | 8.14 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 6.07% | 0.32% |
| Expected Yearly % | 65.01% | 2.71% |
| Kelly Criterion | 13.39% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.99% |
| Expected Shortfall (cVaR) | -1.5% | -2.99% |
| Year | 11996397:ETHUSD | 11996397:ethusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 42.51 | -3.53 | + |
| 2025 | 19.96 | 91.07 | 4.56 | + |
| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| MTD | 9.07% | -3.64% |
| 3M | 49.51% | 27.31% |
| 6M | 72.46% | 151.47% |
| YTD | 91.07% | 19.96% |
| 1Y | 109.96% | 51.97% |
| 3Y (ann.) | 107.46% | 3.98% |
| 5Y (ann.) | 107.46% | 3.98% |
| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| Max Drawdown | -17.99% | -63.95% |
| Longest DD Days | 129.0 | 235.0 |
| Avg. Drawdown | -3.72% | -14.14% |
| Avg. Drawdown Days | 11.0 | 41.0 |
| Recovery Factor | 9.58 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-06-13 | -17.99 | 129 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2025-06-14 | 2025-07-02 | -14.10 | 18 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-13 | 2025-10-01 | -4.90 | 18 |
| 2024-09-14 | 2024-10-14 | -4.50 | 30 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| Metric | 11996397:ethusd:triple_med_gx:lsma75_145 | 11996397:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.51% | 27.26% |
| Worst Week | -12.56% | -20.52% |
| Best Month | 30.44% | 48.75% |
| Worst Month | -11.39% | -32.24% |
| Best Year | 91.07% | 19.96% |
| Worst Year | 42.51% | -12.05% |
| Avg. Up Day | 1.27% | 1.28% |
| Avg. Down Day | -1.07% | -1.15% |
| Avg. Up Week | 6.86% | 6.99% |
| Avg. Down Week | -3.05% | -5.94% |
| Avg. Up Month | 12.22% | 31.88% |
| Avg. Down Month | -7.46% | -12.68% |
| Win Days % | 52.95% | 50.42% |
| Win Month % | 82.35% | 29.41% |
| Win Week % | 64.1% | 52.05% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |