| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 133.87% | -12.25% |
| Max Drawdown | -30.78% | -63.76% |
| Sharpe | 1.71 | 0.25 |
| Sortino | 2.71 | 0.34 |
| Payoff Ratio | 1.09 | 1.0 |
| Profit Factor | 1.49 | 1.04 |
| Common Sense Ratio | 2.26 | 1.15 |
| CPC Index | 0.92 | 0.53 |
| Tail Ratio | 1.52 | 1.1 |
| Outlier Win Ratio | 13.36 | 3.27 |
| Outlier Loss Ratio | 4.09 | 3.04 |
| Volatility (ann.) | 36.34% | 71.96% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.42 | -0.13 |
| Skew | 0.38 | -0.42 |
| Kurtosis | 8.48 | 4.46 |
| Expected Daily % | 0.15% | -0.02% |
| Expected Monthly % | 4.57% | -0.69% |
| Expected Yearly % | 52.93% | -6.32% |
| Kelly Criterion | 16.71% | 1.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.96% | -6.15% |
| Expected Shortfall (cVaR) | -2.96% | -6.15% |
| Year | 11996410:ETHUSD | 11996410:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 90.28 | -7.64 | + |
| 2025 | -0.49 | 22.90 | -46.67 | + |
| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -21.32% | -22.67% |
| 6M | 18.65% | 33.88% |
| YTD | 22.9% | -0.49% |
| 1Y | 13.02% | -15.78% |
| 3Y (ann.) | 74.5% | -8.2% |
| 5Y (ann.) | 74.5% | -8.2% |
| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| Max Drawdown | -30.78% | -63.76% |
| Longest DD Days | 137.0 | 234.0 |
| Avg. Drawdown | -4.49% | -24.2% |
| Avg. Drawdown Days | 18.0 | 77.0 |
| Recovery Factor | 4.35 | -0.19 |
| Ulcer Index | 1.01 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-12-10 | -30.78 | 63 |
| 2025-01-25 | 2025-06-11 | -14.75 | 137 |
| 2024-12-20 | 2025-01-24 | -9.61 | 35 |
| 2025-06-18 | 2025-06-30 | -9.54 | 12 |
| 2024-06-21 | 2024-07-15 | -6.21 | 24 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2025-08-15 | 2025-10-02 | -4.71 | 48 |
| 2024-08-15 | 2024-09-12 | -4.70 | 28 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 20.17% | 22.2% |
| Worst Week | -13.31% | -22.77% |
| Best Month | 31.2% | 54.15% |
| Worst Month | -21.52% | -34.4% |
| Best Year | 90.28% | -0.49% |
| Worst Year | 22.9% | -11.81% |
| Avg. Up Day | 2.25% | 2.38% |
| Avg. Down Day | -2.08% | -2.38% |
| Avg. Up Week | 7.27% | 6.83% |
| Avg. Down Week | -3.86% | -7.28% |
| Avg. Up Month | 16.71% | 22.83% |
| Avg. Down Month | -8.93% | -13.66% |
| Win Days % | 56.65% | 50.81% |
| Win Month % | 72.22% | 36.84% |
| Win Week % | 55.77% | 53.09% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |