| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 133.87% | -11.0% |
| Max Drawdown | -32.25% | -63.95% |
| Sharpe | 0.81 | 0.12 |
| Sortino | 1.19 | 0.17 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.23 | 1.02 |
| Common Sense Ratio | 1.59 | 0.97 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | 1.3 | 0.95 |
| Outlier Win Ratio | 14.52 | 3.43 |
| Outlier Loss Ratio | 4.11 | 3.47 |
| Volatility (ann.) | 19.53% | 35.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.31 | -0.11 |
| Skew | -0.03 | -0.05 |
| Kurtosis | 19.69 | 7.44 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.57% | -0.61% |
| Expected Yearly % | 52.93% | -5.66% |
| Kelly Criterion | 8.09% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.02% |
| Expected Shortfall (cVaR) | -1.64% | -3.02% |
| Year | 11996410:ETHUSD | 11996410:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 89.77 | -7.45 | + |
| 2025 | 1.20 | 23.24 | 19.39 | + |
| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -21.56% | -21.8% |
| 6M | 4.77% | 19.68% |
| YTD | 23.24% | 1.2% |
| 1Y | 13.02% | -9.25% |
| 3Y (ann.) | 74.5% | -7.35% |
| 5Y (ann.) | 74.5% | -7.35% |
| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| Max Drawdown | -32.25% | -63.95% |
| Longest DD Days | 115.0 | 235.0 |
| Avg. Drawdown | -4.14% | -15.95% |
| Avg. Drawdown Days | 11.0 | 46.0 |
| Recovery Factor | 4.15 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -32.25 | 64 |
| 2025-02-14 | 2025-06-10 | -17.70 | 115 |
| 2024-12-19 | 2025-01-24 | -16.30 | 35 |
| 2025-06-18 | 2025-06-29 | -11.74 | 11 |
| 2025-01-24 | 2025-02-14 | -10.33 | 21 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-09-03 | 2025-10-02 | -6.81 | 28 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| Metric | 11996410:ethusd:triple_med_gx:lsma110_145 | 11996410:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.73% | 27.26% |
| Worst Week | -12.56% | -20.52% |
| Best Month | 31.2% | 48.75% |
| Worst Month | -20.89% | -32.24% |
| Best Year | 89.77% | 1.2% |
| Worst Year | 23.24% | -12.05% |
| Avg. Up Day | 1.21% | 1.22% |
| Avg. Down Day | -1.07% | -1.11% |
| Avg. Up Week | 6.22% | 8.04% |
| Avg. Down Week | -3.78% | -6.43% |
| Avg. Up Month | 15.02% | 31.88% |
| Avg. Down Month | -8.55% | -13.93% |
| Win Days % | 51.24% | 50.56% |
| Win Month % | 77.78% | 31.58% |
| Win Week % | 62.0% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |