| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 139.84% | 8.6% |
| Max Drawdown | -21.28% | -63.76% |
| Sharpe | 1.96 | 0.45 |
| Sortino | 3.19 | 0.63 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.6 | 1.07 |
| Common Sense Ratio | 2.51 | 1.18 |
| CPC Index | 1.06 | 0.64 |
| Tail Ratio | 1.57 | 1.1 |
| Outlier Win Ratio | 13.77 | 3.32 |
| Outlier Loss Ratio | 4.38 | 3.08 |
| Volatility (ann.) | 35.6% | 72.4% |
| R^2 | 0.24 | 0.24 |
| Calmar | 4.19 | 0.1 |
| Skew | 0.54 | -0.47 |
| Kurtosis | 8.81 | 4.82 |
| Expected Daily % | 0.17% | 0.02% |
| Expected Monthly % | 5.28% | 0.49% |
| Expected Yearly % | 54.87% | 4.21% |
| Kelly Criterion | 19.11% | 9.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.87% | -6.14% |
| Expected Shortfall (cVaR) | -2.87% | -6.14% |
| Year | 11996412:ETHUSD | 11996412:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 76.36 | -6.46 | + |
| 2025 | 23.15 | 35.99 | 1.55 | + |
| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| MTD | 3.4% | -1.77% |
| 3M | 32.43% | 35.26% |
| 6M | 41.56% | 153.25% |
| YTD | 35.99% | 23.15% |
| 1Y | 87.92% | 62.28% |
| 3Y (ann.) | 89.14% | 6.2% |
| 5Y (ann.) | 89.14% | 6.2% |
| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| Max Drawdown | -21.28% | -63.76% |
| Longest DD Days | 231.0 | 234.0 |
| Avg. Drawdown | -3.94% | -21.06% |
| Avg. Drawdown Days | 25.0 | 69.0 |
| Recovery Factor | 6.57 | 0.13 |
| Ulcer Index | 1.0 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-08-08 | -21.28 | 231 |
| 2025-10-08 | 2025-10-15 | -8.17 | 7 |
| 2024-06-21 | 2024-07-15 | -6.08 | 24 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2025-08-15 | 2025-10-02 | -5.05 | 48 |
| 2024-08-15 | 2024-09-14 | -4.75 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-10-09 | 2024-10-13 | -2.17 | 4 |
| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.68% | -20.65% |
| Best Week | 20.17% | 22.2% |
| Worst Week | -13.31% | -22.77% |
| Best Month | 30.61% | 54.15% |
| Worst Month | -7.51% | -34.4% |
| Best Year | 76.36% | 23.15% |
| Worst Year | 35.99% | -11.81% |
| Avg. Up Day | 2.29% | 2.43% |
| Avg. Down Day | -1.96% | -2.08% |
| Avg. Up Week | 7.45% | 6.65% |
| Avg. Down Week | -3.69% | -5.56% |
| Avg. Up Month | 15.66% | 22.83% |
| Avg. Down Month | -2.99% | -7.07% |
| Win Days % | 56.37% | 51.5% |
| Win Month % | 64.71% | 35.29% |
| Win Week % | 55.81% | 53.42% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |