| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 139.84% | 5.5% |
| Max Drawdown | -23.76% | -63.95% |
| Sharpe | 0.93 | 0.2 |
| Sortino | 1.4 | 0.29 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.27 | 1.03 |
| Common Sense Ratio | 1.82 | 1.04 |
| CPC Index | 0.76 | 0.6 |
| Tail Ratio | 1.43 | 1.01 |
| Outlier Win Ratio | 14.85 | 3.4 |
| Outlier Loss Ratio | 4.21 | 3.45 |
| Volatility (ann.) | 18.99% | 34.93% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.75 | 0.06 |
| Skew | 0.23 | -0.05 |
| Kurtosis | 22.14 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 5.28% | 0.32% |
| Expected Yearly % | 54.87% | 2.71% |
| Kelly Criterion | 9.73% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.99% |
| Expected Shortfall (cVaR) | -1.59% | -2.99% |
| Year | 11996412:ETHUSD | 11996412:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 75.88 | -6.30 | + |
| 2025 | 19.96 | 36.36 | 1.82 | + |
| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| MTD | 4.41% | -3.64% |
| 3M | 32.43% | 27.31% |
| 6M | 44.7% | 151.47% |
| YTD | 36.36% | 19.96% |
| 1Y | 81.16% | 51.97% |
| 3Y (ann.) | 89.14% | 3.98% |
| 5Y (ann.) | 89.14% | 3.98% |
| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412:ETHUSD |
|---|---|---|
| Max Drawdown | -23.76% | -63.95% |
| Longest DD Days | 231.0 | 235.0 |
| Avg. Drawdown | -3.46% | -14.14% |
| Avg. Drawdown Days | 15.0 | 41.0 |
| Recovery Factor | 5.88 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-07 | -23.76 | 231 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2025-10-07 | 2025-10-15 | -8.17 | 8 |
| 2024-07-16 | 2024-08-08 | -7.26 | 23 |
| 2025-09-03 | 2025-10-02 | -6.83 | 28 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-08-14 | 2025-09-03 | -4.23 | 20 |
| 2024-09-19 | 2024-10-12 | -4.08 | 22 |
| Metric | 11996412:ethusd:triple_med_gx:lsma105_145 | 11996412: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 | 30.61% | 48.75% |
| Worst Month | -7.51% | -32.24% |
| Best Year | 75.88% | 19.96% |
| Worst Year | 36.36% | -12.05% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -1.01% | -1.04% |
| Avg. Up Week | 6.04% | 7.46% |
| Avg. Down Week | -3.86% | -6.47% |
| Avg. Up Month | 14.35% | 31.88% |
| Avg. Down Month | -2.75% | -7.19% |
| Win Days % | 51.2% | 50.42% |
| Win Month % | 70.59% | 29.41% |
| Win Week % | 65.91% | 52.05% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |