| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 128.59% | -15.9% |
| Max Drawdown | -30.79% | -63.95% |
| Sharpe | 0.81 | 0.09 |
| Sortino | 1.19 | 0.13 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.22 | 1.01 |
| Common Sense Ratio | 1.57 | 0.97 |
| CPC Index | 0.7 | 0.56 |
| Tail Ratio | 1.28 | 0.95 |
| Outlier Win Ratio | 13.45 | 3.34 |
| Outlier Loss Ratio | 4.14 | 3.48 |
| Volatility (ann.) | 19.84% | 34.91% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.47 | -0.17 |
| Skew | -0.09 | -0.08 |
| Kurtosis | 19.37 | 7.74 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.7% | -0.96% |
| Expected Yearly % | 51.19% | -8.29% |
| Kelly Criterion | 7.77% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.0% |
| Expected Shortfall (cVaR) | -1.66% | -3.0% |
| Year | 11996415:ETHUSD | 11996415:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 94.91 | -7.87 | + |
| 2025 | -4.37 | 17.28 | -3.95 | + |
| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| MTD | -9.92% | -17.21% |
| 3M | -18.72% | -28.03% |
| 6M | 25.39% | 28.61% |
| YTD | 17.28% | -4.37% |
| 1Y | 17.71% | 1.62% |
| 3Y (ann.) | 75.96% | -11.16% |
| 5Y (ann.) | 75.96% | -11.16% |
| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| Max Drawdown | -30.79% | -63.95% |
| Longest DD Days | 199.0 | 235.0 |
| Avg. Drawdown | -3.36% | -15.28% |
| Avg. Drawdown Days | 11.0 | 44.0 |
| Recovery Factor | 4.18 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-11-17 | -30.79 | 40 |
| 2024-12-19 | 2025-07-06 | -22.11 | 199 |
| 2024-06-12 | 2024-07-14 | -9.16 | 31 |
| 2025-08-14 | 2025-10-02 | -7.79 | 49 |
| 2024-07-17 | 2024-08-08 | -7.76 | 22 |
| 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 |
| 2024-09-21 | 2024-10-12 | -4.30 | 21 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11996415:ethusd:triple_med_gx:lsma115_145 | 11996415:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.73% | 27.26% |
| Worst Week | -15.03% | -20.52% |
| Best Month | 38.38% | 48.75% |
| Worst Month | -9.92% | -32.24% |
| Best Year | 94.91% | -4.37% |
| Worst Year | 17.28% | -12.05% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -1.07% | -1.1% |
| Avg. Up Week | 6.47% | 7.24% |
| Avg. Down Week | -3.57% | -6.36% |
| Avg. Up Month | 16.88% | 31.88% |
| Avg. Down Month | -4.55% | -13.1% |
| Win Days % | 51.29% | 50.44% |
| Win Month % | 61.11% | 27.78% |
| Win Week % | 56.6% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |