| Metric | 11996562:ethusd:triple_med_gx:lsma110_145 | 11996562:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 105.06% | -15.9% |
| Max Drawdown | -28.71% | -63.76% |
| Sharpe | 1.5 | 0.2 |
| Sortino | 2.28 | 0.28 |
| Payoff Ratio | 1.01 | 1.02 |
| Profit Factor | 1.43 | 1.03 |
| Common Sense Ratio | 2.38 | 1.13 |
| CPC Index | 0.83 | 0.53 |
| Tail Ratio | 1.66 | 1.1 |
| Outlier Win Ratio | 13.9 | 3.31 |
| Outlier Loss Ratio | 3.81 | 3.06 |
| Volatility (ann.) | 37.36% | 72.0% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.21 | -0.18 |
| Skew | -0.04 | -0.44 |
| Kurtosis | 10.44 | 4.63 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 4.07% | -0.96% |
| Expected Yearly % | 43.2% | -8.29% |
| Kelly Criterion | 15.08% | 2.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.06% | -6.16% |
| Expected Shortfall (cVaR) | -3.06% | -6.16% |
| Year | 11996562:ETHUSD | 11996562:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 82.24 | -6.96 | + |
| 2025 | -4.63 | 12.52 | -2.70 | + |
| Metric | 11996562:ethusd:triple_med_gx:lsma110_145 | 11996562:ETHUSD |
|---|---|---|
| MTD | -9.48% | -17.27% |
| 3M | -17.59% | -28.03% |
| 6M | 9.44% | 28.37% |
| YTD | 12.52% | -4.63% |
| 1Y | 5.83% | 1.69% |
| 3Y (ann.) | 63.37% | -11.16% |
| 5Y (ann.) | 63.37% | -11.16% |
| Metric | 11996562:ethusd:triple_med_gx:lsma110_145 | 11996562:ETHUSD |
|---|---|---|
| Max Drawdown | -28.71% | -63.76% |
| Longest DD Days | 137.0 | 234.0 |
| Avg. Drawdown | -5.72% | -22.9% |
| Avg. Drawdown Days | 21.0 | 74.0 |
| Recovery Factor | 3.66 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-11-17 | -28.71 | 40 |
| 2025-01-25 | 2025-06-11 | -15.00 | 137 |
| 2025-06-20 | 2025-07-03 | -11.42 | 13 |
| 2024-12-08 | 2025-01-24 | -10.68 | 47 |
| 2025-08-15 | 2025-10-02 | -7.39 | 48 |
| 2024-06-21 | 2024-07-15 | -6.08 | 24 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-14 | -4.70 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| Metric | 11996562:ethusd:triple_med_gx:lsma110_145 | 11996562:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -12.36% | -20.65% |
| Best Week | 19.74% | 22.2% |
| Worst Week | -12.36% | -22.77% |
| Best Month | 34.78% | 54.15% |
| Worst Month | -10.85% | -34.4% |
| Best Year | 82.24% | -4.63% |
| Worst Year | 12.52% | -11.81% |
| Avg. Up Day | 2.19% | 2.35% |
| Avg. Down Day | -2.18% | -2.31% |
| Avg. Up Week | 6.14% | 7.17% |
| Avg. Down Week | -4.22% | -6.31% |
| Avg. Up Month | 16.31% | 22.83% |
| Avg. Down Month | -7.67% | -12.24% |
| Win Days % | 57.41% | 50.56% |
| Win Month % | 70.59% | 33.33% |
| Win Week % | 60.78% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |