| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 105.89% | -15.9% |
| Max Drawdown | -19.38% | -63.76% |
| Sharpe | 1.56 | 0.2 |
| Sortino | 2.46 | 0.28 |
| Payoff Ratio | 1.02 | 1.06 |
| Profit Factor | 1.45 | 1.03 |
| Common Sense Ratio | 2.03 | 1.13 |
| CPC Index | 0.85 | 0.55 |
| Tail Ratio | 1.4 | 1.1 |
| Outlier Win Ratio | 14.46 | 3.31 |
| Outlier Loss Ratio | 3.84 | 3.05 |
| Volatility (ann.) | 35.71% | 72.0% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.29 | -0.18 |
| Skew | 0.44 | -0.44 |
| Kurtosis | 9.25 | 4.63 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.09% | -0.96% |
| Expected Yearly % | 43.49% | -8.29% |
| Kelly Criterion | 15.47% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.92% | -6.16% |
| Expected Shortfall (cVaR) | -2.92% | -6.16% |
| Year | 11996563:ETHUSD | 11996563:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 66.40 | -5.62 | + |
| 2025 | -4.63 | 23.74 | -5.12 | + |
| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| MTD | -10.15% | -17.27% |
| 3M | -9.08% | -28.03% |
| 6M | 17.52% | 28.37% |
| YTD | 23.74% | -4.63% |
| 1Y | 16.44% | 1.69% |
| 3Y (ann.) | 63.83% | -11.16% |
| 5Y (ann.) | 63.83% | -11.16% |
| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| Max Drawdown | -19.38% | -63.76% |
| Longest DD Days | 141.0 | 234.0 |
| Avg. Drawdown | -4.69% | -22.9% |
| Avg. Drawdown Days | 20.0 | 74.0 |
| Recovery Factor | 5.46 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-11-17 | -19.38 | 40 |
| 2025-01-25 | 2025-06-15 | -15.23 | 141 |
| 2025-06-16 | 2025-07-03 | -12.80 | 17 |
| 2024-12-20 | 2025-01-24 | -10.63 | 35 |
| 2025-08-15 | 2025-10-03 | -7.35 | 49 |
| 2024-06-21 | 2024-07-15 | -6.08 | 24 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-10 | -4.70 | 26 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2025-07-04 | 2025-08-08 | -3.73 | 35 |
| Metric | 11996563:ethusd:triple_med_gx:lsma105_145 | 11996563:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.59% | -20.65% |
| Best Week | 19.74% | 22.2% |
| Worst Week | -11.85% | -22.77% |
| Best Month | 27.97% | 54.15% |
| Worst Month | -10.15% | -34.4% |
| Best Year | 66.4% | -4.63% |
| Worst Year | 23.74% | -11.81% |
| Avg. Up Day | 2.23% | 2.36% |
| Avg. Down Day | -2.2% | -2.22% |
| Avg. Up Week | 6.21% | 6.83% |
| Avg. Down Week | -3.6% | -5.63% |
| Avg. Up Month | 13.53% | 22.83% |
| Avg. Down Month | -4.35% | -9.9% |
| Win Days % | 57.42% | 50.56% |
| Win Month % | 64.71% | 33.33% |
| Win Week % | 57.14% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |