| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 86.23% | -15.9% |
| Max Drawdown | -32.67% | -63.95% |
| Sharpe | 0.63 | 0.09 |
| Sortino | 0.91 | 0.13 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.17 | 1.01 |
| Common Sense Ratio | 1.46 | 0.97 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | 1.25 | 0.95 |
| Outlier Win Ratio | 13.51 | 3.25 |
| Outlier Loss Ratio | 4.14 | 3.57 |
| Volatility (ann.) | 19.84% | 34.91% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.62 | -0.17 |
| Skew | -0.18 | -0.08 |
| Kurtosis | 19.47 | 7.74 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.51% | -0.96% |
| Expected Yearly % | 36.46% | -8.29% |
| Kelly Criterion | 5.78% | 4.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.0% |
| Expected Shortfall (cVaR) | -1.67% | -3.0% |
| Year | 11996575:ETHUSD | 11996575:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 73.50 | -6.10 | + |
| 2025 | -4.37 | 7.33 | -1.68 | + |
| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| MTD | -9.66% | -17.21% |
| 3M | -17.88% | -28.03% |
| 6M | 13.95% | 28.61% |
| YTD | 7.33% | -4.37% |
| 1Y | 0.34% | 1.62% |
| 3Y (ann.) | 52.96% | -11.16% |
| 5Y (ann.) | 52.96% | -11.16% |
| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| Max Drawdown | -32.67% | -63.95% |
| Longest DD Days | 195.0 | 235.0 |
| Avg. Drawdown | -4.02% | -15.28% |
| Avg. Drawdown Days | 12.0 | 44.0 |
| Recovery Factor | 2.64 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-11-17 | -32.67 | 40 |
| 2025-01-24 | 2025-08-07 | -22.17 | 195 |
| 2024-12-06 | 2025-01-24 | -17.32 | 48 |
| 2024-06-12 | 2024-07-15 | -9.95 | 33 |
| 2025-08-14 | 2025-10-01 | -8.92 | 48 |
| 2024-07-16 | 2024-08-08 | -6.94 | 23 |
| 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 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11996575:ethusd:triple_med_gx:lsma115_145 | 11996575:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.29% | 27.26% |
| Worst Week | -15.03% | -20.52% |
| Best Month | 37.89% | 48.75% |
| Worst Month | -12.33% | -32.24% |
| Best Year | 73.5% | -4.37% |
| Worst Year | 7.33% | -12.05% |
| Avg. Up Day | 1.18% | 1.18% |
| Avg. Down Day | -1.1% | -1.11% |
| Avg. Up Week | 6.25% | 7.26% |
| Avg. Down Week | -4.41% | -5.99% |
| Avg. Up Month | 19.47% | 29.6% |
| Avg. Down Month | -6.91% | -13.75% |
| Win Days % | 51.14% | 50.44% |
| Win Month % | 55.56% | 27.78% |
| Win Week % | 56.86% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |