| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 115.46% | 8.6% |
| Max Drawdown | -19.52% | -63.76% |
| Sharpe | 1.75 | 0.45 |
| Sortino | 2.74 | 0.63 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 1.52 | 1.07 |
| Common Sense Ratio | 2.42 | 1.18 |
| CPC Index | 0.88 | 0.54 |
| Tail Ratio | 1.59 | 1.1 |
| Outlier Win Ratio | 14.32 | 3.32 |
| Outlier Loss Ratio | 4.01 | 3.06 |
| Volatility (ann.) | 35.49% | 72.4% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.84 | 0.1 |
| Skew | 0.14 | -0.47 |
| Kurtosis | 11.96 | 4.82 |
| Expected Daily % | 0.15% | 0.02% |
| Expected Monthly % | 4.62% | 0.49% |
| Expected Yearly % | 46.79% | 4.21% |
| Kelly Criterion | 15.93% | 1.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.89% | -6.14% |
| Expected Shortfall (cVaR) | -2.89% | -6.14% |
| Year | 11996709:ETHUSD | 11996709:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 75.83 | -6.42 | + |
| 2025 | 23.15 | 22.54 | 0.97 | - |
| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| MTD | -10.96% | -1.77% |
| 3M | 15.7% | 35.26% |
| 6M | 19.29% | 153.25% |
| YTD | 22.54% | 23.15% |
| 1Y | 68.55% | 62.28% |
| 3Y (ann.) | 74.93% | 6.2% |
| 5Y (ann.) | 74.93% | 6.2% |
| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| Max Drawdown | -19.52% | -63.76% |
| Longest DD Days | 156.0 | 234.0 |
| Avg. Drawdown | -4.97% | -21.06% |
| Avg. Drawdown Days | 21.0 | 69.0 |
| Recovery Factor | 5.92 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-10-15 | -19.52 | 7 |
| 2025-01-06 | 2025-06-11 | -11.51 | 156 |
| 2025-06-21 | 2025-08-08 | -10.68 | 48 |
| 2025-08-15 | 2025-10-03 | -8.51 | 49 |
| 2024-06-13 | 2024-07-16 | -7.40 | 33 |
| 2024-12-22 | 2025-01-04 | -6.06 | 13 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-14 | -4.99 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-08 | 2024-08-09 | -3.33 | 1 |
| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -13.18% | -20.65% |
| Best Week | 20.58% | 22.2% |
| Worst Week | -12.21% | -22.77% |
| Best Month | 32.21% | 54.15% |
| Worst Month | -10.96% | -34.4% |
| Best Year | 75.83% | 23.15% |
| Worst Year | 22.54% | -11.81% |
| Avg. Up Day | 2.22% | 2.27% |
| Avg. Down Day | -2.22% | -2.34% |
| Avg. Up Week | 6.79% | 6.34% |
| Avg. Down Week | -3.09% | -5.55% |
| Avg. Up Month | 19.55% | 15.01% |
| Avg. Down Month | -4.81% | -7.56% |
| Win Days % | 58.0% | 51.5% |
| Win Month % | 62.5% | 35.29% |
| Win Week % | 52.08% | 53.42% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |