| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 115.46% | 5.5% |
| Max Drawdown | -19.52% | -63.95% |
| Sharpe | 0.84 | 0.2 |
| Sortino | 1.25 | 0.29 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.24 | 1.03 |
| Common Sense Ratio | 1.68 | 1.04 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.36 | 1.01 |
| Outlier Win Ratio | 14.97 | 3.31 |
| Outlier Loss Ratio | 4.22 | 3.46 |
| Volatility (ann.) | 18.71% | 34.93% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.84 | 0.06 |
| Skew | 0.19 | -0.05 |
| Kurtosis | 23.06 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.62% | 0.32% |
| Expected Yearly % | 46.79% | 2.71% |
| Kelly Criterion | 8.9% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.99% |
| Expected Shortfall (cVaR) | -1.57% | -2.99% |
| Year | 11996709:ETHUSD | 11996709:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 75.35 | -6.25 | + |
| 2025 | 19.96 | 22.87 | 1.15 | + |
| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| MTD | -10.96% | -3.64% |
| 3M | 15.7% | 27.31% |
| 6M | 21.93% | 151.47% |
| YTD | 22.87% | 19.96% |
| 1Y | 62.48% | 51.97% |
| 3Y (ann.) | 74.93% | 3.98% |
| 5Y (ann.) | 74.93% | 3.98% |
| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| Max Drawdown | -19.52% | -63.95% |
| Longest DD Days | 92.0 | 235.0 |
| Avg. Drawdown | -3.72% | -14.14% |
| Avg. Drawdown Days | 10.0 | 41.0 |
| Recovery Factor | 5.92 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-10-15 | -19.52 | 8 |
| 2025-03-10 | 2025-06-10 | -14.18 | 92 |
| 2025-06-20 | 2025-08-07 | -14.01 | 47 |
| 2025-01-05 | 2025-03-10 | -11.36 | 64 |
| 2024-12-06 | 2024-12-20 | -10.31 | 14 |
| 2024-06-12 | 2024-07-15 | -9.33 | 33 |
| 2025-08-14 | 2025-10-02 | -9.30 | 49 |
| 2024-12-21 | 2025-01-03 | -7.12 | 13 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2024-08-07 | 2024-08-08 | -6.51 | 1 |
| Metric | 11996709:ethusd:triple_med_gx:lsma110_145 | 11996709:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.15% | 27.26% |
| Worst Week | -15.03% | -20.52% |
| Best Month | 32.21% | 48.75% |
| Worst Month | -10.96% | -32.24% |
| Best Year | 75.35% | 19.96% |
| Worst Year | 22.87% | -12.05% |
| Avg. Up Day | 1.17% | 1.17% |
| Avg. Down Day | -1.01% | -1.05% |
| Avg. Up Week | 6.02% | 7.73% |
| Avg. Down Week | -3.34% | -6.23% |
| Avg. Up Month | 22.46% | 23.22% |
| Avg. Down Month | -3.77% | -12.58% |
| Win Days % | 51.28% | 50.42% |
| Win Month % | 56.25% | 29.41% |
| Win Week % | 58.7% | 52.05% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |