| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 153.62% | 8.6% |
| Max Drawdown | -16.37% | -63.76% |
| Sharpe | 2.19 | 0.45 |
| Sortino | 3.76 | 0.63 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.69 | 1.07 |
| Common Sense Ratio | 2.7 | 1.18 |
| CPC Index | 1.1 | 0.59 |
| Tail Ratio | 1.6 | 1.1 |
| Outlier Win Ratio | 14.72 | 3.32 |
| Outlier Loss Ratio | 4.16 | 3.03 |
| Volatility (ann.) | 33.51% | 72.4% |
| R^2 | 0.21 | 0.21 |
| Calmar | 5.93 | 0.1 |
| Skew | 1.03 | -0.47 |
| Kurtosis | 9.02 | 4.82 |
| Expected Daily % | 0.19% | 0.02% |
| Expected Monthly % | 5.63% | 0.49% |
| Expected Yearly % | 59.26% | 4.21% |
| Kelly Criterion | 22.19% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.68% | -6.14% |
| Expected Shortfall (cVaR) | -2.68% | -6.14% |
| Year | 11996714:ETHUSD | 11996714:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 83.12 | -7.04 | + |
| 2025 | 23.15 | 38.50 | 1.66 | + |
| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| MTD | 3.24% | -1.77% |
| 3M | 34.74% | 35.26% |
| 6M | 35.74% | 153.25% |
| YTD | 38.5% | 23.15% |
| 1Y | 96.66% | 62.28% |
| 3Y (ann.) | 97.0% | 6.2% |
| 5Y (ann.) | 97.0% | 6.2% |
| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| Max Drawdown | -16.37% | -63.76% |
| Longest DD Days | 213.0 | 234.0 |
| Avg. Drawdown | -4.09% | -21.06% |
| Avg. Drawdown Days | 21.0 | 69.0 |
| Recovery Factor | 9.38 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-08-08 | -16.37 | 213 |
| 2025-08-15 | 2025-09-13 | -8.16 | 29 |
| 2024-06-13 | 2024-07-15 | -7.40 | 32 |
| 2024-12-22 | 2025-01-04 | -6.06 | 13 |
| 2025-10-08 | 2025-10-15 | -5.83 | 7 |
| 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 |
| 2024-08-08 | 2024-08-09 | -3.33 | 1 |
| 2025-09-16 | 2025-10-03 | -3.04 | 17 |
| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.3% | -20.65% |
| Best Week | 20.58% | 22.2% |
| Worst Week | -6.53% | -22.77% |
| Best Month | 32.21% | 54.15% |
| Worst Month | -7.4% | -34.4% |
| Best Year | 83.12% | 23.15% |
| Worst Year | 38.5% | -11.81% |
| Avg. Up Day | 2.26% | 2.35% |
| Avg. Down Day | -2.06% | -2.19% |
| Avg. Up Week | 6.92% | 6.44% |
| Avg. Down Week | -2.44% | -6.34% |
| Avg. Up Month | 19.53% | 15.01% |
| Avg. Down Month | -3.53% | -13.85% |
| Win Days % | 59.38% | 51.5% |
| Win Month % | 68.75% | 35.29% |
| Win Week % | 50.0% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |