| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 153.62% | 5.5% |
| Max Drawdown | -18.23% | -63.95% |
| Sharpe | 1.02 | 0.2 |
| Sortino | 1.57 | 0.29 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.31 | 1.03 |
| Common Sense Ratio | 1.95 | 1.04 |
| CPC Index | 0.81 | 0.61 |
| Tail Ratio | 1.49 | 1.01 |
| Outlier Win Ratio | 15.63 | 3.31 |
| Outlier Loss Ratio | 4.3 | 3.44 |
| Volatility (ann.) | 18.18% | 34.93% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.32 | 0.06 |
| Skew | 0.43 | -0.05 |
| Kurtosis | 24.65 | 8.14 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 5.63% | 0.32% |
| Expected Yearly % | 59.26% | 2.71% |
| Kelly Criterion | 11.13% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.99% |
| Expected Shortfall (cVaR) | -1.51% | -2.99% |
| Year | 11996714:ETHUSD | 11996714:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 82.63 | -6.86 | + |
| 2025 | 19.96 | 38.88 | 1.95 | + |
| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| MTD | 3.24% | -3.64% |
| 3M | 34.74% | 27.31% |
| 6M | 38.74% | 151.47% |
| YTD | 38.88% | 19.96% |
| 1Y | 89.58% | 51.97% |
| 3Y (ann.) | 97.0% | 3.98% |
| 5Y (ann.) | 97.0% | 3.98% |
| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| Max Drawdown | -18.23% | -63.95% |
| Longest DD Days | 213.0 | 235.0 |
| Avg. Drawdown | -3.22% | -14.14% |
| Avg. Drawdown Days | 12.0 | 41.0 |
| Recovery Factor | 8.43 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-08-07 | -18.23 | 213 |
| 2024-12-06 | 2024-12-20 | -9.96 | 14 |
| 2024-06-12 | 2024-07-15 | -9.33 | 32 |
| 2025-08-14 | 2025-09-12 | -8.95 | 29 |
| 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 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2025-10-07 | 2025-10-15 | -5.83 | 8 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| Metric | 11996714:ethusd:triple_med_gx:lsma100_145 | 11996714:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.15% | 27.26% |
| Worst Week | -5.71% | -20.52% |
| Best Month | 32.21% | 48.75% |
| Worst Month | -5.63% | -32.24% |
| Best Year | 82.63% | 19.96% |
| Worst Year | 38.88% | -12.05% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -0.99% | -1.03% |
| Avg. Up Week | 5.99% | 7.62% |
| Avg. Down Week | -2.8% | -5.91% |
| Avg. Up Month | 21.39% | 23.22% |
| Avg. Down Month | -3.15% | -13.32% |
| Win Days % | 51.49% | 50.42% |
| Win Month % | 68.75% | 29.41% |
| Win Week % | 62.22% | 52.05% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |