| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 77.54% | -15.9% |
| Max Drawdown | -19.74% | -63.95% |
| Sharpe | 0.65 | 0.09 |
| Sortino | 0.95 | 0.13 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.19 | 1.01 |
| Common Sense Ratio | 1.57 | 0.97 |
| CPC Index | 0.67 | 0.55 |
| Tail Ratio | 1.32 | 0.95 |
| Outlier Win Ratio | 16.76 | 3.2 |
| Outlier Loss Ratio | 4.07 | 3.39 |
| Volatility (ann.) | 17.51% | 34.91% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.43 | -0.17 |
| Skew | 0.17 | -0.08 |
| Kurtosis | 25.49 | 7.74 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.24% | -0.96% |
| Expected Yearly % | 33.24% | -8.29% |
| Kelly Criterion | 6.96% | 4.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.0% |
| Expected Shortfall (cVaR) | -1.48% | -3.0% |
| Year | 11996853:ETHUSD | 11996853:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 52.70 | -4.37 | + |
| 2025 | -4.37 | 16.27 | -3.72 | + |
| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| MTD | 1.13% | -17.21% |
| 3M | -3.1% | -28.03% |
| 6M | 17.03% | 28.61% |
| YTD | 16.27% | -4.37% |
| 1Y | 16.01% | 1.62% |
| 3Y (ann.) | 48.04% | -11.16% |
| 5Y (ann.) | 48.04% | -11.16% |
| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| Max Drawdown | -19.74% | -63.95% |
| Longest DD Days | 156.0 | 235.0 |
| Avg. Drawdown | -4.36% | -15.28% |
| Avg. Drawdown Days | 16.0 | 44.0 |
| Recovery Factor | 3.93 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-11 | 2025-08-11 | -19.74 | 60 |
| 2025-01-06 | 2025-06-11 | -17.34 | 156 |
| 2025-09-13 | 2025-11-17 | -13.30 | 64 |
| 2024-12-06 | 2024-12-20 | -9.96 | 14 |
| 2024-06-17 | 2024-08-08 | -9.33 | 52 |
| 2024-12-21 | 2025-01-03 | -7.12 | 13 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2024-09-14 | 2024-10-11 | -6.12 | 27 |
| 2025-08-14 | 2025-09-12 | -5.03 | 29 |
| 2024-06-12 | 2024-06-15 | -5.01 | 2 |
| Metric | 11996853:ethusd:triple_med_gx:lsma95_145 | 11996853:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 15.37% | 27.26% |
| Worst Week | -7.32% | -20.52% |
| Best Month | 24.23% | 48.75% |
| Worst Month | -6.54% | -32.24% |
| Best Year | 52.7% | -4.37% |
| Worst Year | 16.27% | -12.05% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -1.05% | -1.09% |
| Avg. Up Week | 5.29% | 6.76% |
| Avg. Down Week | -3.34% | -5.11% |
| Avg. Up Month | 16.97% | 23.22% |
| Avg. Down Month | -3.32% | -12.1% |
| Win Days % | 51.07% | 50.44% |
| Win Month % | 64.71% | 27.78% |
| Win Week % | 54.17% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |