| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 80.41% | -12.25% |
| Max Drawdown | -25.72% | -63.76% |
| Sharpe | 1.36 | 0.25 |
| Sortino | 2.16 | 0.34 |
| Payoff Ratio | 1.04 | 0.91 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 2.01 | 1.15 |
| CPC Index | 0.8 | 0.48 |
| Tail Ratio | 1.45 | 1.1 |
| Outlier Win Ratio | 15.28 | 3.11 |
| Outlier Loss Ratio | 4.15 | 2.99 |
| Volatility (ann.) | 32.18% | 71.96% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.84 | -0.13 |
| Skew | 0.66 | -0.42 |
| Kurtosis | 9.43 | 4.46 |
| Expected Daily % | 0.11% | -0.02% |
| Expected Monthly % | 3.15% | -0.69% |
| Expected Yearly % | 34.32% | -6.32% |
| Kelly Criterion | 13.17% | -3.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.65% | -6.15% |
| Expected Shortfall (cVaR) | -2.65% | -6.15% |
| Year | 11996876:ETHUSD | 11996876:ethusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 57.72 | -4.89 | + |
| 2025 | -0.49 | 14.39 | -29.32 | + |
| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -10.15% | -22.67% |
| 6M | 11.06% | 33.88% |
| YTD | 14.39% | -0.49% |
| 1Y | 11.68% | -15.78% |
| 3Y (ann.) | 47.21% | -8.2% |
| 5Y (ann.) | 47.21% | -8.2% |
| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| Max Drawdown | -25.72% | -63.76% |
| Longest DD Days | 154.0 | 234.0 |
| Avg. Drawdown | -4.77% | -24.2% |
| Avg. Drawdown Days | 23.0 | 77.0 |
| Recovery Factor | 3.13 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-12-10 | -25.72 | 63 |
| 2025-06-17 | 2025-08-09 | -13.09 | 53 |
| 2025-01-07 | 2025-06-10 | -10.27 | 154 |
| 2025-08-15 | 2025-09-13 | -8.96 | 29 |
| 2024-06-21 | 2024-08-09 | -6.53 | 49 |
| 2024-12-22 | 2025-01-04 | -6.06 | 13 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-14 | -5.05 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| Metric | 11996876:ethusd:triple_med_gx:lsma105_145 | 11996876:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.3% | -20.65% |
| Best Week | 18.45% | 22.2% |
| Worst Week | -10.87% | -22.77% |
| Best Month | 22.06% | 54.15% |
| Worst Month | -10.93% | -34.4% |
| Best Year | 57.72% | -0.49% |
| Worst Year | 14.39% | -11.81% |
| Avg. Up Day | 2.09% | 2.11% |
| Avg. Down Day | -2.01% | -2.32% |
| Avg. Up Week | 5.22% | 6.11% |
| Avg. Down Week | -3.3% | -5.61% |
| Avg. Up Month | 15.53% | 15.01% |
| Avg. Down Month | -5.41% | -13.24% |
| Win Days % | 55.81% | 50.81% |
| Win Month % | 64.71% | 36.84% |
| Win Week % | 52.94% | 53.09% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |