| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 67.44% | -15.9% |
| Max Drawdown | -26.69% | -63.76% |
| Sharpe | 1.19 | 0.2 |
| Sortino | 1.79 | 0.28 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.43 | 1.03 |
| Common Sense Ratio | 2.24 | 1.13 |
| CPC Index | 0.86 | 0.58 |
| Tail Ratio | 1.56 | 1.1 |
| Outlier Win Ratio | 19.55 | 3.3 |
| Outlier Loss Ratio | 3.78 | 2.74 |
| Volatility (ann.) | 34.8% | 72.0% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.58 | -0.18 |
| Skew | -0.51 | -0.44 |
| Kurtosis | 31.19 | 4.63 |
| Expected Daily % | 0.1% | -0.03% |
| Expected Monthly % | 2.9% | -0.96% |
| Expected Yearly % | 29.4% | -8.29% |
| Kelly Criterion | 12.8% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.88% | -6.16% |
| Expected Shortfall (cVaR) | -2.88% | -6.16% |
| Year | 11996994:ETHUSD | 11996994:ethusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 44.07 | -3.73 | + |
| 2025 | -4.63 | 16.22 | -3.50 | + |
| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| MTD | 2.64% | -17.27% |
| 3M | 8.09% | -28.03% |
| 6M | 43.38% | 28.37% |
| YTD | 16.22% | -4.63% |
| 1Y | 32.71% | 1.69% |
| 3Y (ann.) | 42.23% | -11.16% |
| 5Y (ann.) | 42.23% | -11.16% |
| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| Max Drawdown | -26.69% | -63.76% |
| Longest DD Days | 194.0 | 234.0 |
| Avg. Drawdown | -5.33% | -22.9% |
| Avg. Drawdown Days | 33.0 | 74.0 |
| Recovery Factor | 2.53 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-08-11 | -26.69 | 194 |
| 2024-06-21 | 2024-08-09 | -8.41 | 49 |
| 2025-10-14 | 2025-11-17 | -7.45 | 34 |
| 2025-09-24 | 2025-10-13 | -6.23 | 19 |
| 2024-12-22 | 2025-01-16 | -6.06 | 25 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2025-08-12 | 2025-09-12 | -4.56 | 31 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-08-15 | 2024-09-14 | -3.41 | 30 |
| 2024-12-13 | 2024-12-21 | -1.65 | 8 |
| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| Best Day | 13.67% | 16.74% |
| Worst Day | -17.99% | -20.65% |
| Best Week | 12.44% | 22.2% |
| Worst Week | -11.58% | -22.77% |
| Best Month | 15.17% | 54.15% |
| Worst Month | -11.71% | -34.4% |
| Best Year | 44.07% | -4.63% |
| Worst Year | 16.22% | -11.81% |
| Avg. Up Day | 2.39% | 2.55% |
| Avg. Down Day | -2.14% | -2.29% |
| Avg. Up Week | 5.05% | 6.86% |
| Avg. Down Week | -2.65% | -7.12% |
| Avg. Up Month | 7.82% | 15.01% |
| Avg. Down Month | -7.18% | -15.2% |
| Win Days % | 53.99% | 50.56% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 55.56% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |