| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 23.63% | -15.9% |
| Max Drawdown | -20.79% | -63.76% |
| Sharpe | 0.6 | 0.2 |
| Sortino | 0.84 | 0.28 |
| Payoff Ratio | 1.1 | 1.01 |
| Profit Factor | 1.25 | 1.03 |
| Common Sense Ratio | 2.25 | 1.13 |
| CPC Index | 0.69 | 0.53 |
| Tail Ratio | 1.81 | 1.1 |
| Outlier Win Ratio | 26.37 | 3.15 |
| Outlier Loss Ratio | 3.22 | 2.94 |
| Volatility (ann.) | 33.6% | 72.0% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.75 | -0.18 |
| Skew | -1.99 | -0.44 |
| Kurtosis | 47.12 | 4.63 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 1.19% | -0.96% |
| Expected Yearly % | 11.19% | -8.29% |
| Kelly Criterion | 5.54% | 1.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.84% | -6.16% |
| Expected Shortfall (cVaR) | -2.84% | -6.16% |
| Year | 11997692:ETHUSD | 11997692:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 32.88 | -2.78 | + |
| 2025 | -4.63 | -6.96 | 1.50 | - |
| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| MTD | -10.51% | -17.27% |
| 3M | -14.23% | -28.03% |
| 6M | -7.4% | 28.37% |
| YTD | -6.96% | -4.63% |
| 1Y | -4.55% | 1.69% |
| 3Y (ann.) | 15.6% | -11.16% |
| 5Y (ann.) | 15.6% | -11.16% |
| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| Max Drawdown | -20.79% | -63.76% |
| Longest DD Days | 153.0 | 234.0 |
| Avg. Drawdown | -8.94% | -22.9% |
| Avg. Drawdown Days | 46.0 | 74.0 |
| Recovery Factor | 1.14 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-04 | 2024-11-06 | -20.79 | 94 |
| 2025-10-28 | 2025-11-17 | -18.81 | 20 |
| 2025-03-08 | 2025-08-08 | -15.15 | 153 |
| 2025-10-08 | 2025-10-27 | -6.17 | 19 |
| 2024-12-22 | 2025-01-31 | -5.64 | 40 |
| 2024-06-11 | 2024-07-15 | -4.68 | 34 |
| 2024-12-07 | 2024-12-21 | -4.54 | 14 |
| 2025-09-01 | 2025-10-07 | -4.51 | 36 |
| 2025-08-30 | 2025-08-31 | -0.18 | 1 |
| Metric | 11997692:ethusd:triple_med_gx:lsma95_145 | 11997692:ETHUSD |
|---|---|---|
| Best Day | 10.93% | 16.74% |
| Worst Day | -20.65% | -20.65% |
| Best Week | 20.52% | 22.2% |
| Worst Week | -13.91% | -22.77% |
| Best Month | 25.05% | 54.15% |
| Worst Month | -12.53% | -34.4% |
| Best Year | 32.88% | -4.63% |
| Worst Year | -6.96% | -11.81% |
| Avg. Up Day | 2.97% | 2.94% |
| Avg. Down Day | -2.7% | -2.91% |
| Avg. Up Week | 7.38% | 7.3% |
| Avg. Down Week | -3.87% | -6.42% |
| Avg. Up Month | 12.44% | 15.01% |
| Avg. Down Month | -7.26% | -13.54% |
| Win Days % | 50.49% | 50.56% |
| Win Month % | 56.25% | 33.33% |
| Win Week % | 40.62% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 0.0% |