| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 106.91% | 5.5% |
| Max Drawdown | -30.46% | -63.95% |
| Sharpe | 0.72 | 0.2 |
| Sortino | 1.06 | 0.29 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.18 | 1.03 |
| Common Sense Ratio | 1.4 | 1.04 |
| CPC Index | 0.66 | 0.55 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 12.27 | 3.55 |
| Outlier Loss Ratio | 4.24 | 3.75 |
| Volatility (ann.) | 21.57% | 34.93% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.29 | 0.06 |
| Skew | 0.11 | -0.05 |
| Kurtosis | 16.82 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.37% | 0.32% |
| Expected Yearly % | 43.85% | 2.71% |
| Kelly Criterion | 6.66% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -2.99% |
| Expected Shortfall (cVaR) | -1.81% | -2.99% |
| Year | 11980167:ETHUSD | 11980167:ethusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 68.81 | -5.71 | + |
| 2025 | 19.96 | 22.57 | 1.13 | + |
| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| MTD | 0.07% | -3.64% |
| 3M | 17.14% | 27.31% |
| 6M | 26.06% | 151.47% |
| YTD | 22.57% | 19.96% |
| 1Y | 45.49% | 51.97% |
| 3Y (ann.) | 69.85% | 3.98% |
| 5Y (ann.) | 69.85% | 3.98% |
| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| Max Drawdown | -30.46% | -63.95% |
| Longest DD Days | 248.0 | 235.0 |
| Avg. Drawdown | -4.94% | -14.14% |
| Avg. Drawdown Days | 16.0 | 41.0 |
| Recovery Factor | 3.51 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-12 | -30.46 | 248 |
| 2025-10-07 | 2025-10-15 | -20.45 | 8 |
| 2024-08-14 | 2024-09-20 | -10.33 | 36 |
| 2025-09-18 | 2025-10-06 | -10.25 | 17 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2025-08-14 | 2025-09-12 | -7.62 | 29 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-10-21 | 2024-11-06 | -5.52 | 16 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-22 | 2024-10-12 | -3.90 | 20 |
| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.6% | 27.26% |
| Worst Week | -15.03% | -20.52% |
| Best Month | 35.34% | 48.75% |
| Worst Month | -13.34% | -32.24% |
| Best Year | 68.81% | 19.96% |
| Worst Year | 22.57% | -12.05% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -1.1% | -1.12% |
| Avg. Up Week | 6.18% | 7.58% |
| Avg. Down Week | -5.72% | -7.18% |
| Avg. Up Month | 19.39% | 29.6% |
| Avg. Down Month | -8.08% | -12.93% |
| Win Days % | 51.38% | 50.42% |
| Win Month % | 58.82% | 29.41% |
| Win Week % | 63.64% | 52.05% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |