| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 112.25% | -12.25% |
| Max Drawdown | -26.29% | -63.76% |
| Sharpe | 1.39 | 0.25 |
| Sortino | 2.11 | 0.34 |
| Payoff Ratio | 0.98 | 0.89 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | 1.65 | 1.15 |
| CPC Index | 0.76 | 0.47 |
| Tail Ratio | 1.21 | 1.1 |
| Outlier Win Ratio | 11.59 | 3.36 |
| Outlier Loss Ratio | 3.67 | 3.16 |
| Volatility (ann.) | 41.82% | 71.96% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.42 | -0.13 |
| Skew | 0.09 | -0.42 |
| Kurtosis | 8.17 | 4.46 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 4.04% | -0.69% |
| Expected Yearly % | 45.69% | -6.32% |
| Kelly Criterion | 13.94% | -4.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.44% | -6.15% |
| Expected Shortfall (cVaR) | -3.44% | -6.15% |
| Year | 11985553:ETHUSD | 11985553:ethusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 63.70 | -5.39 | + |
| 2025 | -0.49 | 29.66 | -60.43 | + |
| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -10.63% | -22.67% |
| 6M | 25.82% | 33.88% |
| YTD | 29.66% | -0.49% |
| 1Y | 9.75% | -15.78% |
| 3Y (ann.) | 63.75% | -8.2% |
| 5Y (ann.) | 63.75% | -8.2% |
| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| Max Drawdown | -26.29% | -63.76% |
| Longest DD Days | 240.0 | 234.0 |
| Avg. Drawdown | -5.77% | -24.2% |
| Avg. Drawdown Days | 27.0 | 77.0 |
| Recovery Factor | 4.27 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-12-10 | -26.29 | 63 |
| 2024-12-08 | 2025-08-05 | -24.36 | 240 |
| 2024-06-21 | 2024-07-16 | -8.38 | 25 |
| 2025-08-15 | 2025-10-05 | -8.16 | 51 |
| 2024-08-15 | 2024-09-20 | -7.98 | 36 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-10-22 | 2024-11-06 | -4.05 | 15 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-10-10 | 2024-10-13 | -1.99 | 3 |
| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| Best Day | 10.73% | 16.74% |
| Worst Day | -13.18% | -20.65% |
| Best Week | 18.7% | 22.2% |
| Worst Week | -12.71% | -22.77% |
| Best Month | 34.94% | 54.15% |
| Worst Month | -9.43% | -34.4% |
| Best Year | 63.7% | -0.49% |
| Worst Year | 29.66% | -11.81% |
| Avg. Up Day | 2.29% | 2.43% |
| Avg. Down Day | -2.35% | -2.73% |
| Avg. Up Week | 6.8% | 7.31% |
| Avg. Down Week | -4.09% | -6.4% |
| Avg. Up Month | 19.01% | 22.83% |
| Avg. Down Month | -5.78% | -13.39% |
| Win Days % | 57.47% | 50.81% |
| Win Month % | 50.0% | 36.84% |
| Win Week % | 54.39% | 53.09% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |