| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 112.25% | -11.0% |
| Max Drawdown | -27.85% | -63.95% |
| Sharpe | 0.68 | 0.12 |
| Sortino | 0.98 | 0.17 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.17 | 1.02 |
| Common Sense Ratio | 1.41 | 0.97 |
| CPC Index | 0.64 | 0.53 |
| Tail Ratio | 1.2 | 0.95 |
| Outlier Win Ratio | 12.37 | 3.48 |
| Outlier Loss Ratio | 4.21 | 3.8 |
| Volatility (ann.) | 21.57% | 35.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.29 | -0.11 |
| Skew | -0.11 | -0.05 |
| Kurtosis | 15.59 | 7.44 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.04% | -0.61% |
| Expected Yearly % | 45.69% | -5.66% |
| Kelly Criterion | 6.59% | 2.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -3.02% |
| Expected Shortfall (cVaR) | -1.82% | -3.02% |
| Year | 11985553:ETHUSD | 11985553:ethusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 63.25 | -5.25 | + |
| 2025 | 1.20 | 30.01 | 25.04 | + |
| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -10.89% | -21.8% |
| 6M | 10.89% | 19.68% |
| YTD | 30.01% | 1.2% |
| 1Y | 12.68% | -9.25% |
| 3Y (ann.) | 63.75% | -7.35% |
| 5Y (ann.) | 63.75% | -7.35% |
| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| Max Drawdown | -27.85% | -63.95% |
| Longest DD Days | 240.0 | 235.0 |
| Avg. Drawdown | -4.51% | -15.95% |
| Avg. Drawdown Days | 17.0 | 46.0 |
| Recovery Factor | 4.03 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -27.85 | 64 |
| 2024-12-06 | 2025-08-04 | -26.53 | 240 |
| 2024-08-14 | 2024-09-20 | -10.52 | 36 |
| 2024-06-12 | 2024-07-15 | -9.51 | 33 |
| 2025-08-14 | 2025-10-05 | -9.44 | 52 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-10-21 | 2024-11-06 | -5.80 | 16 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-22 | 2024-10-14 | -4.45 | 22 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11985553:ethusd:triple_med_gx:lsma120_135 | 11985553:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.24% | 27.26% |
| Worst Week | -15.03% | -20.52% |
| Best Month | 34.94% | 48.75% |
| Worst Month | -9.43% | -32.24% |
| Best Year | 63.25% | 1.2% |
| Worst Year | 30.01% | -12.05% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.14% | -1.18% |
| Avg. Up Week | 6.17% | 7.55% |
| Avg. Down Week | -5.38% | -7.57% |
| Avg. Up Month | 21.57% | 29.6% |
| Avg. Down Month | -5.84% | -13.38% |
| Win Days % | 52.01% | 50.56% |
| Win Month % | 50.0% | 31.58% |
| Win Week % | 62.3% | 49.38% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |