| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 101.75% | -15.9% |
| Max Drawdown | -20.06% | -63.76% |
| Sharpe | 1.47 | 0.2 |
| Sortino | 2.35 | 0.28 |
| Payoff Ratio | 1.18 | 1.01 |
| Profit Factor | 1.41 | 1.03 |
| Common Sense Ratio | 1.67 | 1.13 |
| CPC Index | 0.88 | 0.53 |
| Tail Ratio | 1.19 | 1.1 |
| Outlier Win Ratio | 13.35 | 3.38 |
| Outlier Loss Ratio | 4.26 | 3.05 |
| Volatility (ann.) | 37.23% | 72.0% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.07 | -0.18 |
| Skew | 0.59 | -0.44 |
| Kurtosis | 8.34 | 4.63 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 3.98% | -0.96% |
| Expected Yearly % | 42.04% | -8.29% |
| Kelly Criterion | 13.02% | 1.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.05% | -6.16% |
| Expected Shortfall (cVaR) | -3.05% | -6.16% |
| Year | 11990701:ETHUSD | 11990701:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 52.25 | -4.42 | + |
| 2025 | -4.63 | 32.52 | -7.02 | + |
| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| MTD | -7.82% | -17.27% |
| 3M | -7.18% | -28.03% |
| 6M | 24.28% | 28.37% |
| YTD | 32.52% | -4.63% |
| 1Y | 24.51% | 1.69% |
| 3Y (ann.) | 61.56% | -11.16% |
| 5Y (ann.) | 61.56% | -11.16% |
| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| Max Drawdown | -20.06% | -63.76% |
| Longest DD Days | 244.0 | 234.0 |
| Avg. Drawdown | -6.24% | -22.9% |
| Avg. Drawdown Days | 35.0 | 74.0 |
| Recovery Factor | 5.07 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-08-08 | -20.06 | 244 |
| 2025-10-28 | 2025-11-17 | -15.83 | 20 |
| 2024-06-11 | 2024-07-17 | -10.15 | 36 |
| 2024-08-15 | 2024-10-14 | -9.71 | 60 |
| 2025-08-15 | 2025-10-03 | -7.45 | 49 |
| 2025-10-08 | 2025-10-27 | -5.83 | 19 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-10-20 | 2024-11-06 | -1.78 | 17 |
| 2025-10-06 | 2025-10-07 | -0.87 | 1 |
| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 20.77% | 22.2% |
| Worst Week | -12.71% | -22.77% |
| Best Month | 34.98% | 54.15% |
| Worst Month | -9.49% | -34.4% |
| Best Year | 52.25% | -4.63% |
| Worst Year | 32.52% | -11.81% |
| Avg. Up Day | 2.31% | 2.38% |
| Avg. Down Day | -1.95% | -2.37% |
| Avg. Up Week | 7.21% | 6.95% |
| Avg. Down Week | -3.74% | -4.89% |
| Avg. Up Month | 15.56% | 22.83% |
| Avg. Down Month | -6.88% | -11.86% |
| Win Days % | 52.84% | 50.56% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 48.0% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |