| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 101.75% | -15.9% |
| Max Drawdown | -22.83% | -63.95% |
| Sharpe | 0.7 | 0.09 |
| Sortino | 1.04 | 0.13 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.19 | 1.01 |
| Common Sense Ratio | 1.54 | 0.97 |
| CPC Index | 0.68 | 0.54 |
| Tail Ratio | 1.3 | 0.95 |
| Outlier Win Ratio | 13.73 | 3.29 |
| Outlier Loss Ratio | 4.06 | 3.48 |
| Volatility (ann.) | 19.81% | 34.91% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.7 | -0.17 |
| Skew | 0.08 | -0.08 |
| Kurtosis | 20.61 | 7.74 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.98% | -0.96% |
| Expected Yearly % | 42.04% | -8.29% |
| Kelly Criterion | 7.04% | 3.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.0% |
| Expected Shortfall (cVaR) | -1.67% | -3.0% |
| Year | 11990701:ETHUSD | 11990701:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 51.83 | -4.30 | + |
| 2025 | -4.37 | 32.88 | -7.52 | + |
| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| MTD | -7.82% | -17.21% |
| 3M | -7.18% | -28.03% |
| 6M | 24.28% | 28.61% |
| YTD | 32.88% | -4.37% |
| 1Y | 24.51% | 1.62% |
| 3Y (ann.) | 61.56% | -11.16% |
| 5Y (ann.) | 61.56% | -11.16% |
| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| Max Drawdown | -22.83% | -63.95% |
| Longest DD Days | 245.0 | 235.0 |
| Avg. Drawdown | -4.44% | -15.28% |
| Avg. Drawdown Days | 19.0 | 44.0 |
| Recovery Factor | 4.46 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-08-07 | -22.83 | 245 |
| 2025-10-27 | 2025-11-17 | -18.45 | 20 |
| 2024-08-14 | 2024-10-14 | -12.19 | 60 |
| 2024-06-10 | 2024-07-15 | -10.51 | 35 |
| 2025-09-03 | 2025-10-03 | -8.85 | 30 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-10-07 | 2025-10-26 | -5.83 | 19 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-10-18 | 2024-11-06 | -3.14 | 18 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| Metric | 11990701:ethusd:triple_med_gx:lsma105_140 | 11990701:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.24% | 27.26% |
| Worst Week | -10.7% | -20.52% |
| Best Month | 34.74% | 48.75% |
| Worst Month | -9.49% | -32.24% |
| Best Year | 51.83% | -4.37% |
| Worst Year | 32.88% | -12.05% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.08% | -1.14% |
| Avg. Up Week | 5.84% | 7.02% |
| Avg. Down Week | -3.61% | -6.19% |
| Avg. Up Month | 17.46% | 29.6% |
| Avg. Down Month | -5.92% | -10.42% |
| Win Days % | 51.03% | 50.44% |
| Win Month % | 61.11% | 27.78% |
| Win Week % | 52.94% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |