| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 75.1% | -11.0% |
| Max Drawdown | -27.96% | -63.95% |
| Sharpe | 0.59 | 0.12 |
| Sortino | 0.88 | 0.17 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.21 | 1.02 |
| Common Sense Ratio | 1.8 | 0.97 |
| CPC Index | 0.7 | 0.55 |
| Tail Ratio | 1.49 | 0.95 |
| Outlier Win Ratio | 21.28 | 3.36 |
| Outlier Loss Ratio | 3.64 | 3.46 |
| Volatility (ann.) | 18.22% | 35.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.59 | -0.11 |
| Skew | 0.29 | -0.05 |
| Kurtosis | 30.95 | 7.44 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 2.99% | -0.61% |
| Expected Yearly % | 32.33% | -5.66% |
| Kelly Criterion | 6.93% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.02% |
| Expected Shortfall (cVaR) | -1.54% | -3.02% |
| Year | 11990802:ETHUSD | 11990802:ethusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 39.09 | -3.24 | + |
| 2025 | 1.20 | 25.89 | 21.60 | + |
| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -5.97% | -21.8% |
| 6M | 6.88% | 19.68% |
| YTD | 25.89% | 1.2% |
| 1Y | 10.03% | -9.25% |
| 3Y (ann.) | 44.35% | -7.35% |
| 5Y (ann.) | 44.35% | -7.35% |
| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| Max Drawdown | -27.96% | -63.95% |
| Longest DD Days | 184.0 | 235.0 |
| Avg. Drawdown | -4.65% | -15.95% |
| Avg. Drawdown Days | 18.0 | 46.0 |
| Recovery Factor | 2.69 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-12-10 | -27.96 | 57 |
| 2024-12-18 | 2025-02-03 | -20.29 | 47 |
| 2025-02-04 | 2025-08-07 | -18.11 | 184 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-06-27 | -6.53 | 14 |
| 2024-08-09 | 2024-09-10 | -6.01 | 32 |
| 2024-09-11 | 2024-10-14 | -4.94 | 33 |
| 2025-09-03 | 2025-09-29 | -4.46 | 26 |
| 2024-10-14 | 2024-11-06 | -3.12 | 22 |
| 2025-09-30 | 2025-10-01 | -2.72 | 1 |
| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 15.65% | 27.26% |
| Worst Week | -11.14% | -20.52% |
| Best Month | 20.97% | 48.75% |
| Worst Month | -16.77% | -32.24% |
| Best Year | 39.09% | 1.2% |
| Worst Year | 25.89% | -12.05% |
| Avg. Up Day | 1.4% | 1.41% |
| Avg. Down Day | -1.22% | -1.33% |
| Avg. Up Week | 6.0% | 8.18% |
| Avg. Down Week | -4.83% | -7.28% |
| Avg. Up Month | 13.63% | 23.22% |
| Avg. Down Month | -11.58% | -16.96% |
| Win Days % | 50.28% | 50.56% |
| Win Month % | 75.0% | 31.58% |
| Win Week % | 55.81% | 49.38% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |