| Metric | 11990817:ethusd:triple_med_gx:lsma60_140 | 11990817:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 105.71% | -12.25% |
| Max Drawdown | -17.71% | -63.76% |
| Sharpe | 1.63 | 0.25 |
| Sortino | 2.66 | 0.34 |
| Payoff Ratio | 1.23 | 1.0 |
| Profit Factor | 1.58 | 1.04 |
| Common Sense Ratio | 2.88 | 1.15 |
| CPC Index | 1.08 | 0.53 |
| Tail Ratio | 1.82 | 1.1 |
| Outlier Win Ratio | 18.6 | 3.25 |
| Outlier Loss Ratio | 4.21 | 2.99 |
| Volatility (ann.) | 32.15% | 71.96% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.41 | -0.13 |
| Skew | 0.83 | -0.42 |
| Kurtosis | 14.22 | 4.46 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 3.87% | -0.69% |
| Expected Yearly % | 43.43% | -6.32% |
| Kelly Criterion | 19.41% | 1.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.62% | -6.15% |
| Expected Shortfall (cVaR) | -2.62% | -6.15% |
| Year | 11990817:ETHUSD | 11990817:ethusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 38.69 | -3.28 | + |
| 2025 | -0.49 | 48.32 | -98.45 | + |
| Metric | 11990817:ethusd:triple_med_gx:lsma60_140 | 11990817:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | 9.64% | -22.67% |
| 6M | 42.43% | 33.88% |
| YTD | 48.32% | -0.49% |
| 1Y | 27.35% | -15.78% |
| 3Y (ann.) | 60.42% | -8.2% |
| 5Y (ann.) | 60.42% | -8.2% |
| Metric | 11990817:ethusd:triple_med_gx:lsma60_140 | 11990817:ETHUSD |
|---|---|---|
| Max Drawdown | -17.71% | -63.76% |
| Longest DD Days | 93.0 | 234.0 |
| Avg. Drawdown | -4.6% | -24.2% |
| Avg. Drawdown Days | 21.0 | 77.0 |
| Recovery Factor | 5.97 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-14 | 2025-12-10 | -17.71 | 26 |
| 2024-12-19 | 2025-03-09 | -14.74 | 80 |
| 2025-03-10 | 2025-06-11 | -14.40 | 93 |
| 2025-06-12 | 2025-08-07 | -12.44 | 56 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-08-15 | 2024-09-10 | -3.38 | 26 |
| 2025-10-05 | 2025-10-27 | -3.37 | 22 |
| 2024-06-21 | 2024-07-14 | -2.86 | 23 |
| Metric | 11990817:ethusd:triple_med_gx:lsma60_140 | 11990817:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 16.99% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 22.1% | 54.15% |
| Worst Month | -14.14% | -34.4% |
| Best Year | 48.32% | -0.49% |
| Worst Year | 38.69% | -11.81% |
| Avg. Up Day | 2.4% | 2.54% |
| Avg. Down Day | -1.96% | -2.54% |
| Avg. Up Week | 6.57% | 7.63% |
| Avg. Down Week | -3.76% | -6.85% |
| Avg. Up Month | 13.18% | 15.01% |
| Avg. Down Month | -8.13% | -14.54% |
| Win Days % | 55.62% | 50.81% |
| Win Month % | 66.67% | 36.84% |
| Win Week % | 57.14% | 53.09% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |