| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 168.25% | 8.6% |
| Max Drawdown | -17.85% | -63.76% |
| Sharpe | 2.27 | 0.45 |
| Sortino | 4.03 | 0.63 |
| Payoff Ratio | 1.26 | 1.15 |
| Profit Factor | 1.8 | 1.07 |
| Common Sense Ratio | 3.5 | 1.18 |
| CPC Index | 1.33 | 0.63 |
| Tail Ratio | 1.94 | 1.1 |
| Outlier Win Ratio | 15.71 | 3.41 |
| Outlier Loss Ratio | 4.25 | 3.03 |
| Volatility (ann.) | 34.25% | 72.4% |
| R^2 | 0.22 | 0.22 |
| Calmar | 5.89 | 0.1 |
| Skew | 1.21 | -0.47 |
| Kurtosis | 10.73 | 4.82 |
| Expected Daily % | 0.2% | 0.02% |
| Expected Monthly % | 5.98% | 0.49% |
| Expected Yearly % | 63.78% | 4.21% |
| Kelly Criterion | 25.53% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.74% | -6.14% |
| Expected Shortfall (cVaR) | -2.74% | -6.14% |
| Year | 11990826:ETHUSD | 11990826:ethusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 45.62 | -3.86 | + |
| 2025 | 23.15 | 84.22 | 3.64 | + |
| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| MTD | 9.07% | -1.77% |
| 3M | 58.12% | 35.26% |
| 6M | 78.1% | 153.25% |
| YTD | 84.22% | 23.15% |
| 1Y | 109.39% | 62.28% |
| 3Y (ann.) | 105.21% | 6.2% |
| 5Y (ann.) | 105.21% | 6.2% |
| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| Max Drawdown | -17.85% | -63.76% |
| Longest DD Days | 196.0 | 234.0 |
| Avg. Drawdown | -3.69% | -21.06% |
| Avg. Drawdown Days | 22.0 | 69.0 |
| Recovery Factor | 9.43 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-03 | -17.85 | 196 |
| 2024-06-21 | 2024-07-15 | -6.73 | 24 |
| 2024-09-16 | 2024-10-15 | -6.19 | 29 |
| 2024-08-15 | 2024-09-10 | -4.70 | 26 |
| 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 |
| 2025-09-14 | 2025-10-02 | -2.24 | 18 |
| 2025-09-03 | 2025-09-11 | -2.07 | 8 |
| 2024-10-18 | 2024-11-06 | -1.90 | 19 |
| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 19.95% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 33.61% | 54.15% |
| Worst Month | -10.83% | -34.4% |
| Best Year | 84.22% | 23.15% |
| Worst Year | 45.62% | -11.81% |
| Avg. Up Day | 2.37% | 2.49% |
| Avg. Down Day | -1.89% | -2.17% |
| Avg. Up Week | 7.26% | 6.82% |
| Avg. Down Week | -4.15% | -6.72% |
| Avg. Up Month | 13.88% | 22.83% |
| Avg. Down Month | -8.86% | -11.96% |
| Win Days % | 58.52% | 51.5% |
| Win Month % | 76.47% | 35.29% |
| Win Week % | 63.41% | 53.42% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |