| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 168.25% | 5.5% |
| Max Drawdown | -20.29% | -63.95% |
| Sharpe | 1.06 | 0.2 |
| Sortino | 1.64 | 0.29 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.34 | 1.03 |
| Common Sense Ratio | 2.0 | 1.04 |
| CPC Index | 0.84 | 0.61 |
| Tail Ratio | 1.49 | 1.01 |
| Outlier Win Ratio | 16.64 | 3.38 |
| Outlier Loss Ratio | 3.97 | 3.35 |
| Volatility (ann.) | 18.6% | 34.93% |
| R^2 | 0.28 | 0.28 |
| Calmar | 5.19 | 0.06 |
| Skew | 0.51 | -0.05 |
| Kurtosis | 27.14 | 8.14 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 5.98% | 0.32% |
| Expected Yearly % | 63.78% | 2.71% |
| Kelly Criterion | 12.11% | 8.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -2.99% |
| Expected Shortfall (cVaR) | -1.55% | -2.99% |
| Year | 11990826:ETHUSD | 11990826:ethusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 45.22 | -3.75 | + |
| 2025 | 19.96 | 84.72 | 4.25 | + |
| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| MTD | 10.14% | -3.64% |
| 3M | 58.12% | 27.31% |
| 6M | 82.05% | 151.47% |
| YTD | 84.72% | 19.96% |
| 1Y | 101.85% | 51.97% |
| 3Y (ann.) | 105.21% | 3.98% |
| 5Y (ann.) | 105.21% | 3.98% |
| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| Max Drawdown | -20.29% | -63.95% |
| Longest DD Days | 196.0 | 235.0 |
| Avg. Drawdown | -2.99% | -14.14% |
| Avg. Drawdown Days | 12.0 | 41.0 |
| Recovery Factor | 8.29 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-07-02 | -20.29 | 196 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-09-14 | 2024-10-14 | -8.26 | 30 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| 2024-10-16 | 2024-11-06 | -3.48 | 20 |
| 2025-08-05 | 2025-08-07 | -3.09 | 2 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| Metric | 11990826:ethusd:triple_med_gx:lsma80_140 | 11990826:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.88% | 27.26% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 33.61% | 48.75% |
| Worst Month | -11.07% | -32.24% |
| Best Year | 84.72% | 19.96% |
| Worst Year | 45.22% | -12.05% |
| Avg. Up Day | 1.27% | 1.27% |
| Avg. Down Day | -1.05% | -1.09% |
| Avg. Up Week | 6.98% | 7.39% |
| Avg. Down Week | -2.85% | -5.31% |
| Avg. Up Month | 15.74% | 29.6% |
| Avg. Down Month | -8.94% | -12.68% |
| Win Days % | 51.95% | 50.42% |
| Win Month % | 76.47% | 29.41% |
| Win Week % | 55.81% | 52.05% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |