| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 118.41% | -12.25% |
| Max Drawdown | -17.46% | -63.76% |
| Sharpe | 1.73 | 0.25 |
| Sortino | 2.84 | 0.34 |
| Payoff Ratio | 1.2 | 1.02 |
| Profit Factor | 1.62 | 1.04 |
| Common Sense Ratio | 3.1 | 1.15 |
| CPC Index | 1.1 | 0.54 |
| Tail Ratio | 1.92 | 1.1 |
| Outlier Win Ratio | 17.9 | 3.25 |
| Outlier Loss Ratio | 4.05 | 2.98 |
| Volatility (ann.) | 32.62% | 71.96% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.83 | -0.13 |
| Skew | 0.82 | -0.42 |
| Kurtosis | 13.38 | 4.46 |
| Expected Daily % | 0.14% | -0.02% |
| Expected Monthly % | 4.2% | -0.69% |
| Expected Yearly % | 47.79% | -6.32% |
| Kelly Criterion | 20.66% | 2.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.65% | -6.15% |
| Expected Shortfall (cVaR) | -2.65% | -6.15% |
| Year | 11990829:ETHUSD | 11990829:ethusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 36.51 | -3.09 | + |
| 2025 | -0.49 | 59.99 | -122.22 | + |
| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | 18.3% | -22.67% |
| 6M | 60.68% | 33.88% |
| YTD | 59.99% | -0.49% |
| 1Y | 37.37% | -15.78% |
| 3Y (ann.) | 66.85% | -8.2% |
| 5Y (ann.) | 66.85% | -8.2% |
| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| Max Drawdown | -17.46% | -63.76% |
| Longest DD Days | 232.0 | 234.0 |
| Avg. Drawdown | -3.84% | -24.2% |
| Avg. Drawdown Days | 24.0 | 77.0 |
| Recovery Factor | 6.78 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-08 | -17.46 | 232 |
| 2025-11-14 | 2025-12-10 | -15.97 | 26 |
| 2024-08-15 | 2024-09-14 | -5.85 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-21 | 2024-07-15 | -3.88 | 24 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2025-09-03 | 2025-09-11 | -2.07 | 8 |
| 2024-10-10 | 2024-10-13 | -1.99 | 3 |
| 2024-11-05 | 2024-11-06 | -1.69 | 1 |
| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 18.13% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 28.26% | 54.15% |
| Worst Month | -14.14% | -34.4% |
| Best Year | 59.99% | -0.49% |
| Worst Year | 36.51% | -11.81% |
| Avg. Up Day | 2.41% | 2.54% |
| Avg. Down Day | -2.01% | -2.5% |
| Avg. Up Week | 7.68% | 7.8% |
| Avg. Down Week | -4.35% | -6.89% |
| Avg. Up Month | 15.3% | 15.01% |
| Avg. Down Month | -6.7% | -12.19% |
| Win Days % | 56.73% | 50.81% |
| Win Month % | 61.11% | 36.84% |
| Win Week % | 55.0% | 53.09% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |