| Metric | 11990830:ethusd:triple_med_gx:lsma85_140 | 11990830:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 55.06% | -7.96% |
| Max Drawdown | -24.16% | -63.95% |
| Sharpe | 0.59 | 0.13 |
| Sortino | 0.88 | 0.18 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.18 | 1.02 |
| Common Sense Ratio | 1.54 | 1.04 |
| CPC Index | 0.68 | 0.57 |
| Tail Ratio | 1.31 | 1.02 |
| Outlier Win Ratio | 16.85 | 3.28 |
| Outlier Loss Ratio | 4.01 | 3.46 |
| Volatility (ann.) | 18.74% | 35.09% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.88 | -0.11 |
| Skew | 0.39 | -0.21 |
| Kurtosis | 28.1 | 7.96 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 2.97% | -0.55% |
| Expected Yearly % | 24.52% | -4.06% |
| Kelly Criterion | 6.46% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.01% |
| Expected Shortfall (cVaR) | -1.58% | -3.01% |
| Year | 11990830:ETHUSD | 11990830:ethusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 46.43 | -3.85 | + |
| 2025 | 4.66 | 5.89 | 1.27 | + |
| Metric | 11990830:ethusd:triple_med_gx:lsma85_140 | 11990830:ETHUSD |
|---|---|---|
| MTD | 0.0% | -5.75% |
| 3M | 13.32% | 90.07% |
| 6M | 5.49% | 5.61% |
| YTD | 5.89% | 4.66% |
| 1Y | 49.66% | 16.73% |
| 3Y (ann.) | 45.37% | -6.83% |
| 5Y (ann.) | 45.37% | -6.83% |
| Metric | 11990830:ethusd:triple_med_gx:lsma85_140 | 11990830:ETHUSD |
|---|---|---|
| Max Drawdown | -24.16% | -63.95% |
| Longest DD Days | 228.0 | 229.0 |
| Avg. Drawdown | -4.72% | -17.79% |
| Avg. Drawdown Days | 22.0 | 60.0 |
| Recovery Factor | 2.28 | -0.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-08-03 | -24.16 | 228 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-09-14 | 2024-10-14 | -8.69 | 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 |
| 2024-11-04 | 2024-11-06 | -3.05 | 1 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-06-11 | 2024-06-12 | -2.70 | 1 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| Metric | 11990830:ethusd:triple_med_gx:lsma85_140 | 11990830:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.88% | 27.26% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 22.65% | 48.75% |
| Worst Month | -11.82% | -32.24% |
| Best Year | 46.43% | 4.66% |
| Worst Year | 5.89% | -12.05% |
| Avg. Up Day | 1.26% | 1.26% |
| Avg. Down Day | -1.08% | -1.14% |
| Avg. Up Week | 5.32% | 6.16% |
| Avg. Down Week | -3.8% | -5.31% |
| Avg. Up Month | 9.51% | 33.21% |
| Avg. Down Month | -7.91% | -12.68% |
| Win Days % | 49.64% | 50.29% |
| Win Month % | 71.43% | 26.67% |
| Win Week % | 55.56% | 50.79% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |