| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 184.98% | -15.9% |
| Max Drawdown | -20.95% | -63.95% |
| Sharpe | 1.0 | 0.09 |
| Sortino | 1.51 | 0.13 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.28 | 1.01 |
| Common Sense Ratio | 1.65 | 0.97 |
| CPC Index | 0.78 | 0.59 |
| Tail Ratio | 1.29 | 0.95 |
| Outlier Win Ratio | 13.2 | 3.37 |
| Outlier Loss Ratio | 4.13 | 3.4 |
| Volatility (ann.) | 19.93% | 34.91% |
| R^2 | 0.33 | 0.33 |
| Calmar | 4.99 | -0.17 |
| Skew | 0.24 | -0.08 |
| Kurtosis | 19.77 | 7.74 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.99% | -0.96% |
| Expected Yearly % | 68.81% | -8.29% |
| Kelly Criterion | 10.23% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.0% |
| Expected Shortfall (cVaR) | -1.66% | -3.0% |
| Year | 11990840:ETHUSD | 11990840:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 87.60 | -7.27 | + |
| 2025 | -4.37 | 51.91 | -11.87 | + |
| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| MTD | -6.95% | -17.21% |
| 3M | -6.48% | -28.03% |
| 6M | 39.84% | 28.61% |
| YTD | 51.91% | -4.37% |
| 1Y | 44.68% | 1.62% |
| 3Y (ann.) | 104.58% | -11.16% |
| 5Y (ann.) | 104.58% | -11.16% |
| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| Max Drawdown | -20.95% | -63.95% |
| Longest DD Days | 185.0 | 235.0 |
| Avg. Drawdown | -3.47% | -15.28% |
| Avg. Drawdown Days | 11.0 | 44.0 |
| Recovery Factor | 8.83 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-06-10 | -20.95 | 185 |
| 2025-10-07 | 2025-11-17 | -18.93 | 40 |
| 2025-06-18 | 2025-06-29 | -11.74 | 11 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-09 | -6.63 | 26 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2025-09-03 | 2025-10-02 | -6.03 | 28 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-08-14 | 2025-09-03 | -4.23 | 20 |
| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840: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 | 32.14% | 48.75% |
| Worst Month | -7.42% | -32.24% |
| Best Year | 87.6% | -4.37% |
| Worst Year | 51.91% | -12.05% |
| Avg. Up Day | 1.22% | 1.23% |
| Avg. Down Day | -1.03% | -1.07% |
| Avg. Up Week | 6.26% | 7.53% |
| Avg. Down Week | -3.42% | -5.7% |
| Avg. Up Month | 19.04% | 29.6% |
| Avg. Down Month | -5.02% | -12.17% |
| Win Days % | 51.29% | 50.44% |
| Win Month % | 66.67% | 27.78% |
| Win Week % | 61.54% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |