| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 97.28% | -15.9% |
| Max Drawdown | -30.45% | -63.76% |
| Sharpe | 1.46 | 0.2 |
| Sortino | 2.35 | 0.28 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.43 | 1.03 |
| Common Sense Ratio | 2.28 | 1.13 |
| CPC Index | 0.89 | 0.57 |
| Tail Ratio | 1.6 | 1.1 |
| Outlier Win Ratio | 14.57 | 3.31 |
| Outlier Loss Ratio | 4.0 | 3.04 |
| Volatility (ann.) | 36.08% | 72.0% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.94 | -0.18 |
| Skew | 0.66 | -0.44 |
| Kurtosis | 9.57 | 4.63 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 3.85% | -0.96% |
| Expected Yearly % | 40.46% | -8.29% |
| Kelly Criterion | 15.04% | 5.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.96% | -6.16% |
| Expected Shortfall (cVaR) | -2.96% | -6.16% |
| Year | 11990851:ETHUSD | 11990851:ethusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 55.53 | -4.70 | + |
| 2025 | -4.63 | 26.84 | -5.80 | + |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| MTD | -6.95% | -17.27% |
| 3M | 2.54% | -28.03% |
| 6M | 39.05% | 28.37% |
| YTD | 26.84% | -4.63% |
| 1Y | 14.87% | 1.69% |
| 3Y (ann.) | 59.11% | -11.16% |
| 5Y (ann.) | 59.11% | -11.16% |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Max Drawdown | -30.45% | -63.76% |
| Longest DD Days | 250.0 | 234.0 |
| Avg. Drawdown | -5.89% | -22.9% |
| Avg. Drawdown Days | 28.0 | 74.0 |
| Recovery Factor | 3.19 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-13 | -30.45 | 250 |
| 2025-10-28 | 2025-11-17 | -14.26 | 20 |
| 2024-06-21 | 2024-07-15 | -6.29 | 24 |
| 2024-09-16 | 2024-10-15 | -5.99 | 29 |
| 2025-10-08 | 2025-10-27 | -5.76 | 19 |
| 2024-08-15 | 2024-09-14 | -4.78 | 30 |
| 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 |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 21.09% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 34.88% | 54.15% |
| Worst Month | -12.63% | -34.4% |
| Best Year | 55.53% | -4.63% |
| Worst Year | 26.84% | -11.81% |
| Avg. Up Day | 2.34% | 2.38% |
| Avg. Down Day | -2.06% | -2.19% |
| Avg. Up Week | 7.2% | 7.54% |
| Avg. Down Week | -3.85% | -6.26% |
| Avg. Up Month | 18.62% | 15.01% |
| Avg. Down Month | -8.57% | -13.29% |
| Win Days % | 54.85% | 50.56% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 51.06% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |