| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 97.28% | -15.9% |
| Max Drawdown | -33.64% | -63.95% |
| Sharpe | 0.7 | 0.09 |
| Sortino | 1.03 | 0.13 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.2 | 1.01 |
| Common Sense Ratio | 1.59 | 0.97 |
| CPC Index | 0.69 | 0.55 |
| Tail Ratio | 1.32 | 0.95 |
| Outlier Win Ratio | 14.8 | 3.24 |
| Outlier Loss Ratio | 3.98 | 3.4 |
| Volatility (ann.) | 19.1% | 34.91% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.76 | -0.17 |
| Skew | 0.1 | -0.08 |
| Kurtosis | 23.35 | 7.74 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.85% | -0.96% |
| Expected Yearly % | 40.46% | -8.29% |
| Kelly Criterion | 7.71% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.0% |
| Expected Shortfall (cVaR) | -1.61% | -3.0% |
| Year | 11990851:ETHUSD | 11990851:ethusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 55.11 | -4.57 | + |
| 2025 | -4.37 | 27.19 | -6.22 | + |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| MTD | -6.95% | -17.21% |
| 3M | 2.54% | -28.03% |
| 6M | 39.05% | 28.61% |
| YTD | 27.19% | -4.37% |
| 1Y | 14.87% | 1.62% |
| 3Y (ann.) | 59.11% | -11.16% |
| 5Y (ann.) | 59.11% | -11.16% |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851:ETHUSD |
|---|---|---|
| Max Drawdown | -33.64% | -63.95% |
| Longest DD Days | 250.0 | 235.0 |
| Avg. Drawdown | -4.11% | -15.28% |
| Avg. Drawdown Days | 15.0 | 44.0 |
| Recovery Factor | 2.89 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-08-13 | -33.64 | 250 |
| 2025-10-27 | 2025-11-17 | -16.92 | 20 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-09-14 | 2024-10-14 | -8.07 | 30 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.72 | 27 |
| 2025-10-07 | 2025-10-26 | -5.93 | 19 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 9 |
| 2024-10-18 | 2024-11-06 | -3.23 | 18 |
| Metric | 11990851:ethusd:triple_med_gx:lsma95_140 | 11990851: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 | 34.88% | 48.75% |
| Worst Month | -12.63% | -32.24% |
| Best Year | 55.11% | -4.37% |
| Worst Year | 27.19% | -12.05% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -1.07% | -1.11% |
| Avg. Up Week | 5.87% | 7.1% |
| Avg. Down Week | -3.75% | -5.7% |
| Avg. Up Month | 16.75% | 29.6% |
| Avg. Down Month | -8.63% | -13.81% |
| Win Days % | 51.3% | 50.44% |
| Win Month % | 72.22% | 27.78% |
| Win Week % | 56.0% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |