| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 156.95% | -12.25% |
| Max Drawdown | -15.4% | -63.76% |
| Sharpe | 2.11 | 0.25 |
| Sortino | 3.48 | 0.34 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.8 | 1.04 |
| Common Sense Ratio | 4.23 | 1.15 |
| CPC Index | 1.21 | 0.61 |
| Tail Ratio | 2.36 | 1.1 |
| Outlier Win Ratio | 17.47 | 3.2 |
| Outlier Loss Ratio | 4.17 | 2.97 |
| Volatility (ann.) | 31.71% | 71.96% |
| R^2 | 0.21 | 0.21 |
| Calmar | 5.56 | -0.13 |
| Skew | 0.63 | -0.42 |
| Kurtosis | 12.92 | 4.46 |
| Expected Daily % | 0.17% | -0.02% |
| Expected Monthly % | 5.09% | -0.69% |
| Expected Yearly % | 60.3% | -6.32% |
| Kelly Criterion | 22.03% | 8.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -6.15% |
| Expected Shortfall (cVaR) | -2.55% | -6.15% |
| Year | 11990979:ETHUSD | 11990979:ethusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 41.07 | -3.48 | + |
| 2025 | -0.49 | 82.14 | -167.36 | + |
| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | 21.91% | -22.67% |
| 6M | 80.42% | 33.88% |
| YTD | 82.14% | -0.49% |
| 1Y | 67.5% | -15.78% |
| 3Y (ann.) | 85.6% | -8.2% |
| 5Y (ann.) | 85.6% | -8.2% |
| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| Max Drawdown | -15.4% | -63.76% |
| Longest DD Days | 115.0 | 234.0 |
| Avg. Drawdown | -3.57% | -24.2% |
| Avg. Drawdown Days | 16.0 | 77.0 |
| Recovery Factor | 10.19 | -0.19 |
| Ulcer Index | 1.0 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-13 | 2025-12-10 | -15.40 | 27 |
| 2025-03-10 | 2025-07-03 | -14.40 | 115 |
| 2024-12-20 | 2025-02-05 | -9.61 | 47 |
| 2024-06-21 | 2024-07-16 | -7.43 | 25 |
| 2024-08-15 | 2024-09-14 | -5.05 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-02-12 | 2025-02-13 | -4.03 | 1 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-09-15 | 2024-10-13 | -2.27 | 28 |
| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 21.63% | 22.2% |
| Worst Week | -11.64% | -22.77% |
| Best Month | 29.24% | 54.15% |
| Worst Month | -9.84% | -34.4% |
| Best Year | 82.14% | -0.49% |
| Worst Year | 41.07% | -11.81% |
| Avg. Up Day | 2.45% | 2.68% |
| Avg. Down Day | -2.11% | -2.3% |
| Avg. Up Week | 6.73% | 6.8% |
| Avg. Down Week | -4.14% | -6.45% |
| Avg. Up Month | 13.65% | 22.83% |
| Avg. Down Month | -6.35% | -14.54% |
| Win Days % | 58.08% | 50.81% |
| Win Month % | 76.47% | 36.84% |
| Win Week % | 65.0% | 53.09% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |