| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 156.95% | -11.0% |
| Max Drawdown | -17.65% | -63.95% |
| Sharpe | 0.95 | 0.12 |
| Sortino | 1.44 | 0.17 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.33 | 1.02 |
| Common Sense Ratio | 2.08 | 0.97 |
| CPC Index | 0.81 | 0.58 |
| Tail Ratio | 1.57 | 0.95 |
| Outlier Win Ratio | 19.05 | 3.4 |
| Outlier Loss Ratio | 3.8 | 3.32 |
| Volatility (ann.) | 17.96% | 35.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | 4.85 | -0.11 |
| Skew | 0.24 | -0.05 |
| Kurtosis | 28.14 | 7.44 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.09% | -0.61% |
| Expected Yearly % | 60.3% | -5.66% |
| Kelly Criterion | 10.85% | 6.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.02% |
| Expected Shortfall (cVaR) | -1.5% | -3.02% |
| Year | 11990979:ETHUSD | 11990979:ethusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 40.69 | -3.38 | + |
| 2025 | 1.20 | 82.64 | 68.96 | + |
| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | 21.55% | -21.8% |
| 6M | 59.02% | 19.68% |
| YTD | 82.64% | 1.2% |
| 1Y | 67.5% | -9.25% |
| 3Y (ann.) | 85.6% | -7.35% |
| 5Y (ann.) | 85.6% | -7.35% |
| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| Max Drawdown | -17.65% | -63.95% |
| Longest DD Days | 137.0 | 235.0 |
| Avg. Drawdown | -3.62% | -15.95% |
| Avg. Drawdown Days | 12.0 | 46.0 |
| Recovery Factor | 8.89 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-02 | -17.65 | 137 |
| 2024-12-19 | 2025-02-03 | -16.30 | 46 |
| 2025-11-12 | 2025-12-10 | -15.40 | 28 |
| 2024-06-12 | 2024-08-06 | -8.74 | 54 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2025-02-04 | 2025-02-14 | -6.56 | 10 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-10-14 | -4.50 | 30 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| Metric | 11990979:ethusd:triple_med_gx:lsma65_140 | 11990979:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.63% | 27.26% |
| Worst Week | -12.52% | -20.52% |
| Best Month | 29.24% | 48.75% |
| Worst Month | -9.84% | -32.24% |
| Best Year | 82.64% | 1.2% |
| Worst Year | 40.69% | -12.05% |
| Avg. Up Day | 1.34% | 1.35% |
| Avg. Down Day | -1.13% | -1.19% |
| Avg. Up Week | 6.74% | 7.16% |
| Avg. Down Week | -3.9% | -6.3% |
| Avg. Up Month | 12.78% | 31.88% |
| Avg. Down Month | -6.42% | -15.06% |
| Win Days % | 51.55% | 50.56% |
| Win Month % | 77.78% | 31.58% |
| Win Week % | 65.85% | 49.38% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |