| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 133.81% | -11.0% |
| Max Drawdown | -26.62% | -63.95% |
| Sharpe | 0.84 | 0.12 |
| Sortino | 1.24 | 0.17 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.28 | 1.02 |
| Common Sense Ratio | 2.01 | 0.97 |
| CPC Index | 0.75 | 0.56 |
| Tail Ratio | 1.58 | 0.95 |
| Outlier Win Ratio | 17.98 | 3.38 |
| Outlier Loss Ratio | 3.77 | 3.39 |
| Volatility (ann.) | 18.56% | 35.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.8 | -0.11 |
| Skew | -0.02 | -0.05 |
| Kurtosis | 25.61 | 7.44 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.57% | -0.61% |
| Expected Yearly % | 52.91% | -5.66% |
| Kelly Criterion | 9.75% | 5.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.02% |
| Expected Shortfall (cVaR) | -1.56% | -3.02% |
| Year | 11990980:ETHUSD | 11990980:ethusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 52.03 | -4.32 | + |
| 2025 | 1.20 | 53.79 | 44.88 | + |
| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -4.23% | -21.8% |
| 6M | 27.2% | 19.68% |
| YTD | 53.79% | 1.2% |
| 1Y | 41.04% | -9.25% |
| 3Y (ann.) | 74.47% | -7.35% |
| 5Y (ann.) | 74.47% | -7.35% |
| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| Max Drawdown | -26.62% | -63.95% |
| Longest DD Days | 170.0 | 235.0 |
| Avg. Drawdown | -3.99% | -15.95% |
| Avg. Drawdown Days | 14.0 | 46.0 |
| Recovery Factor | 5.03 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -26.62 | 44 |
| 2025-02-14 | 2025-08-04 | -18.00 | 170 |
| 2024-12-19 | 2025-01-24 | -16.30 | 35 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 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 |
| 2024-09-14 | 2024-10-14 | -4.98 | 30 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -12.52% | -20.52% |
| Best Month | 32.05% | 48.75% |
| Worst Month | -22.41% | -32.24% |
| Best Year | 53.79% | 1.2% |
| Worst Year | 52.03% | -12.05% |
| Avg. Up Day | 1.3% | 1.3% |
| Avg. Down Day | -1.15% | -1.19% |
| Avg. Up Week | 6.53% | 7.07% |
| Avg. Down Week | -3.76% | -6.47% |
| Avg. Up Month | 14.22% | 31.88% |
| Avg. Down Month | -10.15% | -15.06% |
| Win Days % | 52.07% | 50.56% |
| Win Month % | 77.78% | 31.58% |
| Win Week % | 60.0% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |