| Metric | 11990982:ethusd:triple_med_gx:lsma70_140 | 11990982:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 185.09% | -12.25% |
| Max Drawdown | -16.94% | -63.76% |
| Sharpe | 2.23 | 0.25 |
| Sortino | 3.84 | 0.34 |
| Payoff Ratio | 1.27 | 0.98 |
| Profit Factor | 1.84 | 1.04 |
| Common Sense Ratio | 3.98 | 1.15 |
| CPC Index | 1.32 | 0.52 |
| Tail Ratio | 2.17 | 1.1 |
| Outlier Win Ratio | 16.3 | 3.27 |
| Outlier Loss Ratio | 4.41 | 2.97 |
| Volatility (ann.) | 33.21% | 71.96% |
| R^2 | 0.22 | 0.22 |
| Calmar | 5.82 | -0.13 |
| Skew | 0.85 | -0.42 |
| Kurtosis | 11.63 | 4.46 |
| Expected Daily % | 0.19% | -0.02% |
| Expected Monthly % | 5.67% | -0.69% |
| Expected Yearly % | 68.85% | -6.32% |
| Kelly Criterion | 22.53% | 0.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.66% | -6.15% |
| Expected Shortfall (cVaR) | -2.66% | -6.15% |
| Year | 11990982:ETHUSD | 11990982:ethusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 41.68 | -3.53 | + |
| 2025 | -0.49 | 101.22 | -206.24 | + |
| Metric | 11990982:ethusd:triple_med_gx:lsma70_140 | 11990982:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | 16.74% | -22.67% |
| 6M | 75.02% | 33.88% |
| YTD | 101.22% | -0.49% |
| 1Y | 85.04% | -15.78% |
| 3Y (ann.) | 98.68% | -8.2% |
| 5Y (ann.) | 98.68% | -8.2% |
| Metric | 11990982:ethusd:triple_med_gx:lsma70_140 | 11990982:ETHUSD |
|---|---|---|
| Max Drawdown | -16.94% | -63.76% |
| Longest DD Days | 115.0 | 234.0 |
| Avg. Drawdown | -3.54% | -24.2% |
| Avg. Drawdown Days | 17.0 | 77.0 |
| Recovery Factor | 10.92 | -0.19 |
| Ulcer Index | 1.0 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-12-10 | -16.94 | 43 |
| 2025-03-10 | 2025-07-03 | -14.40 | 115 |
| 2024-12-20 | 2025-01-24 | -9.61 | 35 |
| 2024-06-21 | 2024-07-16 | -6.69 | 25 |
| 2024-08-15 | 2024-09-14 | -5.17 | 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 |
| 2024-09-16 | 2024-10-14 | -3.78 | 28 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| Metric | 11990982:ethusd:triple_med_gx:lsma70_140 | 11990982:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 21.85% | 22.2% |
| Worst Week | -11.64% | -22.77% |
| Best Month | 30.44% | 54.15% |
| Worst Month | -9.84% | -34.4% |
| Best Year | 101.22% | -0.49% |
| Worst Year | 41.68% | -11.81% |
| Avg. Up Day | 2.53% | 2.57% |
| Avg. Down Day | -1.99% | -2.63% |
| Avg. Up Week | 6.38% | 6.81% |
| Avg. Down Week | -4.17% | -5.72% |
| Avg. Up Month | 13.37% | 22.83% |
| Avg. Down Month | -6.82% | -14.54% |
| Win Days % | 56.67% | 50.81% |
| Win Month % | 76.47% | 36.84% |
| Win Week % | 65.91% | 53.09% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |