| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 168.62% | -15.9% |
| Max Drawdown | -14.47% | -63.76% |
| Sharpe | 2.17 | 0.2 |
| Sortino | 3.68 | 0.28 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.78 | 1.03 |
| Common Sense Ratio | 3.88 | 1.13 |
| CPC Index | 1.22 | 0.6 |
| Tail Ratio | 2.18 | 1.1 |
| Outlier Win Ratio | 15.83 | 3.31 |
| Outlier Loss Ratio | 4.39 | 2.99 |
| Volatility (ann.) | 33.75% | 72.0% |
| R^2 | 0.22 | 0.22 |
| Calmar | 6.67 | -0.18 |
| Skew | 0.78 | -0.44 |
| Kurtosis | 11.11 | 4.63 |
| Expected Daily % | 0.18% | -0.03% |
| Expected Monthly % | 5.64% | -0.96% |
| Expected Yearly % | 63.9% | -8.29% |
| Kelly Criterion | 21.67% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -6.16% |
| Expected Shortfall (cVaR) | -2.71% | -6.16% |
| Year | 11990983:ETHUSD | 11990983:ethusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 47.77 | -4.04 | + |
| 2025 | -4.63 | 81.79 | -17.66 | + |
| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.27% |
| 3M | 11.16% | -28.03% |
| 6M | 75.11% | 28.37% |
| YTD | 81.79% | -4.63% |
| 1Y | 73.76% | 1.69% |
| 3Y (ann.) | 96.48% | -11.16% |
| 5Y (ann.) | 96.48% | -11.16% |
| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983:ETHUSD |
|---|---|---|
| Max Drawdown | -14.47% | -63.76% |
| Longest DD Days | 137.0 | 234.0 |
| Avg. Drawdown | -3.56% | -22.9% |
| Avg. Drawdown Days | 15.0 | 74.0 |
| Recovery Factor | 11.66 | -0.25 |
| Ulcer Index | 1.0 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-16 | 2025-07-03 | -14.47 | 137 |
| 2025-10-28 | 2025-11-17 | -13.36 | 20 |
| 2024-12-20 | 2025-01-24 | -9.61 | 35 |
| 2024-09-16 | 2024-10-16 | -7.51 | 30 |
| 2024-06-21 | 2024-07-15 | -6.52 | 24 |
| 2024-08-15 | 2024-09-14 | -4.70 | 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 |
| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983: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 | 33.14% | 54.15% |
| Worst Month | -11.16% | -34.4% |
| Best Year | 81.79% | -4.63% |
| Worst Year | 47.77% | -11.81% |
| Avg. Up Day | 2.44% | 2.57% |
| Avg. Down Day | -2.03% | -2.22% |
| Avg. Up Week | 6.46% | 7.05% |
| Avg. Down Week | -3.66% | -4.9% |
| Avg. Up Month | 14.54% | 22.83% |
| Avg. Down Month | -7.31% | -13.29% |
| Win Days % | 57.3% | 50.56% |
| Win Month % | 76.47% | 33.33% |
| Win Week % | 64.44% | 51.28% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |