| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 168.62% | -15.9% |
| Max Drawdown | -17.96% | -63.95% |
| Sharpe | 1.02 | 0.09 |
| Sortino | 1.54 | 0.13 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.33 | 1.01 |
| Common Sense Ratio | 1.97 | 0.97 |
| CPC Index | 0.81 | 0.57 |
| Tail Ratio | 1.48 | 0.95 |
| Outlier Win Ratio | 16.49 | 3.25 |
| Outlier Loss Ratio | 3.9 | 3.32 |
| Volatility (ann.) | 18.21% | 34.91% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.37 | -0.17 |
| Skew | 0.21 | -0.08 |
| Kurtosis | 26.57 | 7.74 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.64% | -0.96% |
| Expected Yearly % | 63.9% | -8.29% |
| Kelly Criterion | 11.62% | 5.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.0% |
| Expected Shortfall (cVaR) | -1.52% | -3.0% |
| Year | 11990983:ETHUSD | 11990983:ethusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 47.36 | -3.93 | + |
| 2025 | -4.37 | 82.28 | -18.82 | + |
| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.21% |
| 3M | 11.16% | -28.03% |
| 6M | 75.11% | 28.61% |
| YTD | 82.28% | -4.37% |
| 1Y | 73.76% | 1.62% |
| 3Y (ann.) | 96.48% | -11.16% |
| 5Y (ann.) | 96.48% | -11.16% |
| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983:ETHUSD |
|---|---|---|
| Max Drawdown | -17.96% | -63.95% |
| Longest DD Days | 137.0 | 235.0 |
| Avg. Drawdown | -3.57% | -15.28% |
| Avg. Drawdown Days | 10.0 | 44.0 |
| Recovery Factor | 9.39 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-02 | -17.96 | 137 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2025-10-27 | 2025-11-17 | -16.05 | 20 |
| 2024-09-14 | 2024-10-14 | -9.55 | 30 |
| 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 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| Metric | 11990983:ethusd:triple_med_gx:lsma80_140 | 11990983: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 | 33.14% | 48.75% |
| Worst Month | -11.16% | -32.24% |
| Best Year | 82.28% | -4.37% |
| Worst Year | 47.36% | -12.05% |
| Avg. Up Day | 1.26% | 1.26% |
| Avg. Down Day | -1.08% | -1.14% |
| Avg. Up Week | 6.68% | 7.05% |
| Avg. Down Week | -3.44% | -6.36% |
| Avg. Up Month | 13.67% | 31.88% |
| Avg. Down Month | -7.38% | -13.81% |
| Win Days % | 52.49% | 50.44% |
| Win Month % | 77.78% | 27.78% |
| Win Week % | 64.44% | 50.0% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |