| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 150.36% | 5.5% |
| Max Drawdown | -24.02% | -63.95% |
| Sharpe | 1.0 | 0.2 |
| Sortino | 1.51 | 0.29 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.3 | 1.03 |
| Common Sense Ratio | 1.87 | 1.04 |
| CPC Index | 0.79 | 0.58 |
| Tail Ratio | 1.43 | 1.01 |
| Outlier Win Ratio | 15.66 | 3.31 |
| Outlier Loss Ratio | 4.12 | 3.44 |
| Volatility (ann.) | 18.4% | 34.93% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.96 | 0.06 |
| Skew | 0.27 | -0.05 |
| Kurtosis | 24.48 | 8.14 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 5.55% | 0.32% |
| Expected Yearly % | 58.23% | 2.71% |
| Kelly Criterion | 11.29% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -2.99% |
| Expected Shortfall (cVaR) | -1.53% | -2.99% |
| Year | 11990985:ETHUSD | 11990985:ethusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 62.45 | -5.18 | + |
| 2025 | 19.96 | 54.11 | 2.71 | + |
| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| MTD | 7.79% | -3.64% |
| 3M | 50.92% | 27.31% |
| 6M | 66.55% | 151.47% |
| YTD | 54.11% | 19.96% |
| 1Y | 92.14% | 51.97% |
| 3Y (ann.) | 95.15% | 3.98% |
| 5Y (ann.) | 95.15% | 3.98% |
| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| Max Drawdown | -24.02% | -63.95% |
| Longest DD Days | 196.0 | 235.0 |
| Avg. Drawdown | -3.47% | -14.14% |
| Avg. Drawdown Days | 13.0 | 41.0 |
| Recovery Factor | 6.26 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-08-08 | -24.02 | 196 |
| 2024-12-05 | 2025-01-24 | -17.99 | 49 |
| 2024-06-12 | 2024-07-15 | -9.16 | 33 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-10-14 | -6.55 | 30 |
| 2025-10-07 | 2025-10-15 | -5.20 | 8 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| 2025-09-13 | 2025-10-01 | -4.21 | 18 |
| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -10.88% | -20.52% |
| Best Month | 33.3% | 48.75% |
| Worst Month | -11.23% | -32.24% |
| Best Year | 62.45% | 19.96% |
| Worst Year | 54.11% | -12.05% |
| Avg. Up Day | 1.2% | 1.2% |
| Avg. Down Day | -1.03% | -1.08% |
| Avg. Up Week | 7.52% | 7.4% |
| Avg. Down Week | -3.18% | -6.28% |
| Avg. Up Month | 15.11% | 31.88% |
| Avg. Down Month | -6.79% | -12.68% |
| Win Days % | 52.31% | 50.42% |
| Win Month % | 82.35% | 29.41% |
| Win Week % | 54.76% | 52.05% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |