| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 188.16% | 5.5% |
| Max Drawdown | -23.76% | -63.95% |
| Sharpe | 1.17 | 0.2 |
| Sortino | 1.8 | 0.29 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.37 | 1.03 |
| Common Sense Ratio | 2.08 | 1.04 |
| CPC Index | 0.86 | 0.59 |
| Tail Ratio | 1.51 | 1.01 |
| Outlier Win Ratio | 16.34 | 3.31 |
| Outlier Loss Ratio | 4.07 | 3.36 |
| Volatility (ann.) | 17.89% | 34.93% |
| R^2 | 0.26 | 0.26 |
| Calmar | 4.89 | 0.06 |
| Skew | 0.44 | -0.05 |
| Kurtosis | 26.58 | 8.14 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 6.42% | 0.32% |
| Expected Yearly % | 69.75% | 2.71% |
| Kelly Criterion | 13.46% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.99% |
| Expected Shortfall (cVaR) | -1.48% | -2.99% |
| Year | 11990988:ETHUSD | 11990988:ethusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 65.93 | -5.47 | + |
| 2025 | 19.96 | 73.66 | 3.69 | + |
| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988:ETHUSD |
|---|---|---|
| MTD | 13.5% | -3.64% |
| 3M | 59.49% | 27.31% |
| 6M | 87.22% | 151.47% |
| YTD | 73.66% | 19.96% |
| 1Y | 121.59% | 51.97% |
| 3Y (ann.) | 116.2% | 3.98% |
| 5Y (ann.) | 116.2% | 3.98% |
| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988:ETHUSD |
|---|---|---|
| Max Drawdown | -23.76% | -63.95% |
| Longest DD Days | 195.0 | 235.0 |
| Avg. Drawdown | -3.23% | -14.14% |
| Avg. Drawdown Days | 11.0 | 41.0 |
| Recovery Factor | 7.92 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-08-07 | -23.76 | 195 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2024-09-14 | 2024-10-14 | -9.41 | 30 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 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 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988: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 | 33.8% | 48.75% |
| Worst Month | -11.1% | -32.24% |
| Best Year | 73.66% | 19.96% |
| Worst Year | 65.93% | -12.05% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.02% | -1.07% |
| Avg. Up Week | 7.73% | 7.63% |
| Avg. Down Week | -3.53% | -5.02% |
| Avg. Up Month | 14.36% | 31.88% |
| Avg. Down Month | -3.73% | -17.57% |
| Win Days % | 53.27% | 50.42% |
| Win Month % | 76.47% | 29.41% |
| Win Week % | 64.29% | 52.05% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |