| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 126.18% | -12.25% |
| Max Drawdown | -29.97% | -63.76% |
| Sharpe | 1.67 | 0.25 |
| Sortino | 2.63 | 0.34 |
| Payoff Ratio | 1.03 | 1.06 |
| Profit Factor | 1.49 | 1.04 |
| Common Sense Ratio | 2.21 | 1.15 |
| CPC Index | 0.89 | 0.56 |
| Tail Ratio | 1.48 | 1.1 |
| Outlier Win Ratio | 14.19 | 3.27 |
| Outlier Loss Ratio | 3.86 | 3.02 |
| Volatility (ann.) | 35.81% | 71.96% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.36 | -0.13 |
| Skew | 0.38 | -0.42 |
| Kurtosis | 8.96 | 4.46 |
| Expected Daily % | 0.15% | -0.02% |
| Expected Monthly % | 4.39% | -0.69% |
| Expected Yearly % | 50.39% | -6.32% |
| Kelly Criterion | 17.15% | 4.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.92% | -6.15% |
| Expected Shortfall (cVaR) | -2.92% | -6.15% |
| Year | 11990992:ETHUSD | 11990992:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 75.50 | -6.39 | + |
| 2025 | -0.49 | 28.88 | -58.85 | + |
| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -15.9% | -22.67% |
| 6M | 21.53% | 33.88% |
| YTD | 28.88% | -0.49% |
| 1Y | 18.52% | -15.78% |
| 3Y (ann.) | 70.72% | -8.2% |
| 5Y (ann.) | 70.72% | -8.2% |
| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992:ETHUSD |
|---|---|---|
| Max Drawdown | -29.97% | -63.76% |
| Longest DD Days | 137.0 | 234.0 |
| Avg. Drawdown | -4.82% | -24.2% |
| Avg. Drawdown Days | 18.0 | 77.0 |
| Recovery Factor | 4.21 | -0.19 |
| Ulcer Index | 1.01 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-12-10 | -29.97 | 43 |
| 2025-01-25 | 2025-06-11 | -15.10 | 137 |
| 2025-06-15 | 2025-07-03 | -11.43 | 18 |
| 2024-12-20 | 2025-01-06 | -9.61 | 17 |
| 2024-06-21 | 2024-07-15 | -6.08 | 24 |
| 2025-10-08 | 2025-10-27 | -5.83 | 19 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-10 | -4.70 | 26 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 21.85% | 22.2% |
| Worst Week | -12.06% | -22.77% |
| Best Month | 32.44% | 54.15% |
| Worst Month | -21.35% | -34.4% |
| Best Year | 75.5% | -0.49% |
| Worst Year | 28.88% | -11.81% |
| Avg. Up Day | 2.24% | 2.39% |
| Avg. Down Day | -2.18% | -2.25% |
| Avg. Up Week | 6.49% | 6.6% |
| Avg. Down Week | -4.28% | -5.86% |
| Avg. Up Month | 16.13% | 22.83% |
| Avg. Down Month | -7.69% | -14.54% |
| Win Days % | 57.99% | 50.81% |
| Win Month % | 76.47% | 36.84% |
| Win Week % | 59.57% | 53.09% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |