| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 126.18% | -11.0% |
| Max Drawdown | -31.45% | -63.95% |
| Sharpe | 0.79 | 0.12 |
| Sortino | 1.15 | 0.17 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 1.67 | 0.97 |
| CPC Index | 0.7 | 0.56 |
| Tail Ratio | 1.36 | 0.95 |
| Outlier Win Ratio | 15.05 | 3.4 |
| Outlier Loss Ratio | 4.15 | 3.57 |
| Volatility (ann.) | 19.39% | 35.19% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.25 | -0.11 |
| Skew | -0.11 | -0.05 |
| Kurtosis | 20.58 | 7.44 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.39% | -0.61% |
| Expected Yearly % | 50.39% | -5.66% |
| Kelly Criterion | 8.24% | 4.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.02% |
| Expected Shortfall (cVaR) | -1.63% | -3.02% |
| Year | 11990992:ETHUSD | 11990992:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 75.02 | -6.22 | + |
| 2025 | 1.20 | 29.23 | 24.39 | + |
| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -16.15% | -21.8% |
| 6M | 10.21% | 19.68% |
| YTD | 29.23% | 1.2% |
| 1Y | 18.52% | -9.25% |
| 3Y (ann.) | 70.72% | -7.35% |
| 5Y (ann.) | 70.72% | -7.35% |
| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992:ETHUSD |
|---|---|---|
| Max Drawdown | -31.45% | -63.95% |
| Longest DD Days | 93.0 | 235.0 |
| Avg. Drawdown | -4.33% | -15.95% |
| Avg. Drawdown Days | 13.0 | 46.0 |
| Recovery Factor | 4.01 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -31.45 | 44 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2025-06-10 | 2025-07-02 | -14.75 | 22 |
| 2025-01-24 | 2025-03-08 | -10.33 | 43 |
| 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 |
| 2024-09-14 | 2024-10-12 | -6.12 | 28 |
| 2025-10-07 | 2025-10-26 | -5.83 | 19 |
| Metric | 11990992:ethusd:triple_med_gx:lsma100_140 | 11990992: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 | 32.44% | 48.75% |
| Worst Month | -21.35% | -32.24% |
| Best Year | 75.02% | 1.2% |
| Worst Year | 29.23% | -12.05% |
| Avg. Up Day | 1.21% | 1.22% |
| Avg. Down Day | -1.09% | -1.12% |
| Avg. Up Week | 6.3% | 7.98% |
| Avg. Down Week | -3.92% | -5.79% |
| Avg. Up Month | 15.09% | 31.88% |
| Avg. Down Month | -6.1% | -13.17% |
| Win Days % | 51.66% | 50.56% |
| Win Month % | 72.22% | 31.58% |
| Win Week % | 60.42% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |