| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 45.33% | 16.86% |
| Max Drawdown | -27.48% | -63.76% |
| Sharpe | 1.24 | 0.55 |
| Sortino | 1.97 | 0.76 |
| Payoff Ratio | 1.04 | 1.17 |
| Profit Factor | 1.51 | 1.09 |
| Common Sense Ratio | 4.01 | 1.22 |
| CPC Index | 0.92 | 0.67 |
| Tail Ratio | 2.65 | 1.12 |
| Outlier Win Ratio | 25.25 | 3.01 |
| Outlier Loss Ratio | 3.7 | 2.88 |
| Volatility (ann.) | 28.08% | 73.45% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.32 | 0.22 |
| Skew | 0.86 | -0.49 |
| Kurtosis | 18.76 | 4.83 |
| Expected Daily % | 0.08% | 0.04% |
| Expected Monthly % | 2.52% | 1.04% |
| Expected Yearly % | 20.55% | 8.1% |
| Kelly Criterion | 18.28% | 11.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.32% | -6.21% |
| Expected Shortfall (cVaR) | -2.32% | -6.21% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 51.27 | -4.34 | + |
| 2025 | 32.52 | -3.92 | -0.12 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 13.46% | 14.67% |
| 3M | 10.18% | 72.31% |
| 6M | -0.98% | 62.63% |
| YTD | -3.92% | 32.52% |
| 1Y | 22.76% | 67.81% |
| 3Y (ann.) | 36.26% | 13.77% |
| 5Y (ann.) | 36.26% | 13.77% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -27.48% | -63.76% |
| Longest DD Days | 239.0 | 234.0 |
| Avg. Drawdown | -3.84% | -20.27% |
| Avg. Drawdown Days | 31.0 | 71.0 |
| Recovery Factor | 1.65 | 0.26 |
| Ulcer Index | 0.99 | 1.14 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-08-16 | -27.48 | 239 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-08-10 | 2024-09-10 | -2.65 | 31 |
| 2024-10-09 | 2024-10-12 | -1.87 | 3 |
| 2024-09-11 | 2024-09-12 | -1.01 | 1 |
| 2024-10-14 | 2024-11-06 | -0.89 | 23 |
| 2024-12-04 | 2024-12-05 | -0.18 | 1 |
| 2024-07-13 | 2024-07-14 | -0.11 | 1 |
| 2024-12-08 | 2024-12-19 | -0.06 | 11 |
| 2024-06-13 | 2024-06-14 | -0.02 | 1 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 21.16% | 22.2% |
| Worst Week | -12.6% | -22.77% |
| Best Month | 26.21% | 54.15% |
| Worst Month | -12.6% | -34.4% |
| Best Year | 51.27% | 32.52% |
| Worst Year | -3.92% | -11.81% |
| Avg. Up Day | 2.43% | 3.06% |
| Avg. Down Day | -2.34% | -2.6% |
| Avg. Up Week | 5.67% | 6.65% |
| Avg. Down Week | -8.67% | -7.58% |
| Avg. Up Month | 11.34% | 28.2% |
| Avg. Down Month | -6.25% | -6.96% |
| Win Days % | 58.33% | 52.38% |
| Win Month % | 64.29% | 40.0% |
| Win Week % | 70.37% | 55.38% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |