| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 45.33% | 16.42% |
| Max Drawdown | -29.72% | -63.95% |
| Sharpe | 0.59 | 0.27 |
| Sortino | 0.85 | 0.37 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | 2.59 | 1.07 |
| CPC Index | 0.68 | 0.52 |
| Tail Ratio | 2.07 | 1.03 |
| Outlier Win Ratio | 28.82 | 3.12 |
| Outlier Loss Ratio | 3.42 | 3.3 |
| Volatility (ann.) | 15.15% | 35.04% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.22 | 0.21 |
| Skew | 0.16 | -0.21 |
| Kurtosis | 53.0 | 7.79 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.52% | 1.02% |
| Expected Yearly % | 20.55% | 7.9% |
| Kelly Criterion | 7.88% | 1.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.99% |
| Expected Shortfall (cVaR) | -1.28% | -2.99% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 51.27 | -4.25 | + |
| 2025 | 32.37 | -3.92 | -0.12 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 13.46% | 19.21% |
| 3M | 10.18% | 73.69% |
| 6M | -2.73% | 61.73% |
| YTD | -3.92% | 32.37% |
| 1Y | 22.76% | 71.5% |
| 3Y (ann.) | 36.26% | 13.41% |
| 5Y (ann.) | 36.26% | 13.41% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -29.72% | -63.95% |
| Longest DD Days | 240.0 | 235.0 |
| Avg. Drawdown | -4.39% | -13.69% |
| Avg. Drawdown Days | 28.0 | 43.0 |
| Recovery Factor | 1.53 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-16 | -29.72 | 240 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -6.53 | 31 |
| 2024-09-11 | 2024-11-06 | -4.62 | 56 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-08-09 | 2024-09-09 | -3.53 | 31 |
| 2024-07-16 | 2024-08-06 | -1.98 | 21 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-12-06 | 2024-12-19 | -0.89 | 12 |
| 2024-09-10 | 2024-09-10 | -0.44 | 0 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 27.26% |
| Worst Week | -12.6% | -20.52% |
| Best Month | 26.21% | 48.75% |
| Worst Month | -12.6% | -32.24% |
| Best Year | 51.27% | 32.37% |
| Worst Year | -3.92% | -12.05% |
| Avg. Up Day | 1.3% | 1.35% |
| Avg. Down Day | -1.27% | -1.37% |
| Avg. Up Week | 6.14% | 8.89% |
| Avg. Down Week | -4.25% | -6.82% |
| Avg. Up Month | 11.85% | 29.71% |
| Avg. Down Month | -5.38% | -6.92% |
| Win Days % | 53.5% | 50.88% |
| Win Month % | 60.0% | 33.33% |
| Win Week % | 59.26% | 52.31% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |