| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 36.18% | 16.86% |
| Max Drawdown | -31.37% | -63.76% |
| Sharpe | 1.05 | 0.55 |
| Sortino | 1.66 | 0.76 |
| Payoff Ratio | 1.06 | 1.24 |
| Profit Factor | 1.43 | 1.09 |
| Common Sense Ratio | 3.18 | 1.22 |
| CPC Index | 0.83 | 0.71 |
| Tail Ratio | 2.23 | 1.12 |
| Outlier Win Ratio | 26.06 | 3.01 |
| Outlier Loss Ratio | 4.0 | 2.88 |
| Volatility (ann.) | 27.9% | 73.45% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.93 | 0.22 |
| Skew | 0.89 | -0.49 |
| Kurtosis | 19.27 | 4.83 |
| Expected Daily % | 0.07% | 0.04% |
| Expected Monthly % | 2.08% | 1.04% |
| Expected Yearly % | 16.7% | 8.1% |
| Kelly Criterion | 12.61% | 14.08% |
| 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 | 48.59 | -4.11 | + |
| 2025 | 32.52 | -8.35 | -0.26 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 12.85% | 14.67% |
| 3M | 11.51% | 72.31% |
| 6M | -5.97% | 62.63% |
| YTD | -8.35% | 32.52% |
| 1Y | 16.62% | 67.81% |
| 3Y (ann.) | 29.12% | 13.77% |
| 5Y (ann.) | 29.12% | 13.77% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -31.37% | -63.76% |
| Longest DD Days | 239.0 | 234.0 |
| Avg. Drawdown | -5.24% | -20.27% |
| Avg. Drawdown Days | 46.0 | 71.0 |
| Recovery Factor | 1.15 | 0.26 |
| Ulcer Index | 0.99 | 1.14 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-08-16 | -31.37 | 239 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-08-10 | 2024-09-10 | -2.85 | 31 |
| 2024-09-11 | 2024-10-13 | -2.43 | 32 |
| 2024-06-17 | 2024-07-14 | -0.65 | 27 |
| 2024-11-10 | 2024-12-05 | -0.48 | 25 |
| 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 | -14.43% | -22.77% |
| Best Month | 25.57% | 54.15% |
| Worst Month | -14.43% | -34.4% |
| Best Year | 48.59% | 32.52% |
| Worst Year | -8.35% | -11.81% |
| Avg. Up Day | 2.41% | 3.16% |
| Avg. Down Day | -2.28% | -2.54% |
| Avg. Up Week | 5.89% | 7.02% |
| Avg. Down Week | -9.1% | -7.58% |
| Avg. Up Month | 9.06% | 22.65% |
| Avg. Down Month | -5.48% | -5.6% |
| Win Days % | 55.1% | 52.38% |
| Win Month % | 64.29% | 40.0% |
| Win Week % | 66.67% | 55.38% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |