| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 105.6% | 16.42% |
| Max Drawdown | -25.62% | -63.95% |
| Sharpe | 0.94 | 0.27 |
| Sortino | 1.41 | 0.37 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.34 | 1.04 |
| Common Sense Ratio | 1.93 | 1.07 |
| CPC Index | 0.79 | 0.57 |
| Tail Ratio | 1.44 | 1.03 |
| Outlier Win Ratio | 19.57 | 3.24 |
| Outlier Loss Ratio | 3.69 | 3.37 |
| Volatility (ann.) | 17.51% | 35.04% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.18 | 0.21 |
| Skew | 0.26 | -0.21 |
| Kurtosis | 32.39 | 7.79 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.92% | 1.02% |
| Expected Yearly % | 43.39% | 7.9% |
| Kelly Criterion | 11.56% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.99% |
| Expected Shortfall (cVaR) | -1.46% | -2.99% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 82.76 | -6.87 | + |
| 2025 | 32.37 | 12.50 | 0.39 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 17.67% | 19.21% |
| 3M | 20.87% | 73.69% |
| 6M | 10.75% | 61.73% |
| YTD | 12.5% | 32.37% |
| 1Y | 76.79% | 71.5% |
| 3Y (ann.) | 81.58% | 13.41% |
| 5Y (ann.) | 81.58% | 13.41% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -25.62% | -63.95% |
| Longest DD Days | 232.0 | 235.0 |
| Avg. Drawdown | -3.33% | -13.69% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 4.12 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-08 | -25.62 | 232 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-15 | -6.53 | 32 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-10-12 | -4.28 | 28 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-08-13 | 2024-09-09 | -3.12 | 27 |
| 2025-08-11 | 2025-08-16 | -3.00 | 5 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| 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 | -12.27% | -20.52% |
| Best Month | 36.39% | 48.75% |
| Worst Month | -11.1% | -32.24% |
| Best Year | 82.76% | 32.37% |
| Worst Year | 12.5% | -12.05% |
| Avg. Up Day | 1.3% | 1.34% |
| Avg. Down Day | -1.18% | -1.25% |
| Avg. Up Week | 6.19% | 8.52% |
| Avg. Down Week | -3.2% | -6.29% |
| Avg. Up Month | 16.67% | 29.71% |
| Avg. Down Month | -4.12% | -7.62% |
| Win Days % | 53.61% | 50.88% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 60.61% | 52.31% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |