| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 114.34% | 16.42% |
| Max Drawdown | -26.96% | -63.95% |
| Sharpe | 0.98 | 0.27 |
| Sortino | 1.48 | 0.37 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | 1.97 | 1.07 |
| CPC Index | 0.81 | 0.58 |
| Tail Ratio | 1.46 | 1.03 |
| Outlier Win Ratio | 19.17 | 3.28 |
| Outlier Loss Ratio | 3.7 | 3.35 |
| Volatility (ann.) | 17.64% | 35.04% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.26 | 0.21 |
| Skew | 0.28 | -0.21 |
| Kurtosis | 31.44 | 7.79 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.21% | 1.02% |
| Expected Yearly % | 46.4% | 7.9% |
| Kelly Criterion | 12.13% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.99% |
| Expected Shortfall (cVaR) | -1.47% | -2.99% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 81.06 | -6.73 | + |
| 2025 | 32.37 | 18.38 | 0.57 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 20.73% | 19.21% |
| 3M | 27.82% | 73.69% |
| 6M | 15.58% | 61.73% |
| YTD | 18.38% | 32.37% |
| 1Y | 81.32% | 71.5% |
| 3Y (ann.) | 87.95% | 13.41% |
| 5Y (ann.) | 87.95% | 13.41% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -26.96% | -63.95% |
| Longest DD Days | 232.0 | 235.0 |
| Avg. Drawdown | -3.38% | -13.69% |
| Avg. Drawdown Days | 17.0 | 43.0 |
| Recovery Factor | 4.24 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-08 | -26.96 | 232 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-10-14 | -4.39 | 30 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-08-13 | 2024-09-09 | -3.40 | 27 |
| 2025-08-11 | 2025-08-16 | -2.82 | 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 | -11.25% | -32.24% |
| Best Year | 81.06% | 32.37% |
| Worst Year | 18.38% | -12.05% |
| Avg. Up Day | 1.3% | 1.34% |
| Avg. Down Day | -1.16% | -1.23% |
| Avg. Up Week | 6.22% | 8.08% |
| Avg. Down Week | -3.33% | -6.29% |
| Avg. Up Month | 17.41% | 29.71% |
| Avg. Down Month | -3.24% | -7.82% |
| Win Days % | 53.52% | 50.88% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 63.64% | 52.31% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |