| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 139.41% | 16.42% |
| Max Drawdown | -21.47% | -63.95% |
| Sharpe | 1.04 | 0.27 |
| Sortino | 1.58 | 0.37 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 1.84 | 1.07 |
| CPC Index | 0.79 | 0.59 |
| Tail Ratio | 1.4 | 1.03 |
| Outlier Win Ratio | 15.56 | 3.41 |
| Outlier Loss Ratio | 3.94 | 3.42 |
| Volatility (ann.) | 19.13% | 35.04% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.94 | 0.21 |
| Skew | 0.31 | -0.21 |
| Kurtosis | 23.26 | 7.79 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.99% | 1.02% |
| Expected Yearly % | 54.73% | 7.9% |
| Kelly Criterion | 11.35% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.99% |
| Expected Shortfall (cVaR) | -1.59% | -2.99% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 71.50 | -5.93 | + |
| 2025 | 32.37 | 39.60 | 1.22 | + |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 27.97% | 19.21% |
| 3M | 46.26% | 73.69% |
| 6M | 35.13% | 61.73% |
| YTD | 39.6% | 32.37% |
| 1Y | 111.54% | 71.5% |
| 3Y (ann.) | 105.97% | 13.41% |
| 5Y (ann.) | 105.97% | 13.41% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -21.47% | -63.95% |
| Longest DD Days | 228.0 | 235.0 |
| Avg. Drawdown | -3.35% | -13.69% |
| Avg. Drawdown Days | 15.0 | 43.0 |
| Recovery Factor | 6.49 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-04 | -21.47 | 228 |
| 2024-09-14 | 2024-10-14 | -7.28 | 30 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2024-06-12 | 2024-07-15 | -6.53 | 32 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-08-14 | 2025-08-16 | -4.40 | 2 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2025-08-05 | 2025-08-07 | -3.09 | 2 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 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 | -11.17% | -32.24% |
| Best Year | 71.5% | 32.37% |
| Worst Year | 39.6% | -12.05% |
| Avg. Up Day | 1.25% | 1.28% |
| Avg. Down Day | -1.11% | -1.15% |
| Avg. Up Week | 6.85% | 7.64% |
| Avg. Down Week | -2.82% | -7.39% |
| Avg. Up Month | 18.42% | 29.71% |
| Avg. Down Month | -4.12% | -12.68% |
| Win Days % | 52.89% | 50.88% |
| Win Month % | 73.33% | 33.33% |
| Win Week % | 62.16% | 52.31% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |