| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 166.13% | -15.9% |
| Max Drawdown | -20.8% | -63.76% |
| Sharpe | 1.81 | 0.2 |
| Sortino | 2.82 | 0.28 |
| Payoff Ratio | 1.03 | 0.94 |
| Profit Factor | 1.51 | 1.03 |
| Common Sense Ratio | 2.26 | 1.13 |
| CPC Index | 0.9 | 0.49 |
| Tail Ratio | 1.5 | 1.1 |
| Outlier Win Ratio | 11.52 | 3.4 |
| Outlier Loss Ratio | 3.65 | 3.08 |
| Volatility (ann.) | 41.76% | 72.0% |
| R^2 | 0.38 | 0.38 |
| Calmar | 4.58 | -0.18 |
| Skew | 0.14 | -0.44 |
| Kurtosis | 8.4 | 4.63 |
| Expected Daily % | 0.18% | -0.03% |
| Expected Monthly % | 5.59% | -0.96% |
| Expected Yearly % | 63.13% | -8.29% |
| Kelly Criterion | 17.91% | -2.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.39% | -6.16% |
| Expected Shortfall (cVaR) | -3.39% | -6.16% |
| Year | 11991006:ETHUSD | 11991006:ethusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 87.90 | -7.44 | + |
| 2025 | -4.63 | 41.63 | -8.99 | + |
| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| MTD | -5.22% | -17.27% |
| 3M | -6.79% | -28.03% |
| 6M | 31.91% | 28.37% |
| YTD | 41.63% | -4.63% |
| 1Y | 35.6% | 1.69% |
| 3Y (ann.) | 95.23% | -11.16% |
| 5Y (ann.) | 95.23% | -11.16% |
| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| Max Drawdown | -20.8% | -63.76% |
| Longest DD Days | 137.0 | 234.0 |
| Avg. Drawdown | -4.98% | -22.9% |
| Avg. Drawdown Days | 16.0 | 74.0 |
| Recovery Factor | 7.99 | -0.25 |
| Ulcer Index | 1.01 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-06-11 | -20.80 | 137 |
| 2025-10-08 | 2025-11-17 | -19.52 | 40 |
| 2025-06-12 | 2025-07-10 | -17.88 | 28 |
| 2024-12-08 | 2025-01-24 | -12.16 | 47 |
| 2024-06-21 | 2024-07-16 | -8.56 | 25 |
| 2025-08-15 | 2025-09-20 | -7.00 | 36 |
| 2025-09-22 | 2025-10-03 | -5.84 | 11 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-10 | -4.70 | 26 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| Best Day | 10.73% | 16.74% |
| Worst Day | -13.18% | -20.65% |
| Best Week | 21.85% | 22.2% |
| Worst Week | -11.75% | -22.77% |
| Best Month | 38.52% | 54.15% |
| Worst Month | -8.55% | -34.4% |
| Best Year | 87.9% | -4.63% |
| Worst Year | 41.63% | -11.81% |
| Avg. Up Day | 2.42% | 2.55% |
| Avg. Down Day | -2.36% | -2.72% |
| Avg. Up Week | 6.74% | 6.95% |
| Avg. Down Week | -3.6% | -6.46% |
| Avg. Up Month | 20.52% | 22.83% |
| Avg. Down Month | -5.0% | -13.71% |
| Win Days % | 58.44% | 50.56% |
| Win Month % | 58.82% | 33.33% |
| Win Week % | 59.26% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |