| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 166.13% | -15.9% |
| Max Drawdown | -22.81% | -63.95% |
| Sharpe | 0.91 | 0.09 |
| Sortino | 1.34 | 0.13 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.24 | 1.01 |
| Common Sense Ratio | 1.5 | 0.97 |
| CPC Index | 0.7 | 0.53 |
| Tail Ratio | 1.21 | 0.95 |
| Outlier Win Ratio | 12.53 | 3.42 |
| Outlier Loss Ratio | 4.12 | 3.61 |
| Volatility (ann.) | 20.81% | 34.91% |
| R^2 | 0.36 | 0.36 |
| Calmar | 4.17 | -0.17 |
| Skew | 0.13 | -0.08 |
| Kurtosis | 17.05 | 7.74 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.59% | -0.96% |
| Expected Yearly % | 63.13% | -8.29% |
| Kelly Criterion | 8.8% | 2.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.0% |
| Expected Shortfall (cVaR) | -1.74% | -3.0% |
| Year | 11991006:ETHUSD | 11991006:ethusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 87.39 | -7.25 | + |
| 2025 | -4.37 | 42.02 | -9.61 | + |
| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| MTD | -5.15% | -17.21% |
| 3M | -6.78% | -28.03% |
| 6M | 31.91% | 28.61% |
| YTD | 42.02% | -4.37% |
| 1Y | 35.6% | 1.62% |
| 3Y (ann.) | 95.23% | -11.16% |
| 5Y (ann.) | 95.23% | -11.16% |
| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| Max Drawdown | -22.81% | -63.95% |
| Longest DD Days | 129.0 | 235.0 |
| Avg. Drawdown | -4.27% | -15.28% |
| Avg. Drawdown Days | 11.0 | 44.0 |
| Recovery Factor | 7.28 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-06-10 | -22.81 | 129 |
| 2025-10-07 | 2025-11-17 | -21.38 | 40 |
| 2025-06-11 | 2025-07-09 | -19.08 | 28 |
| 2024-12-06 | 2025-01-24 | -18.42 | 48 |
| 2024-06-12 | 2024-07-15 | -9.68 | 33 |
| 2025-01-24 | 2025-01-31 | -9.15 | 7 |
| 2025-08-14 | 2025-10-02 | -7.80 | 49 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| Metric | 11991006:ethusd:triple_med_gx:lsma120_140 | 11991006:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -15.03% | -20.52% |
| Best Month | 38.52% | 48.75% |
| Worst Month | -8.55% | -32.24% |
| Best Year | 87.39% | -4.37% |
| Worst Year | 42.02% | -12.05% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -1.11% | -1.16% |
| Avg. Up Week | 6.36% | 7.5% |
| Avg. Down Week | -5.19% | -7.11% |
| Avg. Up Month | 19.34% | 31.88% |
| Avg. Down Month | -4.54% | -12.75% |
| Win Days % | 52.77% | 50.44% |
| Win Month % | 55.56% | 27.78% |
| Win Week % | 67.27% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |