| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 75.94% | -15.9% |
| Max Drawdown | -27.95% | -63.95% |
| Sharpe | 0.57 | 0.09 |
| Sortino | 0.81 | 0.13 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.15 | 1.01 |
| Common Sense Ratio | 1.38 | 0.97 |
| CPC Index | 0.64 | 0.53 |
| Tail Ratio | 1.2 | 0.95 |
| Outlier Win Ratio | 13.5 | 3.37 |
| Outlier Loss Ratio | 4.07 | 3.61 |
| Volatility (ann.) | 20.76% | 34.91% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.69 | -0.17 |
| Skew | -0.46 | -0.08 |
| Kurtosis | 23.91 | 7.74 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.19% | -0.96% |
| Expected Yearly % | 32.64% | -8.29% |
| Kelly Criterion | 5.65% | 3.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.0% |
| Expected Shortfall (cVaR) | -1.76% | -3.0% |
| Year | 11996715:ETHUSD | 11996715:ethusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 65.07 | -5.40 | + |
| 2025 | -4.37 | 6.58 | -1.51 | + |
| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| MTD | -0.96% | -17.21% |
| 3M | -7.8% | -28.03% |
| 6M | 9.81% | 28.61% |
| YTD | 6.58% | -4.37% |
| 1Y | -2.08% | 1.62% |
| 3Y (ann.) | 47.13% | -11.16% |
| 5Y (ann.) | 47.13% | -11.16% |
| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| Max Drawdown | -27.95% | -63.95% |
| Longest DD Days | 247.0 | 235.0 |
| Avg. Drawdown | -4.22% | -15.28% |
| Avg. Drawdown Days | 16.0 | 44.0 |
| Recovery Factor | 2.72 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-11 | -27.95 | 247 |
| 2025-10-07 | 2025-11-17 | -20.74 | 40 |
| 2024-06-12 | 2024-07-15 | -9.33 | 33 |
| 2025-08-14 | 2025-09-12 | -7.62 | 29 |
| 2025-09-21 | 2025-10-06 | -7.27 | 14 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2024-08-07 | 2024-08-08 | -6.51 | 1 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-10-21 | 2024-11-06 | -4.55 | 16 |
| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 22.15% | 27.26% |
| Worst Week | -17.97% | -20.52% |
| Best Month | 32.21% | 48.75% |
| Worst Month | -16.25% | -32.24% |
| Best Year | 65.07% | -4.37% |
| Worst Year | 6.58% | -12.05% |
| Avg. Up Day | 1.21% | 1.21% |
| Avg. Down Day | -1.11% | -1.16% |
| Avg. Up Week | 5.53% | 7.65% |
| Avg. Down Week | -4.87% | -6.06% |
| Avg. Up Month | 23.7% | 23.22% |
| Avg. Down Month | -6.31% | -13.77% |
| Win Days % | 50.94% | 50.44% |
| Win Month % | 52.94% | 27.78% |
| Win Week % | 62.96% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |