| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 106.91% | 8.6% |
| Max Drawdown | -28.41% | -63.76% |
| Sharpe | 1.44 | 0.45 |
| Sortino | 2.21 | 0.63 |
| Payoff Ratio | 1.0 | 0.9 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 1.66 | 1.18 |
| CPC Index | 0.79 | 0.5 |
| Tail Ratio | 1.22 | 1.1 |
| Outlier Win Ratio | 11.31 | 3.49 |
| Outlier Loss Ratio | 3.5 | 3.08 |
| Volatility (ann.) | 43.2% | 72.4% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.46 | 0.1 |
| Skew | 0.17 | -0.47 |
| Kurtosis | 7.94 | 4.82 |
| Expected Daily % | 0.14% | 0.02% |
| Expected Monthly % | 4.37% | 0.49% |
| Expected Yearly % | 43.85% | 4.21% |
| Kelly Criterion | 15.12% | -2.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.55% | -6.14% |
| Expected Shortfall (cVaR) | -3.55% | -6.14% |
| Year | 11980167:ETHUSD | 11980167:ethusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 69.27 | -5.86 | + |
| 2025 | 23.15 | 22.24 | 0.96 | - |
| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| MTD | -0.9% | -1.77% |
| 3M | 17.14% | 35.26% |
| 6M | 23.33% | 153.25% |
| YTD | 22.24% | 23.15% |
| 1Y | 50.92% | 62.28% |
| 3Y (ann.) | 69.85% | 6.2% |
| 5Y (ann.) | 69.85% | 6.2% |
| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| Max Drawdown | -28.41% | -63.76% |
| Longest DD Days | 248.0 | 234.0 |
| Avg. Drawdown | -6.24% | -21.06% |
| Avg. Drawdown Days | 25.0 | 69.0 |
| Recovery Factor | 3.76 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-08-13 | -28.41 | 248 |
| 2025-10-08 | 2025-10-15 | -19.52 | 7 |
| 2025-09-19 | 2025-10-07 | -9.32 | 18 |
| 2024-08-15 | 2024-09-20 | -7.79 | 36 |
| 2024-06-21 | 2024-07-15 | -6.53 | 24 |
| 2025-08-15 | 2025-09-13 | -6.52 | 29 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-10-22 | 2024-11-06 | -3.76 | 15 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| Metric | 11980167:ethusd:triple_med_gx:lsma120_130 | 11980167:ETHUSD |
|---|---|---|
| Best Day | 10.73% | 16.74% |
| Worst Day | -13.18% | -20.65% |
| Best Week | 19.05% | 22.2% |
| Worst Week | -17.08% | -22.77% |
| Best Month | 35.34% | 54.15% |
| Worst Month | -13.11% | -34.4% |
| Best Year | 69.27% | 23.15% |
| Worst Year | 22.24% | -11.81% |
| Avg. Up Day | 2.34% | 2.43% |
| Avg. Down Day | -2.34% | -2.69% |
| Avg. Up Week | 6.26% | 6.95% |
| Avg. Down Week | -4.51% | -6.35% |
| Avg. Up Month | 17.4% | 22.83% |
| Avg. Down Month | -6.86% | -11.22% |
| Win Days % | 57.61% | 51.5% |
| Win Month % | 52.94% | 35.29% |
| Win Week % | 57.41% | 53.42% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 100.0% | 50.0% |