| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 92.99% | -12.25% |
| Max Drawdown | -28.76% | -63.76% |
| Sharpe | 1.32 | 0.25 |
| Sortino | 2.07 | 0.34 |
| Payoff Ratio | 1.12 | 0.99 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | 1.57 | 1.15 |
| CPC Index | 0.81 | 0.52 |
| Tail Ratio | 1.16 | 1.1 |
| Outlier Win Ratio | 12.85 | 3.32 |
| Outlier Loss Ratio | 4.01 | 3.02 |
| Volatility (ann.) | 37.87% | 71.96% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.87 | -0.13 |
| Skew | 0.47 | -0.42 |
| Kurtosis | 7.72 | 4.46 |
| Expected Daily % | 0.12% | -0.02% |
| Expected Monthly % | 3.52% | -0.69% |
| Expected Yearly % | 38.92% | -6.32% |
| Kelly Criterion | 12.13% | 0.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.12% | -6.15% |
| Expected Shortfall (cVaR) | -3.12% | -6.15% |
| Year | 11990694:ETHUSD | 11990694:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 59.65 | -5.05 | + |
| 2025 | -0.49 | 20.89 | -42.56 | + |
| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -20.11% | -22.67% |
| 6M | 12.23% | 33.88% |
| YTD | 20.89% | -0.49% |
| 1Y | 5.06% | -15.78% |
| 3Y (ann.) | 53.86% | -8.2% |
| 5Y (ann.) | 53.86% | -8.2% |
| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| Max Drawdown | -28.76% | -63.76% |
| Longest DD Days | 81.0 | 234.0 |
| Avg. Drawdown | -6.84% | -24.2% |
| Avg. Drawdown Days | 24.0 | 77.0 |
| Recovery Factor | 3.23 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-12-10 | -28.76 | 43 |
| 2025-03-10 | 2025-04-13 | -14.40 | 34 |
| 2024-12-18 | 2025-03-09 | -13.71 | 81 |
| 2024-06-11 | 2024-08-06 | -12.18 | 56 |
| 2025-08-15 | 2025-10-07 | -11.20 | 53 |
| 2025-04-16 | 2025-06-11 | -9.43 | 56 |
| 2024-08-15 | 2024-09-20 | -9.19 | 36 |
| 2025-06-17 | 2025-06-30 | -8.88 | 13 |
| 2025-10-08 | 2025-10-27 | -7.44 | 19 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 18.7% | 22.2% |
| Worst Week | -12.71% | -22.77% |
| Best Month | 30.09% | 54.15% |
| Worst Month | -19.07% | -34.4% |
| Best Year | 59.65% | -0.49% |
| Worst Year | 20.89% | -11.81% |
| Avg. Up Day | 2.31% | 2.39% |
| Avg. Down Day | -2.05% | -2.42% |
| Avg. Up Week | 6.85% | 6.46% |
| Avg. Down Week | -4.53% | -6.07% |
| Avg. Up Month | 18.61% | 15.01% |
| Avg. Down Month | -8.75% | -12.85% |
| Win Days % | 53.5% | 50.81% |
| Win Month % | 61.11% | 36.84% |
| Win Week % | 51.85% | 53.09% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |