| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 92.99% | -11.0% |
| Max Drawdown | -30.27% | -63.95% |
| Sharpe | 0.63 | 0.12 |
| Sortino | 0.92 | 0.17 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.17 | 1.02 |
| Common Sense Ratio | 1.43 | 0.97 |
| CPC Index | 0.66 | 0.56 |
| Tail Ratio | 1.22 | 0.95 |
| Outlier Win Ratio | 13.75 | 3.43 |
| Outlier Loss Ratio | 4.21 | 3.6 |
| Volatility (ann.) | 20.36% | 35.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.78 | -0.11 |
| Skew | -0.02 | -0.05 |
| Kurtosis | 18.64 | 7.44 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.52% | -0.61% |
| Expected Yearly % | 38.92% | -5.66% |
| Kelly Criterion | 5.75% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.02% |
| Expected Shortfall (cVaR) | -1.72% | -3.02% |
| Year | 11990694:ETHUSD | 11990694:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 59.21 | -4.91 | + |
| 2025 | 1.20 | 21.22 | 17.71 | + |
| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -20.35% | -21.8% |
| 6M | 1.78% | 19.68% |
| YTD | 21.22% | 1.2% |
| 1Y | 5.06% | -9.25% |
| 3Y (ann.) | 53.86% | -7.35% |
| 5Y (ann.) | 53.86% | -7.35% |
| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| Max Drawdown | -30.27% | -63.95% |
| Longest DD Days | 80.0 | 235.0 |
| Avg. Drawdown | -5.18% | -15.95% |
| Avg. Drawdown Days | 15.0 | 46.0 |
| Recovery Factor | 3.07 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -30.27 | 44 |
| 2024-12-18 | 2025-03-08 | -20.15 | 80 |
| 2025-03-09 | 2025-04-12 | -17.10 | 34 |
| 2025-04-14 | 2025-07-02 | -13.02 | 79 |
| 2024-06-10 | 2024-08-05 | -12.52 | 56 |
| 2025-08-14 | 2025-10-06 | -11.80 | 53 |
| 2024-08-14 | 2024-09-20 | -11.69 | 36 |
| 2025-10-07 | 2025-10-27 | -8.01 | 19 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| Metric | 11990694:ethusd:triple_med_gx:lsma110_140 | 11990694:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.24% | 27.26% |
| Worst Week | -11.14% | -20.52% |
| Best Month | 29.86% | 48.75% |
| Worst Month | -19.07% | -32.24% |
| Best Year | 59.21% | 1.2% |
| Worst Year | 21.22% | -12.05% |
| Avg. Up Day | 1.23% | 1.24% |
| Avg. Down Day | -1.09% | -1.14% |
| Avg. Up Week | 6.19% | 7.28% |
| Avg. Down Week | -4.31% | -6.81% |
| Avg. Up Month | 16.6% | 29.6% |
| Avg. Down Month | -8.95% | -13.17% |
| Win Days % | 49.89% | 50.56% |
| Win Month % | 66.67% | 31.58% |
| Win Week % | 54.72% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |