| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 78.52% | -12.25% |
| Max Drawdown | -21.85% | -63.76% |
| Sharpe | 1.35 | 0.25 |
| Sortino | 2.24 | 0.34 |
| Payoff Ratio | 1.19 | 0.89 |
| Profit Factor | 1.48 | 1.04 |
| Common Sense Ratio | 2.28 | 1.15 |
| CPC Index | 0.97 | 0.47 |
| Tail Ratio | 1.54 | 1.1 |
| Outlier Win Ratio | 20.45 | 3.28 |
| Outlier Loss Ratio | 3.8 | 2.98 |
| Volatility (ann.) | 31.81% | 71.96% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.11 | -0.13 |
| Skew | 1.18 | -0.42 |
| Kurtosis | 14.24 | 4.46 |
| Expected Daily % | 0.1% | -0.02% |
| Expected Monthly % | 3.1% | -0.69% |
| Expected Yearly % | 33.61% | -6.32% |
| Kelly Criterion | 17.76% | -4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.62% | -6.15% |
| Expected Shortfall (cVaR) | -2.62% | -6.15% |
| Year | 11990801:ETHUSD | 11990801:ethusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 38.34 | -3.25 | + |
| 2025 | -0.49 | 29.04 | -59.17 | + |
| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -4.88% | -22.67% |
| 6M | 11.62% | 33.88% |
| YTD | 29.04% | -0.49% |
| 1Y | 9.44% | -15.78% |
| 3Y (ann.) | 46.2% | -8.2% |
| 5Y (ann.) | 46.2% | -8.2% |
| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| Max Drawdown | -21.85% | -63.76% |
| Longest DD Days | 151.0 | 234.0 |
| Avg. Drawdown | -4.75% | -24.2% |
| Avg. Drawdown Days | 23.0 | 77.0 |
| Recovery Factor | 3.59 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-12-10 | -21.85 | 57 |
| 2024-12-11 | 2025-02-04 | -17.79 | 55 |
| 2025-03-10 | 2025-08-08 | -14.40 | 151 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-02-12 | 2025-03-09 | -4.03 | 25 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2025-08-19 | 2025-09-02 | -2.78 | 14 |
| 2024-08-10 | 2024-09-08 | -2.65 | 29 |
| 2024-09-11 | 2024-10-13 | -2.39 | 32 |
| 2025-09-03 | 2025-09-11 | -2.07 | 8 |
| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 16.69% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 16.95% | 54.15% |
| Worst Month | -13.92% | -34.4% |
| Best Year | 38.34% | -0.49% |
| Worst Year | 29.04% | -11.81% |
| Avg. Up Day | 2.5% | 2.63% |
| Avg. Down Day | -2.1% | -2.94% |
| Avg. Up Week | 5.87% | 7.42% |
| Avg. Down Week | -4.7% | -9.06% |
| Avg. Up Month | 9.23% | 15.01% |
| Avg. Down Month | -10.2% | -15.64% |
| Win Days % | 55.26% | 50.81% |
| Win Month % | 75.0% | 36.84% |
| Win Week % | 58.97% | 53.09% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |