| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 78.52% | -11.0% |
| Max Drawdown | -25.49% | -63.95% |
| Sharpe | 0.61 | 0.12 |
| Sortino | 0.9 | 0.17 |
| Payoff Ratio | 1.14 | 1.03 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 1.76 | 0.97 |
| CPC Index | 0.71 | 0.53 |
| Tail Ratio | 1.44 | 0.95 |
| Outlier Win Ratio | 21.55 | 3.35 |
| Outlier Loss Ratio | 3.58 | 3.43 |
| Volatility (ann.) | 18.14% | 35.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.81 | -0.11 |
| Skew | 0.21 | -0.05 |
| Kurtosis | 31.97 | 7.44 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.1% | -0.61% |
| Expected Yearly % | 33.61% | -5.66% |
| Kelly Criterion | 7.5% | 2.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.02% |
| Expected Shortfall (cVaR) | -1.53% | -3.02% |
| Year | 11990801:ETHUSD | 11990801:ethusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 37.72 | -3.13 | + |
| 2025 | 1.20 | 29.63 | 24.72 | + |
| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -5.16% | -21.8% |
| 6M | 1.23% | 19.68% |
| YTD | 29.63% | 1.2% |
| 1Y | 9.44% | -9.25% |
| 3Y (ann.) | 46.2% | -7.35% |
| 5Y (ann.) | 46.2% | -7.35% |
| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| Max Drawdown | -25.49% | -63.95% |
| Longest DD Days | 151.0 | 235.0 |
| Avg. Drawdown | -5.23% | -15.95% |
| Avg. Drawdown Days | 21.0 | 46.0 |
| Recovery Factor | 3.08 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-12-10 | -25.49 | 57 |
| 2024-12-10 | 2025-02-03 | -21.27 | 55 |
| 2025-03-09 | 2025-08-07 | -17.10 | 151 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-02-04 | 2025-03-08 | -6.56 | 32 |
| 2024-06-12 | 2024-06-27 | -6.53 | 14 |
| 2024-09-11 | 2024-10-14 | -5.26 | 33 |
| 2025-09-03 | 2025-09-29 | -4.46 | 26 |
| 2024-08-09 | 2024-09-07 | -3.53 | 29 |
| 2025-08-08 | 2025-09-03 | -3.48 | 25 |
| Metric | 11990801:ethusd:triple_med_gx:lsma25_140 | 11990801:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 14.33% | 27.26% |
| Worst Week | -11.14% | -20.52% |
| Best Month | 15.43% | 48.75% |
| Worst Month | -13.92% | -32.24% |
| Best Year | 37.72% | 1.2% |
| Worst Year | 29.63% | -12.05% |
| Avg. Up Day | 1.4% | 1.41% |
| Avg. Down Day | -1.23% | -1.37% |
| Avg. Up Week | 5.45% | 7.37% |
| Avg. Down Week | -4.23% | -7.99% |
| Avg. Up Month | 9.92% | 23.22% |
| Avg. Down Month | -10.34% | -16.96% |
| Win Days % | 50.76% | 50.56% |
| Win Month % | 75.0% | 31.58% |
| Win Week % | 57.14% | 49.38% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |