| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 75.1% | -12.25% |
| Max Drawdown | -24.44% | -63.76% |
| Sharpe | 1.29 | 0.25 |
| Sortino | 2.12 | 0.34 |
| Payoff Ratio | 1.26 | 0.96 |
| Profit Factor | 1.46 | 1.04 |
| Common Sense Ratio | 2.15 | 1.15 |
| CPC Index | 0.98 | 0.51 |
| Tail Ratio | 1.47 | 1.1 |
| Outlier Win Ratio | 20.07 | 3.28 |
| Outlier Loss Ratio | 4.0 | 3.0 |
| Volatility (ann.) | 32.6% | 71.96% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.81 | -0.13 |
| Skew | 1.15 | -0.42 |
| Kurtosis | 13.59 | 4.46 |
| Expected Daily % | 0.1% | -0.02% |
| Expected Monthly % | 2.99% | -0.69% |
| Expected Yearly % | 32.33% | -6.32% |
| Kelly Criterion | 16.56% | -0.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.69% | -6.15% |
| Expected Shortfall (cVaR) | -2.69% | -6.15% |
| Year | 11990802:ETHUSD | 11990802:ethusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 39.47 | -3.34 | + |
| 2025 | -0.49 | 25.55 | -52.05 | + |
| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -5.69% | -22.67% |
| 6M | 21.04% | 33.88% |
| YTD | 25.55% | -0.49% |
| 1Y | 10.03% | -15.78% |
| 3Y (ann.) | 44.35% | -8.2% |
| 5Y (ann.) | 44.35% | -8.2% |
| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802:ETHUSD |
|---|---|---|
| Max Drawdown | -24.44% | -63.76% |
| Longest DD Days | 175.0 | 234.0 |
| Avg. Drawdown | -4.71% | -24.2% |
| Avg. Drawdown Days | 24.0 | 77.0 |
| Recovery Factor | 3.07 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-12-10 | -24.44 | 57 |
| 2025-02-14 | 2025-08-08 | -15.22 | 175 |
| 2024-12-19 | 2025-02-05 | -14.74 | 48 |
| 2024-08-10 | 2024-10-13 | -4.75 | 64 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-02-12 | 2025-02-13 | -4.03 | 1 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2025-09-03 | 2025-09-11 | -2.07 | 8 |
| 2024-11-05 | 2024-11-06 | -1.69 | 1 |
| 2024-06-11 | 2024-06-16 | -1.58 | 5 |
| Metric | 11990802:ethusd:triple_med_gx:lsma30_140 | 11990802: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 | 20.97% | 54.15% |
| Worst Month | -16.77% | -34.4% |
| Best Year | 39.47% | -0.49% |
| Worst Year | 25.55% | -11.81% |
| Avg. Up Day | 2.53% | 2.67% |
| Avg. Down Day | -2.01% | -2.78% |
| Avg. Up Week | 6.85% | 7.14% |
| Avg. Down Week | -4.72% | -9.06% |
| Avg. Up Month | 12.05% | 15.01% |
| Avg. Down Month | -11.5% | -15.64% |
| Win Days % | 53.5% | 50.81% |
| Win Month % | 75.0% | 36.84% |
| Win Week % | 56.1% | 53.09% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |