| Metric | 11990817:ethusd:triple_med_gx:lsma60_140 | 11990817:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 105.71% | -11.0% |
| Max Drawdown | -20.29% | -63.95% |
| Sharpe | 0.74 | 0.12 |
| Sortino | 1.1 | 0.17 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.25 | 1.02 |
| Common Sense Ratio | 1.77 | 0.97 |
| CPC Index | 0.75 | 0.57 |
| Tail Ratio | 1.41 | 0.95 |
| Outlier Win Ratio | 19.34 | 3.38 |
| Outlier Loss Ratio | 3.76 | 3.35 |
| Volatility (ann.) | 18.23% | 35.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.98 | -0.11 |
| Skew | 0.21 | -0.05 |
| Kurtosis | 28.88 | 7.44 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.87% | -0.61% |
| Expected Yearly % | 43.43% | -5.66% |
| Kelly Criterion | 8.84% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.02% |
| Expected Shortfall (cVaR) | -1.53% | -3.02% |
| Year | 11990817:ETHUSD | 11990817:ethusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 38.32 | -3.18 | + |
| 2025 | 1.20 | 48.72 | 40.66 | + |
| Metric | 11990817:ethusd:triple_med_gx:lsma60_140 | 11990817:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | 9.31% | -21.8% |
| 6M | 25.54% | 19.68% |
| YTD | 48.72% | 1.2% |
| 1Y | 27.35% | -9.25% |
| 3Y (ann.) | 60.42% | -7.35% |
| 5Y (ann.) | 60.42% | -7.35% |
| Metric | 11990817:ethusd:triple_med_gx:lsma60_140 | 11990817:ETHUSD |
|---|---|---|
| Max Drawdown | -20.29% | -63.95% |
| Longest DD Days | 116.0 | 235.0 |
| Avg. Drawdown | -4.53% | -15.95% |
| Avg. Drawdown Days | 15.0 | 46.0 |
| Recovery Factor | 5.21 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-02-03 | -20.29 | 47 |
| 2025-11-12 | 2025-12-10 | -19.92 | 28 |
| 2025-02-14 | 2025-06-11 | -17.46 | 116 |
| 2025-06-11 | 2025-08-07 | -15.67 | 56 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-02-04 | 2025-02-14 | -6.56 | 10 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2024-08-14 | 2024-09-09 | -5.35 | 26 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| Metric | 11990817:ethusd:triple_med_gx:lsma60_140 | 11990817:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 16.99% | 27.26% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 22.1% | 48.75% |
| Worst Month | -14.37% | -32.24% |
| Best Year | 48.72% | 1.2% |
| Worst Year | 38.32% | -12.05% |
| Avg. Up Day | 1.35% | 1.36% |
| Avg. Down Day | -1.13% | -1.23% |
| Avg. Up Week | 5.52% | 6.93% |
| Avg. Down Week | -4.11% | -6.82% |
| Avg. Up Month | 15.44% | 23.22% |
| Avg. Down Month | -8.19% | -15.06% |
| Win Days % | 50.25% | 50.56% |
| Win Month % | 66.67% | 31.58% |
| Win Week % | 61.36% | 49.38% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |