| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 158.4% | -12.25% |
| Max Drawdown | -20.61% | -63.76% |
| Sharpe | 1.94 | 0.25 |
| Sortino | 3.23 | 0.34 |
| Payoff Ratio | 1.19 | 1.01 |
| Profit Factor | 1.68 | 1.04 |
| Common Sense Ratio | 3.22 | 1.15 |
| CPC Index | 1.17 | 0.53 |
| Tail Ratio | 1.92 | 1.1 |
| Outlier Win Ratio | 15.98 | 3.32 |
| Outlier Loss Ratio | 3.82 | 3.0 |
| Volatility (ann.) | 35.17% | 71.96% |
| R^2 | 0.23 | 0.23 |
| Calmar | 4.19 | -0.13 |
| Skew | 0.78 | -0.42 |
| Kurtosis | 10.97 | 4.46 |
| Expected Daily % | 0.17% | -0.02% |
| Expected Monthly % | 5.12% | -0.69% |
| Expected Yearly % | 60.75% | -6.32% |
| Kelly Criterion | 23.62% | 1.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.84% | -6.15% |
| Expected Shortfall (cVaR) | -2.84% | -6.15% |
| Year | 11990818:ETHUSD | 11990818:ethusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 40.71 | -3.45 | + |
| 2025 | -0.49 | 83.64 | -170.41 | + |
| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | 7.96% | -22.67% |
| 6M | 65.27% | 33.88% |
| YTD | 83.64% | -0.49% |
| 1Y | 57.68% | -15.78% |
| 3Y (ann.) | 86.28% | -8.2% |
| 5Y (ann.) | 86.28% | -8.2% |
| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| Max Drawdown | -20.61% | -63.76% |
| Longest DD Days | 93.0 | 234.0 |
| Avg. Drawdown | -4.38% | -24.2% |
| Avg. Drawdown Days | 15.0 | 77.0 |
| Recovery Factor | 7.69 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-14 | 2025-12-10 | -20.61 | 26 |
| 2024-12-19 | 2025-02-05 | -14.74 | 48 |
| 2025-03-10 | 2025-06-11 | -14.40 | 93 |
| 2025-06-20 | 2025-07-03 | -10.84 | 13 |
| 2024-06-21 | 2024-07-15 | -6.18 | 24 |
| 2024-08-15 | 2024-09-14 | -4.71 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 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 |
| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 18.49% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 31.98% | 54.15% |
| Worst Month | -15.48% | -34.4% |
| Best Year | 83.64% | -0.49% |
| Worst Year | 40.71% | -11.81% |
| Avg. Up Day | 2.5% | 2.53% |
| Avg. Down Day | -2.1% | -2.52% |
| Avg. Up Week | 6.55% | 6.46% |
| Avg. Down Week | -4.85% | -6.73% |
| Avg. Up Month | 13.5% | 22.83% |
| Avg. Down Month | -11.1% | -14.54% |
| Win Days % | 58.47% | 50.81% |
| Win Month % | 72.22% | 36.84% |
| Win Week % | 63.64% | 53.09% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |