| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 158.4% | -11.0% |
| Max Drawdown | -21.21% | -63.95% |
| Sharpe | 0.91 | 0.12 |
| Sortino | 1.37 | 0.17 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.3 | 1.02 |
| Common Sense Ratio | 2.0 | 0.97 |
| CPC Index | 0.79 | 0.56 |
| Tail Ratio | 1.54 | 0.95 |
| Outlier Win Ratio | 17.24 | 3.4 |
| Outlier Loss Ratio | 3.79 | 3.39 |
| Volatility (ann.) | 19.01% | 35.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 4.07 | -0.11 |
| Skew | 0.12 | -0.05 |
| Kurtosis | 25.41 | 7.44 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.12% | -0.61% |
| Expected Yearly % | 60.75% | -5.66% |
| Kelly Criterion | 11.25% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -3.02% |
| Expected Shortfall (cVaR) | -1.59% | -3.02% |
| Year | 11990818:ETHUSD | 11990818:ethusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 40.33 | -3.35 | + |
| 2025 | 1.20 | 84.14 | 70.21 | + |
| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | 7.63% | -21.8% |
| 6M | 45.67% | 19.68% |
| YTD | 84.14% | 1.2% |
| 1Y | 57.68% | -9.25% |
| 3Y (ann.) | 86.28% | -7.35% |
| 5Y (ann.) | 86.28% | -7.35% |
| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| Max Drawdown | -21.21% | -63.95% |
| Longest DD Days | 93.0 | 235.0 |
| Avg. Drawdown | -3.71% | -15.95% |
| Avg. Drawdown Days | 9.0 | 46.0 |
| Recovery Factor | 7.47 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-12 | 2025-12-10 | -21.21 | 28 |
| 2024-12-18 | 2025-02-03 | -20.29 | 47 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2025-06-20 | 2025-07-02 | -14.01 | 12 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.66 | 27 |
| 2025-02-04 | 2025-02-14 | -6.56 | 10 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-10-16 | 2024-11-06 | -4.51 | 20 |
| Metric | 11990818:ethusd:triple_med_gx:lsma75_140 | 11990818:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.67% | 27.26% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 31.98% | 48.75% |
| Worst Month | -15.48% | -32.24% |
| Best Year | 84.14% | 1.2% |
| Worst Year | 40.33% | -12.05% |
| Avg. Up Day | 1.31% | 1.32% |
| Avg. Down Day | -1.12% | -1.21% |
| Avg. Up Week | 6.57% | 6.92% |
| Avg. Down Week | -4.15% | -5.89% |
| Avg. Up Month | 15.55% | 29.6% |
| Avg. Down Month | -11.16% | -15.06% |
| Win Days % | 52.15% | 50.56% |
| Win Month % | 72.22% | 31.58% |
| Win Week % | 60.0% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |