| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 141.39% | 8.6% |
| Max Drawdown | -15.14% | -63.76% |
| Sharpe | 2.07 | 0.45 |
| Sortino | 3.67 | 0.63 |
| Payoff Ratio | 1.33 | 1.09 |
| Profit Factor | 1.74 | 1.07 |
| Common Sense Ratio | 3.26 | 1.18 |
| CPC Index | 1.29 | 0.6 |
| Tail Ratio | 1.87 | 1.1 |
| Outlier Win Ratio | 16.28 | 3.32 |
| Outlier Loss Ratio | 4.37 | 3.03 |
| Volatility (ann.) | 33.67% | 72.4% |
| R^2 | 0.21 | 0.21 |
| Calmar | 5.95 | 0.1 |
| Skew | 1.28 | -0.47 |
| Kurtosis | 11.51 | 4.82 |
| Expected Daily % | 0.18% | 0.02% |
| Expected Monthly % | 5.32% | 0.49% |
| Expected Yearly % | 55.37% | 4.21% |
| Kelly Criterion | 22.07% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -6.14% |
| Expected Shortfall (cVaR) | -2.71% | -6.14% |
| Year | 11990822:ETHUSD | 11990822:ethusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 31.87 | -2.70 | + |
| 2025 | 23.15 | 83.05 | 3.59 | + |
| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| MTD | 7.6% | -1.77% |
| 3M | 53.71% | 35.26% |
| 6M | 61.91% | 153.25% |
| YTD | 83.05% | 23.15% |
| 1Y | 90.38% | 62.28% |
| 3Y (ann.) | 90.03% | 6.2% |
| 5Y (ann.) | 90.03% | 6.2% |
| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| Max Drawdown | -15.14% | -63.76% |
| Longest DD Days | 94.0 | 234.0 |
| Avg. Drawdown | -3.78% | -21.06% |
| Avg. Drawdown Days | 18.0 | 69.0 |
| Recovery Factor | 9.34 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-09 | 2025-02-11 | -15.14 | 94 |
| 2025-03-10 | 2025-06-11 | -14.40 | 93 |
| 2025-06-12 | 2025-08-05 | -11.07 | 54 |
| 2024-06-21 | 2024-08-06 | -8.84 | 46 |
| 2024-08-15 | 2024-09-12 | -4.70 | 28 |
| 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 |
| 2024-10-17 | 2024-11-06 | -2.19 | 20 |
| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 18.35% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 30.77% | 54.15% |
| Worst Month | -14.14% | -34.4% |
| Best Year | 83.05% | 23.15% |
| Worst Year | 31.87% | -11.81% |
| Avg. Up Day | 2.53% | 2.6% |
| Avg. Down Day | -1.9% | -2.39% |
| Avg. Up Week | 6.05% | 6.3% |
| Avg. Down Week | -4.01% | -6.39% |
| Avg. Up Month | 15.64% | 15.01% |
| Avg. Down Month | -10.72% | -11.96% |
| Win Days % | 55.49% | 51.5% |
| Win Month % | 70.59% | 35.29% |
| Win Week % | 65.0% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |