| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 141.39% | 5.5% |
| Max Drawdown | -20.67% | -63.95% |
| Sharpe | 0.96 | 0.2 |
| Sortino | 1.48 | 0.29 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.32 | 1.03 |
| Common Sense Ratio | 1.98 | 1.04 |
| CPC Index | 0.83 | 0.59 |
| Tail Ratio | 1.5 | 1.01 |
| Outlier Win Ratio | 17.7 | 3.38 |
| Outlier Loss Ratio | 3.87 | 3.34 |
| Volatility (ann.) | 18.42% | 34.93% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.36 | 0.06 |
| Skew | 0.47 | -0.05 |
| Kurtosis | 28.52 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 5.32% | 0.32% |
| Expected Yearly % | 55.37% | 2.71% |
| Kelly Criterion | 11.3% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.99% |
| Expected Shortfall (cVaR) | -1.54% | -2.99% |
| Year | 11990822:ETHUSD | 11990822:ethusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 31.51 | -2.61 | + |
| 2025 | 19.96 | 83.55 | 4.19 | + |
| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| MTD | 8.65% | -3.64% |
| 3M | 53.71% | 27.31% |
| 6M | 65.5% | 151.47% |
| YTD | 83.55% | 19.96% |
| 1Y | 83.53% | 51.97% |
| 3Y (ann.) | 90.03% | 3.98% |
| 5Y (ann.) | 90.03% | 3.98% |
| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| Max Drawdown | -20.67% | -63.95% |
| Longest DD Days | 93.0 | 235.0 |
| Avg. Drawdown | -4.0% | -14.14% |
| Avg. Drawdown Days | 13.0 | 41.0 |
| Recovery Factor | 6.84 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-02-03 | -20.67 | 87 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2025-06-11 | 2025-08-04 | -14.36 | 53 |
| 2024-06-12 | 2024-08-05 | -10.32 | 53 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2025-02-04 | 2025-02-14 | -6.56 | 10 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| 2024-09-14 | 2024-10-12 | -4.17 | 28 |
| Metric | 11990822:ethusd:triple_med_gx:lsma70_140 | 11990822:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 17.79% | 27.26% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 30.77% | 48.75% |
| Worst Month | -14.37% | -32.24% |
| Best Year | 83.55% | 19.96% |
| Worst Year | 31.51% | -12.05% |
| Avg. Up Day | 1.31% | 1.32% |
| Avg. Down Day | -1.07% | -1.15% |
| Avg. Up Week | 6.43% | 7.01% |
| Avg. Down Week | -4.05% | -7.06% |
| Avg. Up Month | 18.66% | 23.22% |
| Avg. Down Month | -10.8% | -12.68% |
| Win Days % | 51.17% | 50.42% |
| Win Month % | 70.59% | 29.41% |
| Win Week % | 63.16% | 52.05% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |