| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 118.41% | -11.0% |
| Max Drawdown | -20.29% | -63.95% |
| Sharpe | 0.79 | 0.12 |
| Sortino | 1.18 | 0.17 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.26 | 1.02 |
| Common Sense Ratio | 1.84 | 0.97 |
| CPC Index | 0.77 | 0.58 |
| Tail Ratio | 1.46 | 0.95 |
| Outlier Win Ratio | 18.69 | 3.38 |
| Outlier Loss Ratio | 3.82 | 3.35 |
| Volatility (ann.) | 18.37% | 35.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.29 | -0.11 |
| Skew | 0.27 | -0.05 |
| Kurtosis | 28.09 | 7.44 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.2% | -0.61% |
| Expected Yearly % | 47.79% | -5.66% |
| Kelly Criterion | 9.33% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.02% |
| Expected Shortfall (cVaR) | -1.54% | -3.02% |
| Year | 11990829:ETHUSD | 11990829:ethusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 36.14 | -3.00 | + |
| 2025 | 1.20 | 60.42 | 50.42 | + |
| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | 17.95% | -21.8% |
| 6M | 41.62% | 19.68% |
| YTD | 60.42% | 1.2% |
| 1Y | 37.37% | -9.25% |
| 3Y (ann.) | 66.85% | -7.35% |
| 5Y (ann.) | 66.85% | -7.35% |
| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| Max Drawdown | -20.29% | -63.95% |
| Longest DD Days | 232.0 | 235.0 |
| Avg. Drawdown | -3.12% | -15.95% |
| Avg. Drawdown Days | 14.0 | 46.0 |
| Recovery Factor | 5.84 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-08-07 | -20.29 | 232 |
| 2025-11-12 | 2025-12-10 | -16.74 | 28 |
| 2024-08-14 | 2024-09-13 | -7.77 | 30 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-15 | -6.53 | 32 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| 2024-09-14 | 2024-10-12 | -4.23 | 28 |
| 2024-10-15 | 2024-11-06 | -3.11 | 22 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| Metric | 11990829:ethusd:triple_med_gx:lsma65_140 | 11990829:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.13% | 27.26% |
| Worst Week | -10.99% | -20.52% |
| Best Month | 28.26% | 48.75% |
| Worst Month | -14.37% | -32.24% |
| Best Year | 60.42% | 1.2% |
| Worst Year | 36.14% | -12.05% |
| Avg. Up Day | 1.35% | 1.35% |
| Avg. Down Day | -1.11% | -1.19% |
| Avg. Up Week | 6.36% | 7.15% |
| Avg. Down Week | -3.95% | -6.68% |
| Avg. Up Month | 17.93% | 23.22% |
| Avg. Down Month | -6.69% | -12.23% |
| Win Days % | 50.32% | 50.56% |
| Win Month % | 61.11% | 31.58% |
| Win Week % | 57.14% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |