| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 184.98% | -15.9% |
| Max Drawdown | -17.6% | -63.76% |
| Sharpe | 2.09 | 0.2 |
| Sortino | 3.46 | 0.28 |
| Payoff Ratio | 1.15 | 1.05 |
| Profit Factor | 1.62 | 1.03 |
| Common Sense Ratio | 3.03 | 1.13 |
| CPC Index | 1.08 | 0.55 |
| Tail Ratio | 1.87 | 1.1 |
| Outlier Win Ratio | 12.6 | 3.36 |
| Outlier Loss Ratio | 4.04 | 3.06 |
| Volatility (ann.) | 37.54% | 72.0% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.94 | -0.18 |
| Skew | 0.64 | -0.44 |
| Kurtosis | 8.31 | 4.63 |
| Expected Daily % | 0.2% | -0.03% |
| Expected Monthly % | 5.99% | -0.96% |
| Expected Yearly % | 68.81% | -8.29% |
| Kelly Criterion | 22.23% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.02% | -6.16% |
| Expected Shortfall (cVaR) | -3.02% | -6.16% |
| Year | 11990840:ETHUSD | 11990840:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 88.11 | -7.46 | + |
| 2025 | -4.63 | 51.49 | -11.12 | + |
| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| MTD | -7.7% | -17.27% |
| 3M | -6.48% | -28.03% |
| 6M | 39.84% | 28.37% |
| YTD | 51.49% | -4.63% |
| 1Y | 44.68% | 1.69% |
| 3Y (ann.) | 104.58% | -11.16% |
| 5Y (ann.) | 104.58% | -11.16% |
| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| Max Drawdown | -17.6% | -63.76% |
| Longest DD Days | 185.0 | 234.0 |
| Avg. Drawdown | -3.8% | -22.9% |
| Avg. Drawdown Days | 17.0 | 74.0 |
| Recovery Factor | 10.51 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-06-11 | -17.60 | 185 |
| 2025-10-08 | 2025-11-17 | -16.33 | 40 |
| 2025-06-18 | 2025-06-30 | -9.54 | 12 |
| 2024-06-21 | 2024-07-15 | -6.21 | 24 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2025-08-15 | 2025-10-02 | -4.80 | 48 |
| 2024-08-15 | 2024-09-10 | -4.70 | 26 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| Metric | 11990840:ethusd:triple_med_gx:lsma110_140 | 11990840:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 18.45% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 32.14% | 54.15% |
| Worst Month | -7.7% | -34.4% |
| Best Year | 88.11% | -4.63% |
| Worst Year | 51.49% | -11.81% |
| Avg. Up Day | 2.3% | 2.38% |
| Avg. Down Day | -2.01% | -2.26% |
| Avg. Up Week | 7.0% | 6.6% |
| Avg. Down Week | -2.89% | -6.72% |
| Avg. Up Month | 17.08% | 22.83% |
| Avg. Down Month | -5.29% | -11.86% |
| Win Days % | 58.44% | 50.56% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 53.7% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |