| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 123.38% | -15.9% |
| Max Drawdown | -25.23% | -63.76% |
| Sharpe | 1.65 | 0.2 |
| Sortino | 2.65 | 0.28 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.47 | 1.03 |
| Common Sense Ratio | 1.88 | 1.13 |
| CPC Index | 0.95 | 0.57 |
| Tail Ratio | 1.28 | 1.1 |
| Outlier Win Ratio | 13.31 | 3.36 |
| Outlier Loss Ratio | 4.03 | 3.06 |
| Volatility (ann.) | 37.46% | 72.0% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.9 | -0.18 |
| Skew | 0.59 | -0.44 |
| Kurtosis | 8.48 | 4.63 |
| Expected Daily % | 0.15% | -0.03% |
| Expected Monthly % | 4.57% | -0.96% |
| Expected Yearly % | 49.46% | -8.29% |
| Kelly Criterion | 17.52% | 5.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.06% | -6.16% |
| Expected Shortfall (cVaR) | -3.06% | -6.16% |
| Year | 11990841:ETHUSD | 11990841:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 74.35 | -6.29 | + |
| 2025 | -4.63 | 28.12 | -6.07 | + |
| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| MTD | -6.95% | -17.27% |
| 3M | -6.97% | -28.03% |
| 6M | 34.27% | 28.37% |
| YTD | 28.12% | -4.63% |
| 1Y | 22.64% | 1.69% |
| 3Y (ann.) | 73.21% | -11.16% |
| 5Y (ann.) | 73.21% | -11.16% |
| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| Max Drawdown | -25.23% | -63.76% |
| Longest DD Days | 232.0 | 234.0 |
| Avg. Drawdown | -4.85% | -22.9% |
| Avg. Drawdown Days | 27.0 | 74.0 |
| Recovery Factor | 4.89 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-08 | -25.23 | 232 |
| 2025-10-08 | 2025-11-17 | -15.97 | 40 |
| 2024-06-21 | 2024-07-15 | -6.08 | 24 |
| 2025-08-15 | 2025-10-02 | -6.01 | 48 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-14 | -4.70 | 30 |
| 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 |
| 2024-10-10 | 2024-10-13 | -1.99 | 3 |
| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 18.35% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 31.71% | 54.15% |
| Worst Month | -6.95% | -34.4% |
| Best Year | 74.35% | -4.63% |
| Worst Year | 28.12% | -11.81% |
| Avg. Up Day | 2.33% | 2.4% |
| Avg. Down Day | -2.01% | -2.18% |
| Avg. Up Week | 7.13% | 6.41% |
| Avg. Down Week | -3.31% | -6.13% |
| Avg. Up Month | 16.02% | 22.83% |
| Avg. Down Month | -4.51% | -10.35% |
| Win Days % | 55.8% | 50.56% |
| Win Month % | 61.11% | 33.33% |
| Win Week % | 48.98% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |