| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 123.38% | -15.9% |
| Max Drawdown | -27.33% | -63.95% |
| Sharpe | 0.79 | 0.09 |
| Sortino | 1.17 | 0.13 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.22 | 1.01 |
| Common Sense Ratio | 1.58 | 0.97 |
| CPC Index | 0.72 | 0.57 |
| Tail Ratio | 1.3 | 0.95 |
| Outlier Win Ratio | 13.72 | 3.34 |
| Outlier Loss Ratio | 4.13 | 3.48 |
| Volatility (ann.) | 19.88% | 34.91% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.68 | -0.17 |
| Skew | 0.1 | -0.08 |
| Kurtosis | 20.51 | 7.74 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.57% | -0.96% |
| Expected Yearly % | 49.46% | -8.29% |
| Kelly Criterion | 8.24% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.0% |
| Expected Shortfall (cVaR) | -1.67% | -3.0% |
| Year | 11990841:ETHUSD | 11990841:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 73.88 | -6.13 | + |
| 2025 | -4.37 | 28.47 | -6.51 | + |
| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| MTD | -6.95% | -17.21% |
| 3M | -6.97% | -28.03% |
| 6M | 34.27% | 28.61% |
| YTD | 28.47% | -4.37% |
| 1Y | 22.64% | 1.62% |
| 3Y (ann.) | 73.21% | -11.16% |
| 5Y (ann.) | 73.21% | -11.16% |
| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| Max Drawdown | -27.33% | -63.95% |
| Longest DD Days | 244.0 | 235.0 |
| Avg. Drawdown | -4.22% | -15.28% |
| Avg. Drawdown Days | 16.0 | 44.0 |
| Recovery Factor | 4.51 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-08 | -27.33 | 244 |
| 2025-10-07 | 2025-11-17 | -18.58 | 40 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-09-03 | 2025-10-02 | -6.92 | 28 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-08-14 | 2025-09-03 | -4.23 | 20 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11990841:ethusd:triple_med_gx:lsma105_140 | 11990841:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.88% | 27.26% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 31.71% | 48.75% |
| Worst Month | -6.95% | -32.24% |
| Best Year | 73.88% | -4.37% |
| Worst Year | 28.47% | -12.05% |
| Avg. Up Day | 1.22% | 1.22% |
| Avg. Down Day | -1.05% | -1.09% |
| Avg. Up Week | 5.89% | 7.06% |
| Avg. Down Week | -4.13% | -6.12% |
| Avg. Up Month | 18.19% | 29.6% |
| Avg. Down Month | -4.37% | -10.29% |
| Win Days % | 50.79% | 50.44% |
| Win Month % | 61.11% | 27.78% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |