| Metric | 11990843:ethusd:triple_med_gx:lsma100_140 | 11990843:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 120.15% | -15.9% |
| Max Drawdown | -19.92% | -63.76% |
| Sharpe | 1.64 | 0.2 |
| Sortino | 2.65 | 0.28 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.48 | 1.03 |
| Common Sense Ratio | 2.11 | 1.13 |
| CPC Index | 0.92 | 0.55 |
| Tail Ratio | 1.43 | 1.1 |
| Outlier Win Ratio | 13.85 | 3.33 |
| Outlier Loss Ratio | 3.87 | 3.05 |
| Volatility (ann.) | 36.88% | 72.0% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.59 | -0.18 |
| Skew | 0.65 | -0.44 |
| Kurtosis | 8.95 | 4.63 |
| Expected Daily % | 0.15% | -0.03% |
| Expected Monthly % | 4.48% | -0.96% |
| Expected Yearly % | 48.37% | -8.29% |
| Kelly Criterion | 18.54% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.01% | -6.16% |
| Expected Shortfall (cVaR) | -3.01% | -6.16% |
| Year | 11990843:ETHUSD | 11990843:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 66.24 | -5.61 | + |
| 2025 | -4.63 | 32.43 | -7.00 | + |
| Metric | 11990843:ethusd:triple_med_gx:lsma100_140 | 11990843:ETHUSD |
|---|---|---|
| MTD | -6.95% | -17.27% |
| 3M | -3.69% | -28.03% |
| 6M | 31.04% | 28.37% |
| YTD | 32.43% | -4.63% |
| 1Y | 22.49% | 1.69% |
| 3Y (ann.) | 71.5% | -11.16% |
| 5Y (ann.) | 71.5% | -11.16% |
| Metric | 11990843:ethusd:triple_med_gx:lsma100_140 | 11990843:ETHUSD |
|---|---|---|
| Max Drawdown | -19.92% | -63.76% |
| Longest DD Days | 244.0 | 234.0 |
| Avg. Drawdown | -5.02% | -22.9% |
| Avg. Drawdown Days | 26.0 | 74.0 |
| Recovery Factor | 6.03 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-08-08 | -19.92 | 244 |
| 2025-10-28 | 2025-11-17 | -17.47 | 20 |
| 2024-06-21 | 2024-07-15 | -6.91 | 24 |
| 2025-08-15 | 2025-10-03 | -6.58 | 49 |
| 2025-10-08 | 2025-10-27 | -5.83 | 19 |
| 2024-09-16 | 2024-10-13 | -5.29 | 27 |
| 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 | 11990843:ethusd:triple_med_gx:lsma100_140 | 11990843: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 | 29.76% | 54.15% |
| Worst Month | -9.71% | -34.4% |
| Best Year | 66.24% | -4.63% |
| Worst Year | 32.43% | -11.81% |
| Avg. Up Day | 2.25% | 2.28% |
| Avg. Down Day | -2.07% | -2.14% |
| Avg. Up Week | 6.58% | 7.01% |
| Avg. Down Week | -3.75% | -5.94% |
| Avg. Up Month | 14.94% | 22.83% |
| Avg. Down Month | -6.21% | -11.86% |
| Win Days % | 57.6% | 50.56% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 54.17% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |