| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 122.99% | -15.9% |
| Max Drawdown | -28.25% | -63.76% |
| Sharpe | 1.58 | 0.2 |
| Sortino | 2.45 | 0.28 |
| Payoff Ratio | 1.08 | 1.0 |
| Profit Factor | 1.43 | 1.03 |
| Common Sense Ratio | 2.06 | 1.13 |
| CPC Index | 0.87 | 0.52 |
| Tail Ratio | 1.44 | 1.1 |
| Outlier Win Ratio | 12.28 | 3.36 |
| Outlier Loss Ratio | 3.9 | 3.06 |
| Volatility (ann.) | 39.55% | 72.0% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.58 | -0.18 |
| Skew | 0.11 | -0.44 |
| Kurtosis | 9.46 | 4.63 |
| Expected Daily % | 0.15% | -0.03% |
| Expected Monthly % | 4.56% | -0.96% |
| Expected Yearly % | 49.33% | -8.29% |
| Kelly Criterion | 15.29% | 1.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.23% | -6.16% |
| Expected Shortfall (cVaR) | -3.23% | -6.16% |
| Year | 11990860:ETHUSD | 11990860:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 88.74 | -7.51 | + |
| 2025 | -4.63 | 18.15 | -3.92 | + |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| MTD | -10.51% | -17.27% |
| 3M | -18.29% | -28.03% |
| 6M | 26.6% | 28.37% |
| YTD | 18.15% | -4.63% |
| 1Y | 12.21% | 1.69% |
| 3Y (ann.) | 73.01% | -11.16% |
| 5Y (ann.) | 73.01% | -11.16% |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Max Drawdown | -28.25% | -63.76% |
| Longest DD Days | 240.0 | 234.0 |
| Avg. Drawdown | -4.73% | -22.9% |
| Avg. Drawdown Days | 20.0 | 74.0 |
| Recovery Factor | 4.35 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-11-17 | -28.25 | 40 |
| 2024-12-08 | 2025-08-05 | -26.14 | 240 |
| 2025-08-15 | 2025-10-03 | -7.12 | 49 |
| 2024-06-21 | 2024-07-14 | -5.90 | 23 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 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 |
| 2024-07-17 | 2024-08-06 | -3.57 | 20 |
| Metric | 11990860:ethusd:triple_med_gx:lsma115_140 | 11990860:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -13.18% | -20.65% |
| Best Week | 18.45% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 34.53% | 54.15% |
| Worst Month | -10.51% | -34.4% |
| Best Year | 88.74% | -4.63% |
| Worst Year | 18.15% | -11.81% |
| Avg. Up Day | 2.32% | 2.36% |
| Avg. Down Day | -2.15% | -2.35% |
| Avg. Up Week | 7.11% | 7.13% |
| Avg. Down Week | -3.87% | -7.28% |
| Avg. Up Month | 18.97% | 22.83% |
| Avg. Down Month | -5.55% | -14.06% |
| Win Days % | 56.07% | 50.56% |
| Win Month % | 55.56% | 33.33% |
| Win Week % | 52.73% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |