| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 121.44% | -12.25% |
| Max Drawdown | -24.27% | -63.76% |
| Sharpe | 1.79 | 0.25 |
| Sortino | 2.88 | 0.34 |
| Payoff Ratio | 1.1 | 0.96 |
| Profit Factor | 1.66 | 1.04 |
| Common Sense Ratio | 3.66 | 1.15 |
| CPC Index | 1.05 | 0.51 |
| Tail Ratio | 2.2 | 1.1 |
| Outlier Win Ratio | 18.68 | 3.25 |
| Outlier Loss Ratio | 4.1 | 2.99 |
| Volatility (ann.) | 31.91% | 71.96% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.82 | -0.13 |
| Skew | 0.54 | -0.42 |
| Kurtosis | 13.58 | 4.46 |
| Expected Daily % | 0.14% | -0.02% |
| Expected Monthly % | 4.27% | -0.69% |
| Expected Yearly % | 48.81% | -6.32% |
| Kelly Criterion | 18.61% | -0.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -6.15% |
| Expected Shortfall (cVaR) | -2.59% | -6.15% |
| Year | 11990959:ETHUSD | 11990959:ethusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 55.19 | -4.67 | + |
| 2025 | -0.49 | 42.69 | -86.99 | + |
| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -0.56% | -22.67% |
| 6M | 32.44% | 33.88% |
| YTD | 42.69% | -0.49% |
| 1Y | 34.84% | -15.78% |
| 3Y (ann.) | 68.36% | -8.2% |
| 5Y (ann.) | 68.36% | -8.2% |
| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| Max Drawdown | -24.27% | -63.76% |
| Longest DD Days | 148.0 | 234.0 |
| Avg. Drawdown | -3.78% | -24.2% |
| Avg. Drawdown Days | 20.0 | 77.0 |
| Recovery Factor | 5.0 | -0.19 |
| Ulcer Index | 1.0 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-12-10 | -24.27 | 43 |
| 2025-03-10 | 2025-08-05 | -14.40 | 148 |
| 2024-12-20 | 2025-02-04 | -9.61 | 46 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-02-12 | 2025-02-13 | -4.03 | 1 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-08-15 | 2024-09-10 | -2.68 | 26 |
| 2024-09-15 | 2024-10-13 | -2.44 | 28 |
| 2024-06-21 | 2024-07-14 | -2.17 | 23 |
| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 20.45% | 22.2% |
| Worst Week | -12.06% | -22.77% |
| Best Month | 20.89% | 54.15% |
| Worst Month | -17.38% | -34.4% |
| Best Year | 55.19% | -0.49% |
| Worst Year | 42.69% | -11.81% |
| Avg. Up Day | 2.46% | 2.64% |
| Avg. Down Day | -2.23% | -2.74% |
| Avg. Up Week | 5.53% | 6.94% |
| Avg. Down Week | -4.25% | -5.35% |
| Avg. Up Month | 13.19% | 15.01% |
| Avg. Down Month | -10.7% | -15.64% |
| Win Days % | 57.32% | 50.81% |
| Win Month % | 76.47% | 36.84% |
| Win Week % | 65.12% | 53.09% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |