| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 121.44% | -11.0% |
| Max Drawdown | -25.87% | -63.95% |
| Sharpe | 0.8 | 0.12 |
| Sortino | 1.18 | 0.17 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 1.27 | 1.02 |
| Common Sense Ratio | 2.03 | 0.97 |
| CPC Index | 0.74 | 0.54 |
| Tail Ratio | 1.6 | 0.95 |
| Outlier Win Ratio | 19.26 | 3.38 |
| Outlier Loss Ratio | 3.69 | 3.44 |
| Volatility (ann.) | 18.33% | 35.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.64 | -0.11 |
| Skew | -0.1 | -0.05 |
| Kurtosis | 26.93 | 7.44 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.27% | -0.61% |
| Expected Yearly % | 48.81% | -5.66% |
| Kelly Criterion | 9.04% | 3.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.02% |
| Expected Shortfall (cVaR) | -1.54% | -3.02% |
| Year | 11990959:ETHUSD | 11990959:ethusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 54.76 | -4.54 | + |
| 2025 | 1.20 | 43.08 | 35.95 | + |
| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -0.86% | -21.8% |
| 6M | 16.73% | 19.68% |
| YTD | 43.08% | 1.2% |
| 1Y | 34.84% | -9.25% |
| 3Y (ann.) | 68.36% | -7.35% |
| 5Y (ann.) | 68.36% | -7.35% |
| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| Max Drawdown | -25.87% | -63.95% |
| Longest DD Days | 148.0 | 235.0 |
| Avg. Drawdown | -3.91% | -15.95% |
| Avg. Drawdown Days | 14.0 | 46.0 |
| Recovery Factor | 4.69 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -25.87 | 44 |
| 2025-03-09 | 2025-08-04 | -17.10 | 148 |
| 2024-12-19 | 2025-02-03 | -16.30 | 46 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-02-04 | 2025-02-14 | -6.56 | 10 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2025-10-14 | 2025-10-26 | -6.36 | 12 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-10-14 | -4.68 | 30 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| Metric | 11990959:ethusd:triple_med_gx:lsma55_140 | 11990959:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.45% | 27.26% |
| Worst Week | -12.52% | -20.52% |
| Best Month | 20.89% | 48.75% |
| Worst Month | -17.38% | -32.24% |
| Best Year | 54.76% | 1.2% |
| Worst Year | 43.08% | -12.05% |
| Avg. Up Day | 1.36% | 1.37% |
| Avg. Down Day | -1.21% | -1.31% |
| Avg. Up Week | 5.79% | 7.57% |
| Avg. Down Week | -4.61% | -6.98% |
| Avg. Up Month | 11.94% | 27.66% |
| Avg. Down Month | -10.78% | -16.96% |
| Win Days % | 51.85% | 50.56% |
| Win Month % | 82.35% | 31.58% |
| Win Week % | 65.12% | 49.38% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |