| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 113.7% | 8.6% |
| Max Drawdown | -15.37% | -63.76% |
| Sharpe | 1.86 | 0.45 |
| Sortino | 2.96 | 0.63 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.7 | 1.07 |
| Common Sense Ratio | 3.35 | 1.18 |
| CPC Index | 1.09 | 0.6 |
| Tail Ratio | 1.97 | 1.1 |
| Outlier Win Ratio | 18.3 | 3.29 |
| Outlier Loss Ratio | 4.3 | 3.03 |
| Volatility (ann.) | 32.63% | 72.4% |
| R^2 | 0.22 | 0.22 |
| Calmar | 4.81 | 0.1 |
| Skew | 0.22 | -0.47 |
| Kurtosis | 16.05 | 4.82 |
| Expected Daily % | 0.15% | 0.02% |
| Expected Monthly % | 4.57% | 0.49% |
| Expected Yearly % | 46.19% | 4.21% |
| Kelly Criterion | 17.24% | 6.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.64% | -6.14% |
| Expected Shortfall (cVaR) | -2.64% | -6.14% |
| Year | 11990972:ETHUSD | 11990972:ethusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 53.70 | -4.55 | + |
| 2025 | 23.15 | 39.04 | 1.69 | + |
| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| MTD | 6.29% | -1.77% |
| 3M | 33.02% | 35.26% |
| 6M | 36.96% | 153.25% |
| YTD | 39.04% | 23.15% |
| 1Y | 68.33% | 62.28% |
| 3Y (ann.) | 73.89% | 6.2% |
| 5Y (ann.) | 73.89% | 6.2% |
| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| Max Drawdown | -15.37% | -63.76% |
| Longest DD Days | 151.0 | 234.0 |
| Avg. Drawdown | -3.5% | -21.06% |
| Avg. Drawdown Days | 22.0 | 69.0 |
| Recovery Factor | 7.4 | 0.13 |
| Ulcer Index | 1.0 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-08-08 | -15.37 | 151 |
| 2024-12-20 | 2025-03-09 | -14.25 | 79 |
| 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 |
| 2024-06-21 | 2024-08-06 | -3.42 | 46 |
| 2024-09-15 | 2024-10-13 | -2.33 | 28 |
| 2025-09-13 | 2025-10-02 | -2.09 | 19 |
| 2025-09-05 | 2025-09-11 | -1.88 | 6 |
| 2025-10-04 | 2025-10-15 | -1.72 | 11 |
| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -12.45% | -20.65% |
| Best Week | 20.45% | 22.2% |
| Worst Week | -11.64% | -22.77% |
| Best Month | 21.24% | 54.15% |
| Worst Month | -10.16% | -34.4% |
| Best Year | 53.7% | 23.15% |
| Worst Year | 39.04% | -11.81% |
| Avg. Up Day | 2.55% | 2.69% |
| Avg. Down Day | -2.21% | -2.49% |
| Avg. Up Week | 5.28% | 6.79% |
| Avg. Down Week | -2.34% | -6.32% |
| Avg. Up Month | 13.4% | 15.01% |
| Avg. Down Month | -4.49% | -8.27% |
| Win Days % | 55.7% | 51.5% |
| Win Month % | 75.0% | 35.29% |
| Win Week % | 60.0% | 53.42% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |