| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 113.7% | 5.5% |
| Max Drawdown | -17.72% | -63.95% |
| Sharpe | 0.85 | 0.2 |
| Sortino | 1.23 | 0.29 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.31 | 1.03 |
| Common Sense Ratio | 1.83 | 1.04 |
| CPC Index | 0.77 | 0.56 |
| Tail Ratio | 1.4 | 1.01 |
| Outlier Win Ratio | 19.76 | 3.34 |
| Outlier Loss Ratio | 3.62 | 3.36 |
| Volatility (ann.) | 18.3% | 34.93% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.17 | 0.06 |
| Skew | -0.75 | -0.05 |
| Kurtosis | 39.64 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.57% | 0.32% |
| Expected Yearly % | 46.19% | 2.71% |
| Kelly Criterion | 9.75% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -2.99% |
| Expected Shortfall (cVaR) | -1.53% | -2.99% |
| Year | 11990972:ETHUSD | 11990972:ethusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 53.00 | -4.40 | + |
| 2025 | 19.96 | 39.67 | 1.99 | + |
| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| MTD | 7.02% | -3.64% |
| 3M | 33.02% | 27.31% |
| 6M | 39.99% | 151.47% |
| YTD | 39.67% | 19.96% |
| 1Y | 62.27% | 51.97% |
| 3Y (ann.) | 73.89% | 3.98% |
| 5Y (ann.) | 73.89% | 3.98% |
| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| Max Drawdown | -17.72% | -63.95% |
| Longest DD Days | 151.0 | 235.0 |
| Avg. Drawdown | -2.9% | -14.14% |
| Avg. Drawdown Days | 13.0 | 41.0 |
| Recovery Factor | 6.42 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-08-07 | -17.72 | 151 |
| 2024-12-19 | 2025-03-08 | -16.30 | 79 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-08-06 | -6.53 | 54 |
| 2025-10-14 | 2025-10-15 | -6.36 | 1 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-10-14 | -4.57 | 30 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| 2025-09-12 | 2025-10-01 | -3.09 | 19 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| Metric | 11990972:ethusd:triple_med_gx:lsma50_140 | 11990972:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 20.45% | 27.26% |
| Worst Week | -10.88% | -20.52% |
| Best Month | 21.24% | 48.75% |
| Worst Month | -10.16% | -32.24% |
| Best Year | 53.0% | 19.96% |
| Worst Year | 39.67% | -12.05% |
| Avg. Up Day | 1.34% | 1.34% |
| Avg. Down Day | -1.19% | -1.26% |
| Avg. Up Week | 5.73% | 7.9% |
| Avg. Down Week | -2.84% | -8.71% |
| Avg. Up Month | 12.06% | 27.66% |
| Avg. Down Month | -4.63% | -10.07% |
| Win Days % | 52.31% | 50.42% |
| Win Month % | 81.25% | 29.41% |
| Win Week % | 57.89% | 52.05% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |