| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 144.36% | -15.9% |
| Max Drawdown | -14.4% | -63.76% |
| Sharpe | 2.08 | 0.2 |
| Sortino | 3.52 | 0.28 |
| Payoff Ratio | 1.26 | 1.02 |
| Profit Factor | 1.81 | 1.03 |
| Common Sense Ratio | 4.56 | 1.13 |
| CPC Index | 1.28 | 0.53 |
| Tail Ratio | 2.51 | 1.1 |
| Outlier Win Ratio | 18.23 | 3.28 |
| Outlier Loss Ratio | 4.52 | 2.99 |
| Volatility (ann.) | 31.65% | 72.0% |
| R^2 | 0.2 | 0.2 |
| Calmar | 5.84 | -0.18 |
| Skew | 0.8 | -0.44 |
| Kurtosis | 13.76 | 4.63 |
| Expected Daily % | 0.17% | -0.03% |
| Expected Monthly % | 5.09% | -0.96% |
| Expected Yearly % | 56.32% | -8.29% |
| Kelly Criterion | 21.45% | 1.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.54% | -6.16% |
| Expected Shortfall (cVaR) | -2.54% | -6.16% |
| Year | 11990975:ETHUSD | 11990975:ethusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 47.51 | -4.02 | + |
| 2025 | -4.63 | 65.66 | -14.17 | + |
| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.27% |
| 3M | 10.21% | -28.03% |
| 6M | 43.17% | 28.37% |
| YTD | 65.66% | -4.63% |
| 1Y | 52.34% | 1.69% |
| 3Y (ann.) | 84.17% | -11.16% |
| 5Y (ann.) | 84.17% | -11.16% |
| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| Max Drawdown | -14.4% | -63.76% |
| Longest DD Days | 93.0 | 234.0 |
| Avg. Drawdown | -3.62% | -22.9% |
| Avg. Drawdown Days | 18.0 | 74.0 |
| Recovery Factor | 10.02 | -0.25 |
| Ulcer Index | 1.0 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -14.40 | 93 |
| 2025-10-28 | 2025-11-17 | -12.29 | 20 |
| 2025-06-12 | 2025-08-05 | -11.02 | 54 |
| 2024-12-20 | 2025-02-01 | -9.61 | 43 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-15 | 2024-09-14 | -4.39 | 30 |
| 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 |
| 2024-06-21 | 2024-07-14 | -2.49 | 23 |
| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 21.63% | 22.2% |
| Worst Week | -11.64% | -22.77% |
| Best Month | 21.63% | 54.15% |
| Worst Month | -10.44% | -34.4% |
| Best Year | 65.66% | -4.63% |
| Worst Year | 47.51% | -11.81% |
| Avg. Up Day | 2.51% | 2.57% |
| Avg. Down Day | -2.0% | -2.53% |
| Avg. Up Week | 5.94% | 7.08% |
| Avg. Down Week | -3.1% | -5.23% |
| Avg. Up Month | 13.85% | 15.01% |
| Avg. Down Month | -9.55% | -13.98% |
| Win Days % | 56.25% | 50.56% |
| Win Month % | 76.47% | 33.33% |
| Win Week % | 62.5% | 51.28% |
| Win Quarter % | 100.0% | 42.86% |
| Win Year % | 100.0% | 0.0% |