| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 144.36% | -15.9% |
| Max Drawdown | -17.5% | -63.95% |
| Sharpe | 0.95 | 0.09 |
| Sortino | 1.43 | 0.13 |
| Payoff Ratio | 1.17 | 1.08 |
| Profit Factor | 1.33 | 1.01 |
| Common Sense Ratio | 1.98 | 0.97 |
| CPC Index | 0.81 | 0.55 |
| Tail Ratio | 1.48 | 0.95 |
| Outlier Win Ratio | 18.65 | 3.23 |
| Outlier Loss Ratio | 3.77 | 3.32 |
| Volatility (ann.) | 17.66% | 34.91% |
| R^2 | 0.26 | 0.26 |
| Calmar | 4.81 | -0.17 |
| Skew | 0.11 | -0.08 |
| Kurtosis | 30.14 | 7.74 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.09% | -0.96% |
| Expected Yearly % | 56.32% | -8.29% |
| Kelly Criterion | 10.96% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.0% |
| Expected Shortfall (cVaR) | -1.47% | -3.0% |
| Year | 11990975:ETHUSD | 11990975:ethusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 47.11 | -3.91 | + |
| 2025 | -4.37 | 66.11 | -15.12 | + |
| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.21% |
| 3M | 10.21% | -28.03% |
| 6M | 43.17% | 28.61% |
| YTD | 66.11% | -4.37% |
| 1Y | 52.34% | 1.62% |
| 3Y (ann.) | 84.17% | -11.16% |
| 5Y (ann.) | 84.17% | -11.16% |
| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| Max Drawdown | -17.5% | -63.95% |
| Longest DD Days | 171.0 | 235.0 |
| Avg. Drawdown | -3.57% | -15.28% |
| Avg. Drawdown Days | 14.0 | 44.0 |
| Recovery Factor | 8.25 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-08-04 | -17.50 | 171 |
| 2024-12-19 | 2025-01-31 | -16.30 | 43 |
| 2025-10-27 | 2025-11-17 | -15.01 | 20 |
| 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 |
| 2024-08-14 | 2024-09-13 | -5.35 | 30 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-10-14 | -4.56 | 30 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| Metric | 11990975:ethusd:triple_med_gx:lsma60_140 | 11990975:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.63% | 27.26% |
| Worst Week | -12.52% | -20.52% |
| Best Month | 21.63% | 48.75% |
| Worst Month | -10.44% | -32.24% |
| Best Year | 66.11% | -4.37% |
| Worst Year | 47.11% | -12.05% |
| Avg. Up Day | 1.33% | 1.33% |
| Avg. Down Day | -1.14% | -1.24% |
| Avg. Up Week | 5.56% | 6.77% |
| Avg. Down Week | -3.49% | -7.54% |
| Avg. Up Month | 12.25% | 27.66% |
| Avg. Down Month | -9.63% | -15.29% |
| Win Days % | 52.02% | 50.44% |
| Win Month % | 82.35% | 27.78% |
| Win Week % | 65.85% | 50.0% |
| Win Quarter % | 100.0% | 42.86% |
| Win Year % | 100.0% | 0.0% |