| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 133.81% | -12.25% |
| Max Drawdown | -24.59% | -63.76% |
| Sharpe | 1.82 | 0.25 |
| Sortino | 2.99 | 0.34 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.64 | 1.04 |
| Common Sense Ratio | 3.28 | 1.15 |
| CPC Index | 1.04 | 0.58 |
| Tail Ratio | 2.0 | 1.1 |
| Outlier Win Ratio | 16.84 | 3.27 |
| Outlier Loss Ratio | 4.15 | 2.99 |
| Volatility (ann.) | 33.53% | 71.96% |
| R^2 | 0.23 | 0.23 |
| Calmar | 3.03 | -0.13 |
| Skew | 0.63 | -0.42 |
| Kurtosis | 11.5 | 4.46 |
| Expected Daily % | 0.15% | -0.02% |
| Expected Monthly % | 4.57% | -0.69% |
| Expected Yearly % | 52.91% | -6.32% |
| Kelly Criterion | 17.7% | 6.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.72% | -6.15% |
| Expected Shortfall (cVaR) | -2.72% | -6.15% |
| Year | 11990980:ETHUSD | 11990980:ethusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 52.45 | -4.44 | + |
| 2025 | -0.49 | 53.37 | -108.74 | + |
| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -3.94% | -22.67% |
| 6M | 44.32% | 33.88% |
| YTD | 53.37% | -0.49% |
| 1Y | 41.04% | -15.78% |
| 3Y (ann.) | 74.47% | -8.2% |
| 5Y (ann.) | 74.47% | -8.2% |
| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| Max Drawdown | -24.59% | -63.76% |
| Longest DD Days | 137.0 | 234.0 |
| Avg. Drawdown | -3.95% | -24.2% |
| Avg. Drawdown Days | 17.0 | 77.0 |
| Recovery Factor | 5.44 | -0.19 |
| Ulcer Index | 1.0 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-12-10 | -24.59 | 43 |
| 2025-02-16 | 2025-07-03 | -14.51 | 137 |
| 2024-12-20 | 2025-01-24 | -9.61 | 35 |
| 2024-06-21 | 2024-07-15 | -6.01 | 24 |
| 2024-08-15 | 2024-09-14 | -4.95 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 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 |
| 2025-01-25 | 2025-02-04 | -3.32 | 10 |
| Metric | 11990980:ethusd:triple_med_gx:lsma75_140 | 11990980:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 21.85% | 22.2% |
| Worst Week | -12.06% | -22.77% |
| Best Month | 32.05% | 54.15% |
| Worst Month | -22.41% | -34.4% |
| Best Year | 53.37% | -0.49% |
| Worst Year | 52.45% | -11.81% |
| Avg. Up Day | 2.41% | 2.58% |
| Avg. Down Day | -2.14% | -2.33% |
| Avg. Up Week | 6.55% | 7.33% |
| Avg. Down Week | -4.91% | -5.72% |
| Avg. Up Month | 14.96% | 22.83% |
| Avg. Down Month | -10.09% | -14.54% |
| Win Days % | 56.35% | 50.81% |
| Win Month % | 76.47% | 36.84% |
| Win Week % | 62.22% | 53.09% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |