| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 150.36% | 8.6% |
| Max Drawdown | -22.13% | -63.76% |
| Sharpe | 2.08 | 0.45 |
| Sortino | 3.53 | 0.63 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.66 | 1.07 |
| Common Sense Ratio | 3.2 | 1.18 |
| CPC Index | 1.11 | 0.61 |
| Tail Ratio | 1.93 | 1.1 |
| Outlier Win Ratio | 14.28 | 3.32 |
| Outlier Loss Ratio | 4.2 | 3.03 |
| Volatility (ann.) | 34.93% | 72.4% |
| R^2 | 0.23 | 0.23 |
| Calmar | 4.3 | 0.1 |
| Skew | 0.83 | -0.47 |
| Kurtosis | 8.69 | 4.82 |
| Expected Daily % | 0.18% | 0.02% |
| Expected Monthly % | 5.55% | 0.49% |
| Expected Yearly % | 58.23% | 4.21% |
| Kelly Criterion | 19.98% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.81% | -6.14% |
| Expected Shortfall (cVaR) | -2.81% | -6.14% |
| Year | 11990985:ETHUSD | 11990985:ethusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 62.90 | -5.32 | + |
| 2025 | 23.15 | 53.69 | 2.32 | + |
| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| MTD | 7.06% | -1.77% |
| 3M | 50.92% | 35.26% |
| 6M | 62.94% | 153.25% |
| YTD | 53.69% | 23.15% |
| 1Y | 99.32% | 62.28% |
| 3Y (ann.) | 95.15% | 6.2% |
| 5Y (ann.) | 95.15% | 6.2% |
| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| Max Drawdown | -22.13% | -63.76% |
| Longest DD Days | 196.0 | 234.0 |
| Avg. Drawdown | -3.78% | -21.06% |
| Avg. Drawdown Days | 19.0 | 69.0 |
| Recovery Factor | 6.8 | 0.13 |
| Ulcer Index | 1.0 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-08-09 | -22.13 | 196 |
| 2024-12-06 | 2025-01-24 | -10.29 | 49 |
| 2024-06-21 | 2024-07-16 | -6.37 | 25 |
| 2024-09-16 | 2024-10-14 | -5.29 | 28 |
| 2025-10-08 | 2025-10-15 | -5.20 | 7 |
| 2024-08-15 | 2024-09-10 | -4.70 | 26 |
| 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 |
| 2025-09-14 | 2025-10-02 | -3.22 | 18 |
| Metric | 11990985:ethusd:triple_med_gx:lsma90_140 | 11990985:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 21.85% | 22.2% |
| Worst Week | -11.64% | -22.77% |
| Best Month | 33.3% | 54.15% |
| Worst Month | -11.23% | -34.4% |
| Best Year | 62.9% | 23.15% |
| Worst Year | 53.69% | -11.81% |
| Avg. Up Day | 2.41% | 2.45% |
| Avg. Down Day | -2.04% | -2.23% |
| Avg. Up Week | 6.77% | 7.16% |
| Avg. Down Week | -3.67% | -5.8% |
| Avg. Up Month | 16.15% | 22.83% |
| Avg. Down Month | -6.71% | -11.96% |
| Win Days % | 56.61% | 51.5% |
| Win Month % | 81.25% | 35.29% |
| Win Week % | 62.79% | 53.42% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |