| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 188.16% | 8.6% |
| Max Drawdown | -22.02% | -63.76% |
| Sharpe | 2.43 | 0.45 |
| Sortino | 4.22 | 0.63 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.85 | 1.07 |
| Common Sense Ratio | 3.46 | 1.18 |
| CPC Index | 1.31 | 0.61 |
| Tail Ratio | 1.86 | 1.1 |
| Outlier Win Ratio | 14.78 | 3.32 |
| Outlier Loss Ratio | 4.41 | 3.06 |
| Volatility (ann.) | 34.03% | 72.4% |
| R^2 | 0.22 | 0.22 |
| Calmar | 5.28 | 0.1 |
| Skew | 0.9 | -0.47 |
| Kurtosis | 9.7 | 4.82 |
| Expected Daily % | 0.21% | 0.02% |
| Expected Monthly % | 6.42% | 0.49% |
| Expected Yearly % | 69.75% | 4.21% |
| Kelly Criterion | 24.2% | 7.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.7% | -6.14% |
| Expected Shortfall (cVaR) | -2.7% | -6.14% |
| Year | 11990988:ETHUSD | 11990988:ethusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 66.39 | -5.62 | + |
| 2025 | 23.15 | 73.19 | 3.16 | + |
| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988:ETHUSD |
|---|---|---|
| MTD | 12.72% | -1.77% |
| 3M | 59.49% | 35.26% |
| 6M | 83.16% | 153.25% |
| YTD | 73.19% | 23.15% |
| 1Y | 129.86% | 62.28% |
| 3Y (ann.) | 116.2% | 6.2% |
| 5Y (ann.) | 116.2% | 6.2% |
| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988:ETHUSD |
|---|---|---|
| Max Drawdown | -22.02% | -63.76% |
| Longest DD Days | 195.0 | 234.0 |
| Avg. Drawdown | -3.94% | -21.06% |
| Avg. Drawdown Days | 19.0 | 69.0 |
| Recovery Factor | 8.54 | 0.13 |
| Ulcer Index | 1.0 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-08-08 | -22.02 | 195 |
| 2024-12-20 | 2025-01-24 | -9.61 | 35 |
| 2024-09-16 | 2024-10-15 | -7.36 | 29 |
| 2024-06-21 | 2024-07-15 | -5.95 | 24 |
| 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 |
| 2025-09-05 | 2025-09-11 | -1.88 | 6 |
| Metric | 11990988:ethusd:triple_med_gx:lsma85_140 | 11990988: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 | 33.8% | 54.15% |
| Worst Month | -11.1% | -34.4% |
| Best Year | 73.19% | 23.15% |
| Worst Year | 66.39% | -11.81% |
| Avg. Up Day | 2.39% | 2.47% |
| Avg. Down Day | -1.98% | -2.22% |
| Avg. Up Week | 6.61% | 6.72% |
| Avg. Down Week | -3.91% | -5.14% |
| Avg. Up Month | 15.44% | 22.83% |
| Avg. Down Month | -3.66% | -17.57% |
| Win Days % | 58.56% | 51.5% |
| Win Month % | 75.0% | 35.29% |
| Win Week % | 69.05% | 53.42% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |