| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 36.18% | 16.42% |
| Max Drawdown | -33.66% | -63.95% |
| Sharpe | 0.49 | 0.27 |
| Sortino | 0.72 | 0.37 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 1.2 | 1.04 |
| Common Sense Ratio | 2.11 | 1.07 |
| CPC Index | 0.64 | 0.52 |
| Tail Ratio | 1.76 | 1.03 |
| Outlier Win Ratio | 28.13 | 3.12 |
| Outlier Loss Ratio | 3.44 | 3.32 |
| Volatility (ann.) | 15.31% | 35.04% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.87 | 0.21 |
| Skew | 0.14 | -0.21 |
| Kurtosis | 50.79 | 7.79 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.08% | 1.02% |
| Expected Yearly % | 16.7% | 7.9% |
| Kelly Criterion | 6.12% | 1.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.99% |
| Expected Shortfall (cVaR) | -1.3% | -2.99% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 48.59 | -4.03 | + |
| 2025 | 32.37 | -8.35 | -0.26 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 12.85% | 19.21% |
| 3M | 11.51% | 73.69% |
| 6M | -5.96% | 61.73% |
| YTD | -8.35% | 32.37% |
| 1Y | 16.62% | 71.5% |
| 3Y (ann.) | 29.12% | 13.41% |
| 5Y (ann.) | 29.12% | 13.41% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -33.66% | -63.95% |
| Longest DD Days | 240.0 | 235.0 |
| Avg. Drawdown | -5.1% | -13.69% |
| Avg. Drawdown Days | 32.0 | 43.0 |
| Recovery Factor | 1.07 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-16 | -33.66 | 240 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2024-09-11 | 2024-11-06 | -5.30 | 56 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-08-09 | 2024-09-09 | -3.53 | 31 |
| 2024-07-16 | 2024-08-06 | -1.98 | 21 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-12-06 | 2024-12-19 | -0.89 | 12 |
| 2024-11-09 | 2024-12-04 | -0.87 | 25 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 27.26% |
| Worst Week | -14.43% | -20.52% |
| Best Month | 25.57% | 48.75% |
| Worst Month | -14.43% | -32.24% |
| Best Year | 48.59% | 32.37% |
| Worst Year | -8.35% | -12.05% |
| Avg. Up Day | 1.28% | 1.33% |
| Avg. Down Day | -1.26% | -1.35% |
| Avg. Up Week | 6.42% | 9.56% |
| Avg. Down Week | -4.44% | -6.82% |
| Avg. Up Month | 11.67% | 29.71% |
| Avg. Down Month | -5.82% | -6.57% |
| Win Days % | 52.74% | 50.88% |
| Win Month % | 60.0% | 33.33% |
| Win Week % | 55.56% | 52.31% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |