| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 105.6% | 16.86% |
| Max Drawdown | -23.04% | -63.76% |
| Sharpe | 2.01 | 0.55 |
| Sortino | 3.33 | 0.76 |
| Payoff Ratio | 1.09 | 1.13 |
| Profit Factor | 1.75 | 1.09 |
| Common Sense Ratio | 3.25 | 1.22 |
| CPC Index | 1.15 | 0.64 |
| Tail Ratio | 1.86 | 1.12 |
| Outlier Win Ratio | 17.31 | 3.13 |
| Outlier Loss Ratio | 3.81 | 2.91 |
| Volatility (ann.) | 32.27% | 73.45% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.54 | 0.22 |
| Skew | 0.81 | -0.49 |
| Kurtosis | 11.93 | 4.83 |
| Expected Daily % | 0.16% | 0.04% |
| Expected Monthly % | 4.92% | 1.04% |
| Expected Yearly % | 43.39% | 8.1% |
| Kelly Criterion | 23.38% | 10.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.6% | -6.21% |
| Expected Shortfall (cVaR) | -2.6% | -6.21% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 82.76 | -7.01 | + |
| 2025 | 32.52 | 12.50 | 0.38 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 17.67% | 14.67% |
| 3M | 20.87% | 72.31% |
| 6M | 10.95% | 62.63% |
| YTD | 12.5% | 32.52% |
| 1Y | 76.79% | 67.81% |
| 3Y (ann.) | 81.58% | 13.77% |
| 5Y (ann.) | 81.58% | 13.77% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -23.04% | -63.76% |
| Longest DD Days | 232.0 | 234.0 |
| Avg. Drawdown | -3.63% | -20.27% |
| Avg. Drawdown Days | 28.0 | 71.0 |
| Recovery Factor | 4.58 | 0.26 |
| Ulcer Index | 1.0 | 1.14 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-08-09 | -23.04 | 232 |
| 2024-08-10 | 2024-09-10 | -4.64 | 31 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-07-15 | -3.57 | 27 |
| 2025-08-12 | 2025-08-16 | -3.00 | 4 |
| 2024-09-15 | 2024-10-13 | -2.03 | 28 |
| 2024-11-11 | 2024-11-12 | -1.56 | 1 |
| 2024-09-11 | 2024-09-12 | -1.01 | 1 |
| 2024-09-13 | 2024-09-14 | -0.36 | 1 |
| 2024-12-04 | 2024-12-05 | -0.18 | 1 |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 21.16% | 22.2% |
| Worst Week | -13.03% | -22.77% |
| Best Month | 36.39% | 54.15% |
| Worst Month | -11.1% | -34.4% |
| Best Year | 82.76% | 32.52% |
| Worst Year | 12.5% | -11.81% |
| Avg. Up Day | 2.49% | 2.74% |
| Avg. Down Day | -2.28% | -2.43% |
| Avg. Up Week | 5.46% | 6.86% |
| Avg. Down Week | -5.21% | -6.42% |
| Avg. Up Month | 14.39% | 22.65% |
| Avg. Down Month | -3.68% | -7.36% |
| Win Days % | 60.0% | 52.38% |
| Win Month % | 71.43% | 40.0% |
| Win Week % | 74.19% | 55.38% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |