| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 114.34% | 16.86% |
| Max Drawdown | -24.43% | -63.76% |
| Sharpe | 2.11 | 0.55 |
| Sortino | 3.53 | 0.76 |
| Payoff Ratio | 1.13 | 1.14 |
| Profit Factor | 1.79 | 1.09 |
| Common Sense Ratio | 3.55 | 1.22 |
| CPC Index | 1.19 | 0.65 |
| Tail Ratio | 1.99 | 1.12 |
| Outlier Win Ratio | 16.78 | 3.13 |
| Outlier Loss Ratio | 4.02 | 2.91 |
| Volatility (ann.) | 32.33% | 73.45% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.6 | 0.22 |
| Skew | 0.81 | -0.49 |
| Kurtosis | 11.8 | 4.83 |
| Expected Daily % | 0.17% | 0.04% |
| Expected Monthly % | 5.21% | 1.04% |
| Expected Yearly % | 46.4% | 8.1% |
| Kelly Criterion | 22.73% | 10.5% |
| 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 | 81.06 | -6.86 | + |
| 2025 | 32.52 | 18.38 | 0.57 | - |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 20.73% | 14.67% |
| 3M | 27.82% | 72.31% |
| 6M | 15.78% | 62.63% |
| YTD | 18.38% | 32.52% |
| 1Y | 81.32% | 67.81% |
| 3Y (ann.) | 87.95% | 13.77% |
| 5Y (ann.) | 87.95% | 13.77% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -24.43% | -63.76% |
| Longest DD Days | 232.0 | 234.0 |
| Avg. Drawdown | -3.28% | -20.27% |
| Avg. Drawdown Days | 28.0 | 71.0 |
| Recovery Factor | 4.68 | 0.26 |
| Ulcer Index | 1.0 | 1.14 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-08-09 | -24.43 | 232 |
| 2024-08-10 | 2024-09-10 | -4.64 | 31 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-07-14 | -3.57 | 26 |
| 2024-09-15 | 2024-10-13 | -2.15 | 28 |
| 2024-11-11 | 2024-11-12 | -1.56 | 1 |
| 2024-09-11 | 2024-09-12 | -1.01 | 1 |
| 2025-08-12 | 2025-08-16 | -0.47 | 4 |
| 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 | -11.25% | -34.4% |
| Best Year | 81.06% | 32.52% |
| Worst Year | 18.38% | -11.81% |
| Avg. Up Day | 2.52% | 2.75% |
| Avg. Down Day | -2.22% | -2.42% |
| Avg. Up Week | 5.44% | 6.86% |
| Avg. Down Week | -5.4% | -7.47% |
| Avg. Up Month | 14.89% | 22.65% |
| Avg. Down Month | -4.07% | -9.16% |
| Win Days % | 58.96% | 52.38% |
| Win Month % | 78.57% | 40.0% |
| Win Week % | 77.42% | 55.38% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |