| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 128.57% | 16.42% |
| Max Drawdown | -22.44% | -63.95% |
| Sharpe | 1.01 | 0.27 |
| Sortino | 1.53 | 0.37 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 1.92 | 1.07 |
| CPC Index | 0.79 | 0.58 |
| Tail Ratio | 1.45 | 1.03 |
| Outlier Win Ratio | 16.62 | 3.33 |
| Outlier Loss Ratio | 3.8 | 3.42 |
| Volatility (ann.) | 18.6% | 35.04% |
| R^2 | 0.29 | 0.29 |
| Calmar | 4.38 | 0.21 |
| Skew | 0.27 | -0.21 |
| Kurtosis | 25.77 | 7.79 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.67% | 1.02% |
| Expected Yearly % | 51.18% | 7.9% |
| Kelly Criterion | 11.68% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -2.99% |
| Expected Shortfall (cVaR) | -1.55% | -2.99% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 69.21 | -5.74 | + |
| 2025 | 32.37 | 35.08 | 1.08 | + |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 31.88% | 19.21% |
| 3M | 38.81% | 73.69% |
| 6M | 28.8% | 61.73% |
| YTD | 35.08% | 32.37% |
| 1Y | 96.14% | 71.5% |
| 3Y (ann.) | 98.22% | 13.41% |
| 5Y (ann.) | 98.22% | 13.41% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -22.44% | -63.95% |
| Longest DD Days | 231.0 | 235.0 |
| Avg. Drawdown | -3.42% | -13.69% |
| Avg. Drawdown Days | 16.0 | 43.0 |
| Recovery Factor | 5.73 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-08-07 | -22.44 | 231 |
| 2024-09-14 | 2024-10-14 | -8.64 | 30 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-08-14 | 2024-09-10 | -4.76 | 27 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 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 | -12.27% | -20.52% |
| Best Month | 36.39% | 48.75% |
| Worst Month | -11.57% | -32.24% |
| Best Year | 69.21% | 32.37% |
| Worst Year | 35.08% | -12.05% |
| Avg. Up Day | 1.27% | 1.31% |
| Avg. Down Day | -1.15% | -1.2% |
| Avg. Up Week | 6.5% | 7.64% |
| Avg. Down Week | -2.62% | -7.23% |
| Avg. Up Month | 19.02% | 29.71% |
| Avg. Down Month | -4.75% | -10.13% |
| Win Days % | 53.55% | 50.88% |
| Win Month % | 73.33% | 33.33% |
| Win Week % | 60.0% | 52.31% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |