| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 139.41% | 16.86% |
| Max Drawdown | -18.91% | -63.76% |
| Sharpe | 2.22 | 0.55 |
| Sortino | 3.74 | 0.76 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.72 | 1.09 |
| Common Sense Ratio | 2.79 | 1.22 |
| CPC Index | 1.14 | 0.62 |
| Tail Ratio | 1.62 | 1.12 |
| Outlier Win Ratio | 14.26 | 3.31 |
| Outlier Loss Ratio | 3.93 | 2.91 |
| Volatility (ann.) | 35.34% | 73.45% |
| R^2 | 0.24 | 0.24 |
| Calmar | 5.6 | 0.22 |
| Skew | 0.83 | -0.49 |
| Kurtosis | 9.05 | 4.83 |
| Expected Daily % | 0.2% | 0.04% |
| Expected Monthly % | 5.99% | 1.04% |
| Expected Yearly % | 54.73% | 8.1% |
| Kelly Criterion | 23.64% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.83% | -6.21% |
| Expected Shortfall (cVaR) | -2.83% | -6.21% |
| Year | 11990996:ETHUSD | 11990996:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 71.50 | -6.05 | + |
| 2025 | 32.52 | 39.60 | 1.22 | + |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| MTD | 27.97% | 14.67% |
| 3M | 46.26% | 72.31% |
| 6M | 35.36% | 62.63% |
| YTD | 39.6% | 32.52% |
| 1Y | 106.21% | 67.81% |
| 3Y (ann.) | 105.97% | 13.77% |
| 5Y (ann.) | 105.97% | 13.77% |
| Metric | 11990996:ethusd:triple_med_gx:lsma110_140 | 11990996:ETHUSD |
|---|---|---|
| Max Drawdown | -18.91% | -63.76% |
| Longest DD Days | 228.0 | 234.0 |
| Avg. Drawdown | -3.2% | -20.27% |
| Avg. Drawdown Days | 22.0 | 71.0 |
| Recovery Factor | 7.37 | 0.26 |
| Ulcer Index | 1.0 | 1.14 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-08-05 | -18.91 | 228 |
| 2024-09-16 | 2024-10-14 | -5.29 | 28 |
| 2024-08-15 | 2024-09-14 | -4.70 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-08-15 | 2025-08-16 | -4.05 | 1 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-06-21 | 2024-07-15 | -2.74 | 24 |
| 2024-11-11 | 2024-11-12 | -1.56 | 1 |
| 2025-08-06 | 2025-08-07 | -0.74 | 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 | -11.17% | -34.4% |
| Best Year | 71.5% | 32.52% |
| Worst Year | 39.6% | -11.81% |
| Avg. Up Day | 2.36% | 2.55% |
| Avg. Down Day | -2.14% | -2.35% |
| Avg. Up Week | 6.4% | 6.58% |
| Avg. Down Week | -3.75% | -6.46% |
| Avg. Up Month | 15.92% | 22.65% |
| Avg. Down Month | -4.12% | -11.96% |
| Win Days % | 59.88% | 52.38% |
| Win Month % | 78.57% | 40.0% |
| Win Week % | 66.67% | 55.38% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |