| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 125.84% | -15.9% |
| Max Drawdown | -30.68% | -63.76% |
| Sharpe | 1.62 | 0.2 |
| Sortino | 2.48 | 0.28 |
| Payoff Ratio | 1.02 | 0.98 |
| Profit Factor | 1.45 | 1.03 |
| Common Sense Ratio | 2.18 | 1.13 |
| CPC Index | 0.84 | 0.51 |
| Tail Ratio | 1.5 | 1.1 |
| Outlier Win Ratio | 12.33 | 3.31 |
| Outlier Loss Ratio | 3.87 | 3.06 |
| Volatility (ann.) | 39.03% | 72.0% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.43 | -0.18 |
| Skew | -0.05 | -0.44 |
| Kurtosis | 9.26 | 4.63 |
| Expected Daily % | 0.15% | -0.03% |
| Expected Monthly % | 4.63% | -0.96% |
| Expected Yearly % | 50.28% | -8.29% |
| Kelly Criterion | 14.57% | 0.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.19% | -6.16% |
| Expected Shortfall (cVaR) | -3.19% | -6.16% |
| Year | 11990999:ETHUSD | 11990999:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 88.82 | -7.52 | + |
| 2025 | -4.63 | 19.61 | -4.23 | + |
| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| MTD | -10.26% | -17.27% |
| 3M | -19.09% | -28.03% |
| 6M | 23.15% | 28.37% |
| YTD | 19.61% | -4.63% |
| 1Y | 18.58% | 1.69% |
| 3Y (ann.) | 74.51% | -11.16% |
| 5Y (ann.) | 74.51% | -11.16% |
| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| Max Drawdown | -30.68% | -63.76% |
| Longest DD Days | 163.0 | 234.0 |
| Avg. Drawdown | -4.96% | -22.9% |
| Avg. Drawdown Days | 19.0 | 74.0 |
| Recovery Factor | 4.1 | -0.25 |
| Ulcer Index | 1.01 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-11-17 | -30.68 | 40 |
| 2025-01-25 | 2025-07-07 | -19.74 | 163 |
| 2024-12-20 | 2025-01-24 | -9.61 | 35 |
| 2024-06-21 | 2024-07-16 | -8.82 | 25 |
| 2025-08-15 | 2025-10-02 | -8.76 | 48 |
| 2024-08-15 | 2024-09-14 | -5.37 | 30 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -13.18% | -20.65% |
| Best Week | 21.85% | 22.2% |
| Worst Week | -14.34% | -22.77% |
| Best Month | 38.52% | 54.15% |
| Worst Month | -12.56% | -34.4% |
| Best Year | 88.82% | -4.63% |
| Worst Year | 19.61% | -11.81% |
| Avg. Up Day | 2.34% | 2.4% |
| Avg. Down Day | -2.29% | -2.45% |
| Avg. Up Week | 6.94% | 6.61% |
| Avg. Down Week | -4.09% | -7.45% |
| Avg. Up Month | 19.16% | 22.83% |
| Avg. Down Month | -6.85% | -15.93% |
| Win Days % | 56.78% | 50.56% |
| Win Month % | 64.71% | 33.33% |
| Win Week % | 55.77% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |