| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 125.84% | -15.9% |
| Max Drawdown | -32.83% | -63.95% |
| Sharpe | 0.79 | 0.09 |
| Sortino | 1.15 | 0.13 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.21 | 1.01 |
| Common Sense Ratio | 1.46 | 0.97 |
| CPC Index | 0.69 | 0.54 |
| Tail Ratio | 1.21 | 0.95 |
| Outlier Win Ratio | 13.05 | 3.34 |
| Outlier Loss Ratio | 4.19 | 3.6 |
| Volatility (ann.) | 20.22% | 34.91% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.27 | -0.17 |
| Skew | -0.14 | -0.08 |
| Kurtosis | 18.15 | 7.74 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.63% | -0.96% |
| Expected Yearly % | 50.28% | -8.29% |
| Kelly Criterion | 7.74% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.0% |
| Expected Shortfall (cVaR) | -1.7% | -3.0% |
| Year | 11990999:ETHUSD | 11990999:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 88.30 | -7.33 | + |
| 2025 | -4.37 | 19.93 | -4.56 | + |
| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| MTD | -10.19% | -17.21% |
| 3M | -18.28% | -28.03% |
| 6M | 23.15% | 28.61% |
| YTD | 19.93% | -4.37% |
| 1Y | 18.58% | 1.62% |
| 3Y (ann.) | 74.51% | -11.16% |
| 5Y (ann.) | 74.51% | -11.16% |
| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| Max Drawdown | -32.83% | -63.95% |
| Longest DD Days | 163.0 | 235.0 |
| Avg. Drawdown | -3.67% | -15.28% |
| Avg. Drawdown Days | 11.0 | 44.0 |
| Recovery Factor | 3.83 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-11-17 | -32.83 | 40 |
| 2025-01-24 | 2025-07-06 | -21.53 | 163 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2024-06-12 | 2024-07-15 | -9.95 | 33 |
| 2025-08-14 | 2025-10-01 | -9.53 | 48 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 11990999:ethusd:triple_med_gx:lsma115_140 | 11990999:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -15.03% | -20.52% |
| Best Month | 38.52% | 48.75% |
| Worst Month | -12.03% | -32.24% |
| Best Year | 88.3% | -4.37% |
| Worst Year | 19.93% | -12.05% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.09% | -1.12% |
| Avg. Up Week | 6.86% | 7.28% |
| Avg. Down Week | -4.17% | -6.46% |
| Avg. Up Month | 17.64% | 31.88% |
| Avg. Down Month | -6.73% | -15.78% |
| Win Days % | 51.89% | 50.44% |
| Win Month % | 66.67% | 27.78% |
| Win Week % | 57.41% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |