| Metric | 11991001:ethusd:triple_med_gx:lsma105_140 | 11991001:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 150.37% | -11.0% |
| Max Drawdown | -32.03% | -63.95% |
| Sharpe | 0.86 | 0.12 |
| Sortino | 1.26 | 0.17 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.24 | 1.02 |
| Common Sense Ratio | 1.67 | 0.97 |
| CPC Index | 0.72 | 0.55 |
| Tail Ratio | 1.34 | 0.95 |
| Outlier Win Ratio | 14.64 | 3.43 |
| Outlier Loss Ratio | 4.12 | 3.6 |
| Volatility (ann.) | 19.69% | 35.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.57 | -0.11 |
| Skew | -0.11 | -0.05 |
| Kurtosis | 19.57 | 7.44 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.95% | -0.61% |
| Expected Yearly % | 58.23% | -5.66% |
| Kelly Criterion | 9.21% | 3.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -3.02% |
| Expected Shortfall (cVaR) | -1.65% | -3.02% |
| Year | 11991001:ETHUSD | 11991001:ethusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 82.45 | -6.84 | + |
| 2025 | 1.20 | 37.23 | 31.06 | + |
| Metric | 11991001:ethusd:triple_med_gx:lsma105_140 | 11991001:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -13.95% | -21.8% |
| 6M | 11.27% | 19.68% |
| YTD | 37.23% | 1.2% |
| 1Y | 25.85% | -9.25% |
| 3Y (ann.) | 82.47% | -7.35% |
| 5Y (ann.) | 82.47% | -7.35% |
| Metric | 11991001:ethusd:triple_med_gx:lsma105_140 | 11991001:ETHUSD |
|---|---|---|
| Max Drawdown | -32.03% | -63.95% |
| Longest DD Days | 93.0 | 235.0 |
| Avg. Drawdown | -4.28% | -15.95% |
| Avg. Drawdown Days | 11.0 | 46.0 |
| Recovery Factor | 4.69 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -32.03 | 64 |
| 2025-03-09 | 2025-06-10 | -17.10 | 93 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2025-06-20 | 2025-07-02 | -14.01 | 12 |
| 2025-01-24 | 2025-02-10 | -10.33 | 17 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2025-08-14 | 2025-10-02 | -8.45 | 49 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-09 | -6.63 | 26 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| Metric | 11991001:ethusd:triple_med_gx:lsma105_140 | 11991001:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 23.44% | 27.26% |
| Worst Week | -12.52% | -20.52% |
| Best Month | 30.23% | 48.75% |
| Worst Month | -17.47% | -32.24% |
| Best Year | 82.45% | 1.2% |
| Worst Year | 37.23% | -12.05% |
| Avg. Up Day | 1.21% | 1.21% |
| Avg. Down Day | -1.1% | -1.14% |
| Avg. Up Week | 6.36% | 7.65% |
| Avg. Down Week | -4.05% | -6.64% |
| Avg. Up Month | 14.09% | 31.88% |
| Avg. Down Month | -5.94% | -15.06% |
| Win Days % | 52.59% | 50.56% |
| Win Month % | 77.78% | 31.58% |
| Win Week % | 63.27% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |