| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 95.53% | -12.25% |
| Max Drawdown | -29.99% | -63.76% |
| Sharpe | 1.41 | 0.25 |
| Sortino | 2.18 | 0.34 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 1.4 | 1.04 |
| Common Sense Ratio | 1.79 | 1.15 |
| CPC Index | 0.79 | 0.52 |
| Tail Ratio | 1.27 | 1.1 |
| Outlier Win Ratio | 14.71 | 3.27 |
| Outlier Loss Ratio | 3.81 | 3.02 |
| Volatility (ann.) | 35.58% | 71.96% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.84 | -0.13 |
| Skew | 0.33 | -0.42 |
| Kurtosis | 9.16 | 4.46 |
| Expected Daily % | 0.12% | -0.02% |
| Expected Monthly % | 3.59% | -0.69% |
| Expected Yearly % | 39.83% | -6.32% |
| Kelly Criterion | 14.34% | 0.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.93% | -6.15% |
| Expected Shortfall (cVaR) | -2.93% | -6.15% |
| Year | 11991151:ETHUSD | 11991151:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 71.99 | -6.09 | + |
| 2025 | -0.49 | 13.68 | -27.88 | + |
| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -13.56% | -22.67% |
| 6M | 16.19% | 33.88% |
| YTD | 13.68% | -0.49% |
| 1Y | 3.29% | -15.78% |
| 3Y (ann.) | 55.18% | -8.2% |
| 5Y (ann.) | 55.18% | -8.2% |
| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| Max Drawdown | -29.99% | -63.76% |
| Longest DD Days | 195.0 | 234.0 |
| Avg. Drawdown | -4.84% | -24.2% |
| Avg. Drawdown Days | 19.0 | 77.0 |
| Recovery Factor | 3.18 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-12-10 | -29.99 | 43 |
| 2025-01-25 | 2025-08-08 | -18.13 | 195 |
| 2024-12-19 | 2025-01-06 | -9.78 | 18 |
| 2025-08-15 | 2025-09-13 | -6.95 | 29 |
| 2024-06-21 | 2024-07-16 | -6.08 | 25 |
| 2025-10-08 | 2025-10-27 | -6.07 | 19 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-10 | -4.70 | 26 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.56% | -20.65% |
| Best Week | 20.17% | 22.2% |
| Worst Week | -13.95% | -22.77% |
| Best Month | 32.07% | 54.15% |
| Worst Month | -19.02% | -34.4% |
| Best Year | 71.99% | -0.49% |
| Worst Year | 13.68% | -11.81% |
| Avg. Up Day | 2.19% | 2.31% |
| Avg. Down Day | -2.23% | -2.35% |
| Avg. Up Week | 6.36% | 6.35% |
| Avg. Down Week | -4.5% | -6.66% |
| Avg. Up Month | 20.68% | 15.01% |
| Avg. Down Month | -7.99% | -11.66% |
| Win Days % | 57.53% | 50.81% |
| Win Month % | 64.71% | 36.84% |
| Win Week % | 59.18% | 53.09% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |