| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 95.53% | -11.0% |
| Max Drawdown | -31.47% | -63.95% |
| Sharpe | 0.67 | 0.12 |
| Sortino | 0.96 | 0.17 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.19 | 1.02 |
| Common Sense Ratio | 1.59 | 0.97 |
| CPC Index | 0.66 | 0.55 |
| Tail Ratio | 1.34 | 0.95 |
| Outlier Win Ratio | 15.08 | 3.31 |
| Outlier Loss Ratio | 4.06 | 3.57 |
| Volatility (ann.) | 19.26% | 35.19% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.75 | -0.11 |
| Skew | -0.19 | -0.05 |
| Kurtosis | 21.02 | 7.44 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.59% | -0.61% |
| Expected Yearly % | 39.83% | -5.66% |
| Kelly Criterion | 6.6% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.02% |
| Expected Shortfall (cVaR) | -1.62% | -3.02% |
| Year | 11991151:ETHUSD | 11991151:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 71.52 | -5.93 | + |
| 2025 | 1.20 | 13.99 | 11.68 | + |
| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -13.82% | -21.8% |
| 6M | 2.41% | 19.68% |
| YTD | 13.99% | 1.2% |
| 1Y | 3.29% | -9.25% |
| 3Y (ann.) | 55.18% | -7.35% |
| 5Y (ann.) | 55.18% | -7.35% |
| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| Max Drawdown | -31.47% | -63.95% |
| Longest DD Days | 195.0 | 235.0 |
| Avg. Drawdown | -3.83% | -15.95% |
| Avg. Drawdown Days | 12.0 | 46.0 |
| Recovery Factor | 3.04 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -31.47 | 44 |
| 2025-01-24 | 2025-08-07 | -19.96 | 195 |
| 2024-12-19 | 2025-01-23 | -16.30 | 35 |
| 2024-06-12 | 2024-07-15 | -9.16 | 33 |
| 2025-08-14 | 2025-09-12 | -7.74 | 29 |
| 2024-07-16 | 2024-08-08 | -6.69 | 23 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2025-10-07 | 2025-10-27 | -6.07 | 19 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| Metric | 11991151:ethusd:triple_med_gx:lsma100_140 | 11991151:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.73% | 27.26% |
| Worst Week | -13.2% | -20.52% |
| Best Month | 32.07% | 48.75% |
| Worst Month | -18.37% | -32.24% |
| Best Year | 71.52% | 1.2% |
| Worst Year | 13.99% | -12.05% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.12% | -1.13% |
| Avg. Up Week | 6.34% | 7.82% |
| Avg. Down Week | -4.35% | -5.72% |
| Avg. Up Month | 22.4% | 23.22% |
| Avg. Down Month | -6.6% | -11.5% |
| Win Days % | 51.63% | 50.56% |
| Win Month % | 55.56% | 31.58% |
| Win Week % | 59.57% | 49.38% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |