| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 136.88% | 8.6% |
| Max Drawdown | -22.07% | -63.76% |
| Sharpe | 1.72 | 0.45 |
| Sortino | 2.64 | 0.63 |
| Payoff Ratio | 0.98 | 0.95 |
| Profit Factor | 1.49 | 1.07 |
| Common Sense Ratio | 2.22 | 1.18 |
| CPC Index | 0.87 | 0.52 |
| Tail Ratio | 1.49 | 1.1 |
| Outlier Win Ratio | 12.26 | 3.44 |
| Outlier Loss Ratio | 3.55 | 3.12 |
| Volatility (ann.) | 41.61% | 72.4% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.96 | 0.1 |
| Skew | 0.06 | -0.47 |
| Kurtosis | 9.2 | 4.82 |
| Expected Daily % | 0.17% | 0.02% |
| Expected Monthly % | 5.2% | 0.49% |
| Expected Yearly % | 53.91% | 4.21% |
| Kelly Criterion | 17.57% | 0.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.39% | -6.14% |
| Expected Shortfall (cVaR) | -3.39% | -6.14% |
| Year | 11996577:ETHUSD | 11996577:ethusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 73.13 | -6.19 | + |
| 2025 | 23.15 | 36.82 | 1.59 | + |
| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| MTD | -0.62% | -1.77% |
| 3M | 21.3% | 35.26% |
| 6M | 42.32% | 153.25% |
| YTD | 36.82% | 23.15% |
| 1Y | 79.31% | 62.28% |
| 3Y (ann.) | 87.44% | 6.2% |
| 5Y (ann.) | 87.44% | 6.2% |
| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| Max Drawdown | -22.07% | -63.76% |
| Longest DD Days | 243.0 | 234.0 |
| Avg. Drawdown | -5.1% | -21.06% |
| Avg. Drawdown Days | 21.0 | 69.0 |
| Recovery Factor | 6.2 | 0.13 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-08-08 | -22.07 | 243 |
| 2025-10-08 | 2025-10-15 | -19.52 | 7 |
| 2024-06-21 | 2024-07-16 | -8.56 | 25 |
| 2025-08-15 | 2025-09-13 | -6.52 | 29 |
| 2025-09-20 | 2025-10-03 | -6.00 | 13 |
| 2024-09-16 | 2024-09-20 | -5.29 | 4 |
| 2024-08-15 | 2024-09-14 | -4.70 | 30 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-08-08 | 2024-08-09 | -3.33 | 1 |
| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| Best Day | 10.73% | 16.74% |
| Worst Day | -13.18% | -20.65% |
| Best Week | 19.74% | 22.2% |
| Worst Week | -11.85% | -22.77% |
| Best Month | 37.89% | 54.15% |
| Worst Month | -9.48% | -34.4% |
| Best Year | 73.13% | 23.15% |
| Worst Year | 36.82% | -11.81% |
| Avg. Up Day | 2.34% | 2.5% |
| Avg. Down Day | -2.39% | -2.64% |
| Avg. Up Week | 6.76% | 7.49% |
| Avg. Down Week | -4.11% | -7.03% |
| Avg. Up Month | 18.89% | 22.83% |
| Avg. Down Month | -6.0% | -12.07% |
| Win Days % | 59.17% | 51.5% |
| Win Month % | 62.5% | 35.29% |
| Win Week % | 60.0% | 53.42% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |