| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 136.88% | 5.5% |
| Max Drawdown | -24.31% | -63.95% |
| Sharpe | 0.86 | 0.2 |
| Sortino | 1.28 | 0.29 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.23 | 1.03 |
| Common Sense Ratio | 1.52 | 1.04 |
| CPC Index | 0.7 | 0.57 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 13.31 | 3.48 |
| Outlier Loss Ratio | 4.18 | 3.68 |
| Volatility (ann.) | 20.65% | 34.93% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.6 | 0.06 |
| Skew | 0.14 | -0.05 |
| Kurtosis | 18.44 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 5.2% | 0.32% |
| Expected Yearly % | 53.91% | 2.71% |
| Kelly Criterion | 8.23% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -2.99% |
| Expected Shortfall (cVaR) | -1.73% | -2.99% |
| Year | 11996577:ETHUSD | 11996577:ethusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 72.66 | -6.03 | + |
| 2025 | 19.96 | 37.20 | 1.86 | + |
| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| MTD | 0.07% | -3.64% |
| 3M | 21.3% | 27.31% |
| 6M | 45.47% | 151.47% |
| YTD | 37.2% | 19.96% |
| 1Y | 72.86% | 51.97% |
| 3Y (ann.) | 87.44% | 3.98% |
| 5Y (ann.) | 87.44% | 3.98% |
| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| Max Drawdown | -24.31% | -63.95% |
| Longest DD Days | 243.0 | 235.0 |
| Avg. Drawdown | -3.52% | -14.14% |
| Avg. Drawdown Days | 11.0 | 41.0 |
| Recovery Factor | 5.63 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-07 | -24.31 | 243 |
| 2025-10-07 | 2025-10-15 | -20.45 | 8 |
| 2024-06-12 | 2024-07-15 | -9.68 | 33 |
| 2025-08-14 | 2025-09-12 | -7.62 | 29 |
| 2025-09-21 | 2025-10-02 | -7.07 | 10 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-08-07 | 2024-08-08 | -6.51 | 1 |
| 2024-09-14 | 2024-09-19 | -6.12 | 5 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-22 | 2024-10-12 | -4.10 | 20 |
| Metric | 11996577:ethusd:triple_med_gx:lsma120_145 | 11996577:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.29% | 27.26% |
| Worst Week | -15.03% | -20.52% |
| Best Month | 37.89% | 48.75% |
| Worst Month | -9.72% | -32.24% |
| Best Year | 72.66% | 19.96% |
| Worst Year | 37.2% | -12.05% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.1% | -1.11% |
| Avg. Up Week | 6.04% | 7.55% |
| Avg. Down Week | -5.45% | -6.7% |
| Avg. Up Month | 21.52% | 29.6% |
| Avg. Down Month | -7.16% | -14.39% |
| Win Days % | 52.13% | 50.42% |
| Win Month % | 64.71% | 29.41% |
| Win Week % | 68.75% | 52.05% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |