| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 75.94% | -15.9% |
| Max Drawdown | -26.69% | -63.76% |
| Sharpe | 1.12 | 0.2 |
| Sortino | 1.61 | 0.28 |
| Payoff Ratio | 0.96 | 0.92 |
| Profit Factor | 1.31 | 1.03 |
| Common Sense Ratio | 1.63 | 1.13 |
| CPC Index | 0.71 | 0.48 |
| Tail Ratio | 1.25 | 1.1 |
| Outlier Win Ratio | 12.75 | 3.4 |
| Outlier Loss Ratio | 3.55 | 3.08 |
| Volatility (ann.) | 42.9% | 72.0% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.77 | -0.18 |
| Skew | -0.8 | -0.44 |
| Kurtosis | 17.95 | 4.63 |
| Expected Daily % | 0.11% | -0.03% |
| Expected Monthly % | 3.19% | -0.96% |
| Expected Yearly % | 32.64% | -8.29% |
| Kelly Criterion | 10.08% | -3.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.56% | -6.16% |
| Expected Shortfall (cVaR) | -3.56% | -6.16% |
| Year | 11996715:ETHUSD | 11996715:ethusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 65.52 | -5.55 | + |
| 2025 | -4.63 | 6.29 | -1.36 | + |
| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| MTD | -1.04% | -17.27% |
| 3M | -7.8% | -28.03% |
| 6M | 9.81% | 28.37% |
| YTD | 6.29% | -4.63% |
| 1Y | -2.08% | 1.69% |
| 3Y (ann.) | 47.13% | -11.16% |
| 5Y (ann.) | 47.13% | -11.16% |
| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| Max Drawdown | -26.69% | -63.76% |
| Longest DD Days | 246.0 | 234.0 |
| Avg. Drawdown | -6.04% | -22.9% |
| Avg. Drawdown Days | 29.0 | 74.0 |
| Recovery Factor | 2.84 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-08-11 | -26.69 | 246 |
| 2025-10-08 | 2025-11-17 | -19.52 | 40 |
| 2024-06-13 | 2024-07-16 | -7.28 | 33 |
| 2025-09-21 | 2025-10-07 | -6.59 | 16 |
| 2025-08-15 | 2025-09-13 | -6.52 | 29 |
| 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 |
| 2024-10-22 | 2024-11-06 | -3.95 | 15 |
| 2024-08-08 | 2024-08-09 | -3.33 | 1 |
| Metric | 11996715:ethusd:triple_med_gx:lsma120_145 | 11996715:ETHUSD |
|---|---|---|
| Best Day | 13.29% | 16.74% |
| Worst Day | -19.31% | -20.65% |
| Best Week | 20.58% | 22.2% |
| Worst Week | -16.58% | -22.77% |
| Best Month | 32.21% | 54.15% |
| Worst Month | -14.83% | -34.4% |
| Best Year | 65.52% | -4.63% |
| Worst Year | 6.29% | -11.81% |
| Avg. Up Day | 2.37% | 2.46% |
| Avg. Down Day | -2.46% | -2.68% |
| Avg. Up Week | 6.56% | 7.49% |
| Avg. Down Week | -3.56% | -5.94% |
| Avg. Up Month | 16.1% | 22.83% |
| Avg. Down Month | -6.49% | -13.71% |
| Win Days % | 55.84% | 50.56% |
| Win Month % | 58.82% | 33.33% |
| Win Week % | 51.85% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 0.0% |