| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 62.89% | -12.25% |
| Max Drawdown | -20.67% | -63.76% |
| Sharpe | 1.18 | 0.25 |
| Sortino | 1.95 | 0.34 |
| Payoff Ratio | 1.25 | 0.83 |
| Profit Factor | 1.42 | 1.04 |
| Common Sense Ratio | 1.97 | 1.15 |
| CPC Index | 0.94 | 0.44 |
| Tail Ratio | 1.39 | 1.1 |
| Outlier Win Ratio | 21.89 | 3.28 |
| Outlier Loss Ratio | 4.11 | 2.98 |
| Volatility (ann.) | 30.95% | 71.96% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.82 | -0.13 |
| Skew | 1.22 | -0.42 |
| Kurtosis | 15.73 | 4.46 |
| Expected Daily % | 0.09% | -0.02% |
| Expected Monthly % | 2.6% | -0.69% |
| Expected Yearly % | 27.63% | -6.32% |
| Kelly Criterion | 14.83% | -8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -6.15% |
| Expected Shortfall (cVaR) | -2.56% | -6.15% |
| Year | 11990783:ETHUSD | 11990783:ethusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 35.56 | -3.01 | + |
| 2025 | -0.49 | 20.16 | -41.08 | + |
| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| MTD | 0.0% | 11.04% |
| 3M | -10.66% | -22.67% |
| 6M | 9.44% | 33.88% |
| YTD | 20.16% | -0.49% |
| 1Y | 3.03% | -15.78% |
| 3Y (ann.) | 37.68% | -8.2% |
| 5Y (ann.) | 37.68% | -8.2% |
| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| Max Drawdown | -20.67% | -63.76% |
| Longest DD Days | 148.0 | 234.0 |
| Avg. Drawdown | -4.69% | -24.2% |
| Avg. Drawdown Days | 23.0 | 77.0 |
| Recovery Factor | 3.04 | -0.19 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-12-10 | -20.67 | 57 |
| 2024-12-19 | 2025-02-05 | -15.65 | 48 |
| 2025-03-10 | 2025-08-05 | -14.40 | 148 |
| 2025-09-03 | 2025-10-13 | -5.35 | 40 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2025-02-12 | 2025-02-13 | -4.03 | 1 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-09-11 | 2024-10-14 | -3.00 | 33 |
| 2024-08-10 | 2024-09-08 | -2.65 | 29 |
| 2025-08-18 | 2025-09-02 | -2.13 | 15 |
| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 16.69% | 22.2% |
| Worst Week | -13.75% | -22.77% |
| Best Month | 16.24% | 54.15% |
| Worst Month | -12.67% | -34.4% |
| Best Year | 35.56% | -0.49% |
| Worst Year | 20.16% | -11.81% |
| Avg. Up Day | 2.45% | 2.57% |
| Avg. Down Day | -1.96% | -3.12% |
| Avg. Up Week | 5.58% | 6.79% |
| Avg. Down Week | -3.88% | -8.14% |
| Avg. Up Month | 8.82% | 15.01% |
| Avg. Down Month | -7.41% | -13.26% |
| Win Days % | 52.67% | 50.81% |
| Win Month % | 68.75% | 36.84% |
| Win Week % | 53.85% | 53.09% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 0.0% |