| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 62.89% | -11.0% |
| Max Drawdown | -24.37% | -63.95% |
| Sharpe | 0.54 | 0.12 |
| Sortino | 0.78 | 0.17 |
| Payoff Ratio | 1.11 | 0.98 |
| Profit Factor | 1.19 | 1.02 |
| Common Sense Ratio | 1.68 | 0.97 |
| CPC Index | 0.67 | 0.51 |
| Tail Ratio | 1.41 | 0.95 |
| Outlier Win Ratio | 21.79 | 3.23 |
| Outlier Loss Ratio | 3.47 | 3.4 |
| Volatility (ann.) | 17.92% | 35.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.55 | -0.11 |
| Skew | 0.16 | -0.05 |
| Kurtosis | 33.41 | 7.44 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.6% | -0.61% |
| Expected Yearly % | 27.63% | -5.66% |
| Kelly Criterion | 6.61% | 0.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.02% |
| Expected Shortfall (cVaR) | -1.52% | -3.02% |
| Year | 11990783:ETHUSD | 11990783:ethusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 35.56 | -2.95 | + |
| 2025 | 1.20 | 20.16 | 16.83 | + |
| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| MTD | 0.0% | 12.65% |
| 3M | -10.93% | -21.8% |
| 6M | -1.92% | 19.68% |
| YTD | 20.16% | 1.2% |
| 1Y | 3.03% | -9.25% |
| 3Y (ann.) | 37.68% | -7.35% |
| 5Y (ann.) | 37.68% | -7.35% |
| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| Max Drawdown | -24.37% | -63.95% |
| Longest DD Days | 148.0 | 235.0 |
| Avg. Drawdown | -5.03% | -15.95% |
| Avg. Drawdown Days | 21.0 | 46.0 |
| Recovery Factor | 2.58 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-12-10 | -24.37 | 57 |
| 2024-12-10 | 2025-02-03 | -21.13 | 55 |
| 2025-03-09 | 2025-08-04 | -17.10 | 148 |
| 2025-09-03 | 2025-10-12 | -8.28 | 38 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-02-04 | 2025-03-08 | -6.56 | 32 |
| 2024-06-12 | 2024-06-27 | -6.53 | 14 |
| 2024-09-11 | 2024-10-14 | -5.85 | 33 |
| 2024-08-09 | 2024-09-07 | -3.53 | 29 |
| 2024-10-14 | 2024-11-06 | -3.14 | 22 |
| Metric | 11990783:ethusd:triple_med_gx:lsma20_140 | 11990783:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 14.69% | 27.26% |
| Worst Week | -11.14% | -20.52% |
| Best Month | 15.43% | 48.75% |
| Worst Month | -12.51% | -32.24% |
| Best Year | 35.56% | 1.2% |
| Worst Year | 20.16% | -12.05% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.25% | -1.42% |
| Avg. Up Week | 5.09% | 6.58% |
| Avg. Down Week | -4.28% | -8.15% |
| Avg. Up Month | 10.59% | 23.22% |
| Avg. Down Month | -7.91% | -14.12% |
| Win Days % | 50.88% | 50.56% |
| Win Month % | 68.75% | 31.58% |
| Win Week % | 57.14% | 49.38% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |