| Metric | 11776092:ethusd:triple_med_gx:lsma170_25 | 11776092:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 18.1% | -33.74% |
| Max Drawdown | -31.37% | -63.95% |
| Sharpe | 0.29 | -0.1 |
| Sortino | 0.45 | -0.13 |
| Payoff Ratio | 1.24 | 0.97 |
| Profit Factor | 1.11 | 0.98 |
| Common Sense Ratio | 1.34 | 0.96 |
| CPC Index | 0.62 | 0.48 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 21.32 | 3.31 |
| Outlier Loss Ratio | 3.91 | 3.81 |
| Volatility (ann.) | 20.65% | 35.62% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.55 | -0.51 |
| Skew | 1.75 | -0.26 |
| Kurtosis | 40.55 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.29% | -3.12% |
| Expected Yearly % | 8.67% | -18.6% |
| Kelly Criterion | 0.83% | -1.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.08% |
| Expected Shortfall (cVaR) | -1.76% | -3.08% |
| Year | 11776092:ETHUSD | 11776092:ethusd:triple_med_gx:lsma170_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 0.41 | -0.03 | + |
| 2025 | -24.66 | 17.62 | -0.71 | + |
| Metric | 11776092:ethusd:triple_med_gx:lsma170_25 | 11776092:ETHUSD |
|---|---|---|
| MTD | -10.85% | -0.81% |
| 3M | 23.19% | 21.99% |
| 6M | 10.42% | -30.79% |
| YTD | 17.62% | -24.66% |
| 1Y | 17.52% | -27.95% |
| 3Y (ann.) | 17.18% | -32.45% |
| 5Y (ann.) | 17.18% | -32.45% |
| Metric | 11776092:ethusd:triple_med_gx:lsma170_25 | 11776092:ETHUSD |
|---|---|---|
| Max Drawdown | -31.37% | -63.95% |
| Longest DD Days | 167.0 | 184.0 |
| Avg. Drawdown | -8.19% | -17.79% |
| Avg. Drawdown Days | 29.0 | 54.0 |
| Recovery Factor | 0.58 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -31.37 | 111 |
| 2024-06-27 | 2024-12-12 | -18.08 | 167 |
| 2024-12-19 | 2025-01-15 | -16.30 | 27 |
| 2025-06-06 | 2025-06-19 | -14.24 | 12 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2025-05-14 | 2025-05-19 | -3.80 | 5 |
| 2024-06-12 | 2024-06-27 | -3.51 | 14 |
| 2025-01-16 | 2025-01-19 | -2.77 | 3 |
| 2024-12-12 | 2024-12-19 | -2.04 | 6 |
| 2024-06-07 | 2024-06-11 | -0.48 | 4 |
| Metric | 11776092:ethusd:triple_med_gx:lsma170_25 | 11776092:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.24% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 23.41% | 27.26% |
| Worst Week | -18.29% | -20.52% |
| Best Month | 49.31% | 47.37% |
| Worst Month | -18.29% | -32.24% |
| Best Year | 17.62% | -12.05% |
| Worst Year | 0.41% | -24.66% |
| Avg. Up Day | 1.64% | 1.65% |
| Avg. Down Day | -1.32% | -1.7% |
| Avg. Up Week | 8.69% | 9.35% |
| Avg. Down Week | -4.69% | -8.94% |
| Avg. Up Month | 49.31% | 41.0% |
| Avg. Down Month | -9.42% | -12.54% |
| Win Days % | 45.11% | 49.84% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 52.94% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |