| Metric | 11776294:ethusd:triple_med_gx:lsma170_25 | 11776294:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 27.0% | -33.74% |
| Max Drawdown | -28.5% | -63.95% |
| Sharpe | 0.4 | -0.1 |
| Sortino | 0.61 | -0.13 |
| Payoff Ratio | 1.31 | 1.0 |
| Profit Factor | 1.15 | 0.98 |
| Common Sense Ratio | 1.41 | 0.96 |
| CPC Index | 0.68 | 0.49 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 22.61 | 3.2 |
| Outlier Loss Ratio | 4.07 | 3.52 |
| Volatility (ann.) | 18.42% | 35.62% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.9 | -0.51 |
| Skew | 1.65 | -0.26 |
| Kurtosis | 44.4 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 1.86% | -3.12% |
| Expected Yearly % | 12.69% | -18.6% |
| Kelly Criterion | 3.02% | -0.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.08% |
| Expected Shortfall (cVaR) | -1.57% | -3.08% |
| Year | 11776294:ETHUSD | 11776294:ethusd:triple_med_gx:lsma170_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 4.95 | -0.41 | + |
| 2025 | -24.66 | 21.01 | -0.85 | + |
| Metric | 11776294:ethusd:triple_med_gx:lsma170_25 | 11776294:ETHUSD |
|---|---|---|
| MTD | -8.07% | -0.81% |
| 3M | 38.4% | 21.99% |
| 6M | 13.61% | -30.79% |
| YTD | 21.01% | -24.66% |
| 1Y | 26.13% | -27.95% |
| 3Y (ann.) | 25.58% | -32.45% |
| 5Y (ann.) | 25.58% | -32.45% |
| Metric | 11776294:ethusd:triple_med_gx:lsma170_25 | 11776294:ETHUSD |
|---|---|---|
| Max Drawdown | -28.5% | -63.95% |
| Longest DD Days | 166.0 | 184.0 |
| Avg. Drawdown | -7.32% | -17.79% |
| Avg. Drawdown Days | 24.0 | 54.0 |
| Recovery Factor | 0.95 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-24 | 2025-05-10 | -28.50 | 75 |
| 2024-06-27 | 2024-12-11 | -16.33 | 166 |
| 2024-12-19 | 2025-01-15 | -16.30 | 27 |
| 2025-06-11 | 2025-06-19 | -9.68 | 7 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2025-05-14 | 2025-05-19 | -4.51 | 5 |
| 2025-01-16 | 2025-01-30 | -4.47 | 14 |
| 2024-06-12 | 2024-06-27 | -4.40 | 14 |
| 2025-05-20 | 2025-05-21 | -2.42 | 0 |
| 2024-12-12 | 2024-12-19 | -2.04 | 6 |
| Metric | 11776294:ethusd:triple_med_gx:lsma170_25 | 11776294: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 | 48.69% | 47.37% |
| Worst Month | -18.29% | -32.24% |
| Best Year | 21.01% | -12.05% |
| Worst Year | 4.95% | -24.66% |
| Avg. Up Day | 1.51% | 1.53% |
| Avg. Down Day | -1.16% | -1.53% |
| Avg. Up Week | 6.82% | 8.75% |
| Avg. Down Week | -5.35% | -9.13% |
| Avg. Up Month | 48.69% | 41.0% |
| Avg. Down Month | -10.69% | -14.35% |
| Win Days % | 45.06% | 49.84% |
| Win Month % | 58.33% | 23.08% |
| Win Week % | 61.29% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |