| Metric | 11783400:ethusd:triple_med_gx:lsma185_40 | 11783400:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 7.38% | -33.74% |
| Max Drawdown | -17.22% | -63.95% |
| Sharpe | 0.19 | -0.1 |
| Sortino | 0.28 | -0.13 |
| Payoff Ratio | 1.28 | 1.2 |
| Profit Factor | 1.07 | 0.98 |
| Common Sense Ratio | 1.36 | 0.96 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 28.25 | 2.99 |
| Outlier Loss Ratio | 4.71 | 3.27 |
| Volatility (ann.) | 14.12% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.41 | -0.51 |
| Skew | 1.04 | -0.26 |
| Kurtosis | 46.34 | 8.17 |
| Expected Daily % | 0.0% | -0.03% |
| Expected Monthly % | 0.55% | -3.12% |
| Expected Yearly % | 3.63% | -18.6% |
| Kelly Criterion | -4.61% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.08% |
| Expected Shortfall (cVaR) | -1.21% | -3.08% |
| Year | 11783400:ETHUSD | 11783400:ethusd:triple_med_gx:lsma185_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 17.03 | -1.41 | + |
| 2025 | -24.66 | -8.24 | 0.33 | + |
| Metric | 11783400:ethusd:triple_med_gx:lsma185_40 | 11783400:ETHUSD |
|---|---|---|
| MTD | -4.48% | -0.81% |
| 3M | -1.27% | 21.99% |
| 6M | -3.66% | -30.79% |
| YTD | -8.24% | -24.66% |
| 1Y | 7.74% | -27.95% |
| 3Y (ann.) | 7.02% | -32.45% |
| 5Y (ann.) | 7.02% | -32.45% |
| Metric | 11783400:ethusd:triple_med_gx:lsma185_40 | 11783400:ETHUSD |
|---|---|---|
| Max Drawdown | -17.22% | -63.95% |
| Longest DD Days | 146.0 | 184.0 |
| Avg. Drawdown | -3.54% | -17.79% |
| Avg. Drawdown Days | 19.0 | 54.0 |
| Recovery Factor | 0.43 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-19 | -17.22 | 146 |
| 2024-11-12 | 2025-01-15 | -12.90 | 64 |
| 2024-10-29 | 2024-11-11 | -6.59 | 12 |
| 2024-09-17 | 2024-10-29 | -6.02 | 41 |
| 2025-01-16 | 2025-01-24 | -5.30 | 8 |
| 2024-06-15 | 2024-06-19 | -3.83 | 3 |
| 2024-08-09 | 2024-09-09 | -3.53 | 31 |
| 2024-09-11 | 2024-09-17 | -2.96 | 6 |
| 2024-07-11 | 2024-08-08 | -1.88 | 28 |
| 2024-07-09 | 2024-07-10 | -0.99 | 0 |
| Metric | 11783400:ethusd:triple_med_gx:lsma185_40 | 11783400:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -5.98% | -14.0% |
| Best Week | 5.66% | 27.26% |
| Worst Week | -8.04% | -20.52% |
| Best Month | 6.79% | 47.37% |
| Worst Month | -11.08% | -32.24% |
| Best Year | 17.03% | -12.05% |
| Worst Year | -8.24% | -24.66% |
| Avg. Up Day | 1.31% | 1.35% |
| Avg. Down Day | -1.03% | -1.12% |
| Avg. Up Week | 1.56% | 6.86% |
| Avg. Down Week | -3.98% | -10.67% |
| Avg. Up Month | 2.71% | 30.63% |
| Avg. Down Month | -6.36% | -11.53% |
| Win Days % | 41.36% | 49.84% |
| Win Month % | 76.92% | 23.08% |
| Win Week % | 60.0% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |