| Metric | 11783416:ethusd:triple_med_gx:lsma230_40 | 11783416:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 31.82% | -33.74% |
| Max Drawdown | -10.4% | -63.95% |
| Sharpe | 0.55 | -0.1 |
| Sortino | 0.9 | -0.13 |
| Payoff Ratio | 1.45 | 1.17 |
| Profit Factor | 1.22 | 0.98 |
| Common Sense Ratio | 1.73 | 0.96 |
| CPC Index | 0.74 | 0.57 |
| Tail Ratio | 1.42 | 0.98 |
| Outlier Win Ratio | 28.03 | 3.0 |
| Outlier Loss Ratio | 5.24 | 3.25 |
| Volatility (ann.) | 13.67% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.9 | -0.51 |
| Skew | 2.61 | -0.26 |
| Kurtosis | 51.55 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.15% | -3.12% |
| Expected Yearly % | 14.81% | -18.6% |
| Kelly Criterion | 2.07% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -3.08% |
| Expected Shortfall (cVaR) | -1.16% | -3.08% |
| Year | 11783416:ETHUSD | 11783416:ethusd:triple_med_gx:lsma230_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 23.72 | -1.97 | + |
| 2025 | -24.66 | 6.55 | -0.27 | + |
| Metric | 11783416:ethusd:triple_med_gx:lsma230_40 | 11783416:ETHUSD |
|---|---|---|
| MTD | -3.99% | -0.81% |
| 3M | 6.23% | 21.99% |
| 6M | 11.01% | -30.79% |
| YTD | 6.55% | -24.66% |
| 1Y | 32.26% | -27.95% |
| 3Y (ann.) | 30.12% | -32.45% |
| 5Y (ann.) | 30.12% | -32.45% |
| Metric | 11783416:ethusd:triple_med_gx:lsma230_40 | 11783416:ETHUSD |
|---|---|---|
| Max Drawdown | -10.4% | -63.95% |
| Longest DD Days | 71.0 | 184.0 |
| Avg. Drawdown | -3.94% | -17.79% |
| Avg. Drawdown Days | 17.0 | 54.0 |
| Recovery Factor | 3.06 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-03-02 | -10.40 | 37 |
| 2024-11-12 | 2024-12-24 | -9.94 | 42 |
| 2025-05-14 | 2025-06-19 | -9.82 | 36 |
| 2025-03-03 | 2025-05-13 | -9.51 | 71 |
| 2024-09-30 | 2024-11-06 | -9.00 | 37 |
| 2024-12-24 | 2025-01-15 | -8.85 | 21 |
| 2025-01-16 | 2025-01-24 | -5.30 | 8 |
| 2024-06-15 | 2024-06-19 | -3.83 | 3 |
| 2024-08-09 | 2024-09-23 | -3.53 | 45 |
| 2024-07-11 | 2024-08-08 | -2.78 | 28 |
| Metric | 11783416:ethusd:triple_med_gx:lsma230_40 | 11783416:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -5.64% | -14.0% |
| Best Week | 9.43% | 27.26% |
| Worst Week | -7.51% | -20.52% |
| Best Month | 10.42% | 47.37% |
| Worst Month | -5.55% | -32.24% |
| Best Year | 23.72% | -12.05% |
| Worst Year | 6.55% | -24.66% |
| Avg. Up Day | 1.29% | 1.34% |
| Avg. Down Day | -0.89% | -1.14% |
| Avg. Up Week | 2.29% | 6.09% |
| Avg. Down Week | -2.72% | -8.97% |
| Avg. Up Month | 5.43% | 30.63% |
| Avg. Down Month | -4.89% | -12.12% |
| Win Days % | 42.02% | 49.84% |
| Win Month % | 76.92% | 23.08% |
| Win Week % | 64.86% | 48.21% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |