| Metric | 11786708:ethusd:triple_med_gx:lsma285_45 | 11786708:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 8.26% | -33.74% |
| Max Drawdown | -24.06% | -63.95% |
| Sharpe | 0.2 | -0.1 |
| Sortino | 0.31 | -0.13 |
| Payoff Ratio | 1.38 | 1.19 |
| Profit Factor | 1.08 | 0.98 |
| Common Sense Ratio | 1.32 | 0.96 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 29.63 | 2.98 |
| Outlier Loss Ratio | 4.73 | 3.27 |
| Volatility (ann.) | 14.01% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.33 | -0.51 |
| Skew | 2.05 | -0.26 |
| Kurtosis | 51.67 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.61% | -3.12% |
| Expected Yearly % | 4.05% | -18.6% |
| Kelly Criterion | -3.32% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.08% |
| Expected Shortfall (cVaR) | -1.2% | -3.08% |
| Year | 11786708:ETHUSD | 11786708:ethusd:triple_med_gx:lsma285_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 21.53 | -1.79 | + |
| 2025 | -24.66 | -10.91 | 0.44 | + |
| Metric | 11786708:ethusd:triple_med_gx:lsma285_45 | 11786708:ETHUSD |
|---|---|---|
| MTD | -3.22% | -0.81% |
| 3M | -2.03% | 21.99% |
| 6M | -7.13% | -30.79% |
| YTD | -10.91% | -24.66% |
| 1Y | 5.33% | -27.95% |
| 3Y (ann.) | 7.86% | -32.45% |
| 5Y (ann.) | 7.86% | -32.45% |
| Metric | 11786708:ethusd:triple_med_gx:lsma285_45 | 11786708:ETHUSD |
|---|---|---|
| Max Drawdown | -24.06% | -63.95% |
| Longest DD Days | 146.0 | 184.0 |
| Avg. Drawdown | -4.74% | -17.79% |
| Avg. Drawdown Days | 26.0 | 54.0 |
| Recovery Factor | 0.34 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-19 | -24.06 | 146 |
| 2024-08-09 | 2024-11-11 | -11.27 | 94 |
| 2024-11-12 | 2024-12-11 | -9.42 | 29 |
| 2024-12-24 | 2025-01-15 | -6.27 | 22 |
| 2024-06-20 | 2024-08-08 | -4.57 | 49 |
| 2025-01-16 | 2025-01-21 | -4.17 | 5 |
| 2025-01-21 | 2025-01-24 | -4.14 | 2 |
| 2024-12-12 | 2024-12-23 | -0.76 | 11 |
| 2024-06-16 | 2024-06-16 | -0.54 | 0 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| Metric | 11786708:ethusd:triple_med_gx:lsma285_45 | 11786708:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.24% |
| Worst Day | -6.2% | -14.0% |
| Best Week | 9.43% | 27.26% |
| Worst Week | -8.07% | -20.52% |
| Best Month | 14.08% | 47.37% |
| Worst Month | -12.4% | -32.24% |
| Best Year | 21.53% | -12.05% |
| Worst Year | -10.91% | -24.66% |
| Avg. Up Day | 1.39% | 1.42% |
| Avg. Down Day | -1.0% | -1.19% |
| Avg. Up Week | 2.32% | 7.03% |
| Avg. Down Week | -3.33% | -9.32% |
| Avg. Up Month | 6.9% | 44.18% |
| Avg. Down Month | -6.71% | -9.48% |
| Win Days % | 40.07% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 57.14% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |