| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -21.22% | -7.78% |
| Max Drawdown | -36.73% | -63.76% |
| Sharpe | -0.35 | 0.29 |
| Sortino | -0.46 | 0.4 |
| Payoff Ratio | 1.18 | 1.05 |
| Profit Factor | 0.9 | 1.05 |
| Common Sense Ratio | 0.84 | 1.15 |
| CPC Index | 0.43 | 0.56 |
| Tail Ratio | 0.94 | 1.1 |
| Outlier Win Ratio | 24.61 | 3.1 |
| Outlier Loss Ratio | 4.16 | 2.98 |
| Volatility (ann.) | 32.45% | 72.04% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.42 | -0.09 |
| Skew | -1.6 | -0.43 |
| Kurtosis | 26.11 | 4.71 |
| Expected Daily % | -0.05% | -0.02% |
| Expected Monthly % | -1.32% | -0.45% |
| Expected Yearly % | -11.24% | -3.97% |
| Kelly Criterion | -10.22% | 3.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.83% | -6.15% |
| Expected Shortfall (cVaR) | -2.83% | -6.15% |
| Year | 11790024:ETHUSD | 11790024:ethusd:triple_med_gx:lsma145_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 0.96 | -0.08 | + |
| 2025 | 4.57 | -21.96 | -4.81 | - |
| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| MTD | -0.18% | -9.29% |
| 3M | -2.22% | 1.38% |
| 6M | 12.12% | 89.18% |
| YTD | -21.96% | 4.57% |
| 1Y | -15.44% | 43.03% |
| 3Y (ann.) | -15.39% | -5.52% |
| 5Y (ann.) | -15.39% | -5.52% |
| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| Max Drawdown | -36.73% | -63.76% |
| Longest DD Days | 320.0 | 234.0 |
| Avg. Drawdown | -11.26% | -21.96% |
| Avg. Drawdown Days | 99.0 | 72.0 |
| Recovery Factor | -0.58 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-04 | -36.73 | 320 |
| 2024-11-13 | 2024-12-12 | -8.24 | 29 |
| 2024-06-21 | 2024-11-12 | -8.13 | 144 |
| 2024-06-16 | 2024-06-19 | -2.78 | 3 |
| 2024-12-13 | 2024-12-14 | -0.44 | 1 |
| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| Best Day | 8.81% | 16.74% |
| Worst Day | -15.12% | -20.65% |
| Best Week | 23.28% | 22.2% |
| Worst Week | -16.71% | -22.77% |
| Best Month | 20.08% | 54.15% |
| Worst Month | -19.1% | -34.4% |
| Best Year | 0.96% | 4.57% |
| Worst Year | -21.96% | -11.81% |
| Avg. Up Day | 2.67% | 3.17% |
| Avg. Down Day | -2.26% | -3.02% |
| Avg. Up Week | 4.21% | 7.81% |
| Avg. Down Week | -3.45% | -7.62% |
| Avg. Up Month | 8.7% | 27.33% |
| Avg. Down Month | -5.46% | -11.1% |
| Win Days % | 40.28% | 50.86% |
| Win Month % | 33.33% | 33.33% |
| Win Week % | 41.3% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 50.0% | 50.0% |