| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -20.4% | -6.83% |
| Max Drawdown | -38.36% | -63.95% |
| Sharpe | -0.2 | 0.14 |
| Sortino | -0.29 | 0.19 |
| Payoff Ratio | 1.26 | 1.11 |
| Profit Factor | 0.93 | 1.02 |
| Common Sense Ratio | 1.1 | 0.99 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | 1.18 | 0.97 |
| Outlier Win Ratio | 28.97 | 2.96 |
| Outlier Loss Ratio | 4.3 | 3.35 |
| Volatility (ann.) | 14.54% | 34.77% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.39 | -0.08 |
| Skew | 0.59 | -0.06 |
| Kurtosis | 40.72 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.26% | -0.39% |
| Expected Yearly % | -10.78% | -3.48% |
| Kelly Criterion | -8.2% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.98% |
| Expected Shortfall (cVaR) | -1.26% | -2.98% |
| Year | 11790024:ETHUSD | 11790024:ethusd:triple_med_gx:lsma145_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 0.96 | -0.08 | + |
| 2025 | 5.94 | -21.16 | -3.56 | - |
| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| MTD | 0.85% | -8.28% |
| 3M | -1.21% | -5.16% |
| 6M | 13.27% | 95.03% |
| YTD | -21.16% | 5.94% |
| 1Y | -14.57% | 43.62% |
| 3Y (ann.) | -14.78% | -4.84% |
| 5Y (ann.) | -14.78% | -4.84% |
| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| Max Drawdown | -38.36% | -63.95% |
| Longest DD Days | 326.0 | 235.0 |
| Avg. Drawdown | -8.86% | -14.57% |
| Avg. Drawdown Days | 72.0 | 43.0 |
| Recovery Factor | -0.53 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-11-04 | -38.36 | 326 |
| 2024-11-12 | 2024-12-12 | -10.05 | 30 |
| 2024-06-20 | 2024-11-11 | -9.08 | 144 |
| 2024-06-16 | 2024-06-19 | -3.80 | 3 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| 2024-12-12 | 2024-12-12 | -0.31 | 0 |
| 2024-06-19 | 2024-06-20 | -0.02 | 0 |
| Metric | 11790024:ethusd:triple_med_gx:lsma145_50 | 11790024:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.3% |
| Worst Day | -6.2% | -14.0% |
| Best Week | 20.66% | 27.26% |
| Worst Week | -14.54% | -20.52% |
| Best Month | 20.08% | 48.75% |
| Worst Month | -19.1% | -32.24% |
| Best Year | 0.96% | 5.94% |
| Worst Year | -21.16% | -12.05% |
| Avg. Up Day | 1.34% | 1.37% |
| Avg. Down Day | -1.06% | -1.24% |
| Avg. Up Week | 3.65% | 9.35% |
| Avg. Down Week | -4.26% | -8.43% |
| Avg. Up Month | 7.39% | 38.97% |
| Avg. Down Month | -6.04% | -11.04% |
| Win Days % | 39.58% | 50.53% |
| Win Month % | 44.44% | 27.78% |
| Win Week % | 44.19% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 50.0% | 50.0% |