| Metric | 11806190:ethusd:triple_med_gx:lsma50_70 | 11806190:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 16.98% | -33.74% |
| Max Drawdown | -8.65% | -63.95% |
| Sharpe | 0.43 | -0.1 |
| Sortino | 0.71 | -0.13 |
| Payoff Ratio | 1.51 | 1.32 |
| Profit Factor | 1.2 | 0.98 |
| Common Sense Ratio | 0.43 | 0.96 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 0.36 | 0.98 |
| Outlier Win Ratio | 47.37 | 2.83 |
| Outlier Loss Ratio | 4.85 | 2.89 |
| Volatility (ann.) | 9.8% | 35.62% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.86 | -0.51 |
| Skew | 2.46 | -0.26 |
| Kurtosis | 51.18 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.21% | -3.12% |
| Expected Yearly % | 8.16% | -18.6% |
| Kelly Criterion | 3.73% | 11.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -3.08% |
| Expected Shortfall (cVaR) | -0.83% | -3.08% |
| Year | 11806190:ETHUSD | 11806190:ethusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 14.50 | -1.20 | + |
| 2025 | -24.66 | 2.16 | -0.09 | + |
| Metric | 11806190:ethusd:triple_med_gx:lsma50_70 | 11806190:ETHUSD |
|---|---|---|
| MTD | 0.38% | -0.81% |
| 3M | 2.71% | 21.99% |
| 6M | 2.16% | -30.79% |
| YTD | 2.16% | -24.66% |
| 1Y | 16.98% | -27.95% |
| 3Y (ann.) | 16.12% | -32.45% |
| 5Y (ann.) | 16.12% | -32.45% |
| Metric | 11806190:ethusd:triple_med_gx:lsma50_70 | 11806190:ETHUSD |
|---|---|---|
| Max Drawdown | -8.65% | -63.95% |
| Longest DD Days | 155.0 | 184.0 |
| Avg. Drawdown | -3.82% | -17.79% |
| Avg. Drawdown Days | 35.0 | 54.0 |
| Recovery Factor | 1.96 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-27 | 2024-12-04 | -8.65 | 68 |
| 2024-12-16 | 2025-05-21 | -8.31 | 155 |
| 2024-06-23 | 2024-07-15 | -6.16 | 21 |
| 2024-07-16 | 2024-08-12 | -4.98 | 27 |
| 2025-05-21 | 2025-06-19 | -4.17 | 29 |
| 2024-08-13 | 2024-09-27 | -2.85 | 45 |
| 2024-12-06 | 2024-12-16 | -1.52 | 9 |
| 2024-12-05 | 2024-12-06 | -0.75 | 0 |
| 2024-12-06 | 2024-12-06 | -0.55 | 0 |
| 2024-06-22 | 2024-06-23 | -0.25 | 0 |
| Metric | 11806190:ethusd:triple_med_gx:lsma50_70 | 11806190:ETHUSD |
|---|---|---|
| Best Day | 7.01% | 12.24% |
| Worst Day | -4.87% | -14.0% |
| Best Week | 14.87% | 27.26% |
| Worst Week | -7.22% | -20.52% |
| Best Month | 12.53% | 47.37% |
| Worst Month | -4.03% | -32.24% |
| Best Year | 14.5% | -12.05% |
| Worst Year | 2.16% | -24.66% |
| Avg. Up Day | 1.23% | 1.24% |
| Avg. Down Day | -0.81% | -0.94% |
| Avg. Up Week | 3.67% | 9.84% |
| Avg. Down Week | -2.92% | -7.0% |
| Avg. Up Month | 2.17% | 41.0% |
| Avg. Down Month | -1.49% | -15.86% |
| Win Days % | 42.08% | 49.84% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 59.09% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |