| Metric | 11812594:ethusd:triple_med_gx:lsma205_80 | 11812594:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 12.46% | -33.74% |
| Max Drawdown | -19.35% | -63.95% |
| Sharpe | 0.29 | -0.1 |
| Sortino | 0.43 | -0.13 |
| Payoff Ratio | 1.39 | 1.14 |
| Profit Factor | 1.15 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 42.3 | 2.74 |
| Outlier Loss Ratio | 4.24 | 2.99 |
| Volatility (ann.) | 12.55% | 35.62% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.61 | -0.51 |
| Skew | 1.29 | -0.26 |
| Kurtosis | 104.12 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.91% | -3.12% |
| Expected Yearly % | 6.05% | -18.6% |
| Kelly Criterion | -5.1% | 5.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -3.08% |
| Expected Shortfall (cVaR) | -1.07% | -3.08% |
| Year | 11812594:ETHUSD | 11812594:ethusd:triple_med_gx:lsma205_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 35.85 | -2.97 | + |
| 2025 | -24.66 | -17.21 | 0.70 | + |
| Metric | 11812594:ethusd:triple_med_gx:lsma205_80 | 11812594:ETHUSD |
|---|---|---|
| MTD | 0.04% | -0.81% |
| 3M | -6.74% | 21.99% |
| 6M | -17.31% | -30.79% |
| YTD | -17.21% | -24.66% |
| 1Y | 16.69% | -27.95% |
| 3Y (ann.) | 11.85% | -32.45% |
| 5Y (ann.) | 11.85% | -32.45% |
| Metric | 11812594:ethusd:triple_med_gx:lsma205_80 | 11812594:ETHUSD |
|---|---|---|
| Max Drawdown | -19.35% | -63.95% |
| Longest DD Days | 105.0 | 184.0 |
| Avg. Drawdown | -2.57% | -17.79% |
| Avg. Drawdown Days | 14.0 | 54.0 |
| Recovery Factor | 0.64 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-19 | -19.35 | 105 |
| 2024-12-23 | 2025-03-06 | -12.62 | 72 |
| 2024-06-01 | 2024-07-11 | -5.53 | 40 |
| 2024-07-11 | 2024-08-08 | -4.18 | 28 |
| 2024-11-15 | 2024-11-16 | -2.18 | 0 |
| 2024-11-02 | 2024-11-05 | -2.05 | 3 |
| 2024-09-12 | 2024-09-17 | -2.04 | 5 |
| 2024-09-22 | 2024-09-23 | -1.24 | 1 |
| 2024-11-05 | 2024-11-06 | -1.19 | 0 |
| 2024-11-09 | 2024-11-09 | -0.69 | 0 |
| Metric | 11812594:ethusd:triple_med_gx:lsma205_80 | 11812594:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 10.43% | 27.26% |
| Worst Week | -7.59% | -20.52% |
| Best Month | 17.84% | 47.37% |
| Worst Month | -8.45% | -32.24% |
| Best Year | 35.85% | -12.05% |
| Worst Year | -17.21% | -24.66% |
| Avg. Up Day | 1.6% | 1.66% |
| Avg. Down Day | -1.14% | -1.46% |
| Avg. Up Week | 2.84% | 6.68% |
| Avg. Down Week | -3.01% | -5.97% |
| Avg. Up Month | 11.16% | 25.44% |
| Avg. Down Month | -3.8% | -10.84% |
| Win Days % | 38.8% | 49.84% |
| Win Month % | 53.85% | 23.08% |
| Win Week % | 51.85% | 48.21% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |