| Metric | 11832216:ethusd:triple_med_gx:lsma215_100 | 11832216:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 23.09% | -33.74% |
| Max Drawdown | -20.85% | -63.95% |
| Sharpe | 0.38 | -0.1 |
| Sortino | 0.53 | -0.13 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.14 | 0.98 |
| Common Sense Ratio | 1.52 | 0.96 |
| CPC Index | 0.6 | 0.51 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 22.63 | 3.07 |
| Outlier Loss Ratio | 4.26 | 3.34 |
| Volatility (ann.) | 16.42% | 35.62% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.05 | -0.51 |
| Skew | -2.17 | -0.26 |
| Kurtosis | 53.52 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.61% | -3.12% |
| Expected Yearly % | 10.95% | -18.6% |
| Kelly Criterion | 0.29% | 1.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -3.08% |
| Expected Shortfall (cVaR) | -1.4% | -3.08% |
| Year | 11832216:ETHUSD | 11832216:ethusd:triple_med_gx:lsma215_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 21.18 | -1.76 | + |
| 2025 | -24.66 | 1.58 | -0.06 | + |
| Metric | 11832216:ethusd:triple_med_gx:lsma215_100 | 11832216:ETHUSD |
|---|---|---|
| MTD | 1.49% | -0.81% |
| 3M | 13.2% | 21.99% |
| 6M | 2.49% | -30.79% |
| YTD | 1.58% | -24.66% |
| 1Y | 19.91% | -27.95% |
| 3Y (ann.) | 21.9% | -32.45% |
| 5Y (ann.) | 21.9% | -32.45% |
| Metric | 11832216:ethusd:triple_med_gx:lsma215_100 | 11832216:ETHUSD |
|---|---|---|
| Max Drawdown | -20.85% | -63.95% |
| Longest DD Days | 176.0 | 184.0 |
| Avg. Drawdown | -4.19% | -17.79% |
| Avg. Drawdown Days | 30.0 | 54.0 |
| Recovery Factor | 1.11 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-24 | 2025-06-19 | -20.85 | 176 |
| 2024-07-01 | 2024-11-06 | -11.99 | 127 |
| 2024-11-12 | 2024-11-21 | -6.85 | 9 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-06-02 | 2024-06-05 | -1.74 | 3 |
| 2024-11-23 | 2024-12-23 | -1.35 | 30 |
| 2024-06-06 | 2024-06-18 | -0.94 | 12 |
| 2024-06-25 | 2024-06-27 | -0.82 | 1 |
| 2024-12-24 | 2024-12-24 | -0.29 | 0 |
| Metric | 11832216:ethusd:triple_med_gx:lsma215_100 | 11832216:ETHUSD |
|---|---|---|
| Best Day | 7.01% | 12.24% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 9.02% | 27.26% |
| Worst Week | -8.2% | -20.52% |
| Best Month | 15.89% | 47.37% |
| Worst Month | -4.87% | -32.24% |
| Best Year | 21.18% | -12.05% |
| Worst Year | 1.58% | -24.66% |
| Avg. Up Day | 1.21% | 1.23% |
| Avg. Down Day | -1.1% | -1.18% |
| Avg. Up Week | 3.1% | 6.07% |
| Avg. Down Week | -3.48% | -6.81% |
| Avg. Up Month | 8.16% | 30.63% |
| Avg. Down Month | -3.19% | -15.95% |
| Win Days % | 47.79% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 66.67% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |