| Metric | 11837964:ethusd:triple_med_gx:lsma55_105 | 11837964:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 25.53% | -33.74% |
| Max Drawdown | -10.43% | -63.95% |
| Sharpe | 0.58 | -0.1 |
| Sortino | 0.96 | -0.13 |
| Payoff Ratio | 1.31 | 1.35 |
| Profit Factor | 1.26 | 0.98 |
| Common Sense Ratio | 1.61 | 0.96 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 37.89 | 2.64 |
| Outlier Loss Ratio | 4.96 | 2.98 |
| Volatility (ann.) | 10.24% | 35.62% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.32 | -0.51 |
| Skew | 2.72 | -0.26 |
| Kurtosis | 49.43 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.76% | -3.12% |
| Expected Yearly % | 12.04% | -18.6% |
| Kelly Criterion | 4.32% | 12.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -3.08% |
| Expected Shortfall (cVaR) | -0.87% | -3.08% |
| Year | 11837964:ETHUSD | 11837964:ethusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 23.83 | -1.98 | + |
| 2025 | -24.66 | 1.37 | -0.06 | + |
| Metric | 11837964:ethusd:triple_med_gx:lsma55_105 | 11837964:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.3% | 21.99% |
| 6M | 3.26% | -30.79% |
| YTD | 1.37% | -24.66% |
| 1Y | 24.93% | -27.95% |
| 3Y (ann.) | 24.2% | -32.45% |
| 5Y (ann.) | 24.2% | -32.45% |
| Metric | 11837964:ethusd:triple_med_gx:lsma55_105 | 11837964:ETHUSD |
|---|---|---|
| Max Drawdown | -10.43% | -63.95% |
| Longest DD Days | 139.0 | 184.0 |
| Avg. Drawdown | -3.59% | -17.79% |
| Avg. Drawdown Days | 22.0 | 54.0 |
| Recovery Factor | 2.45 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2024-10-14 | -10.43 | 61 |
| 2025-01-02 | 2025-05-22 | -10.02 | 139 |
| 2025-05-23 | 2025-06-19 | -7.34 | 27 |
| 2024-11-19 | 2024-11-21 | -4.42 | 2 |
| 2024-07-01 | 2024-07-15 | -4.29 | 13 |
| 2024-10-15 | 2024-11-06 | -3.31 | 22 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-20 | 2024-08-14 | -2.89 | 25 |
| 2024-06-06 | 2024-07-01 | -2.40 | 25 |
| 2024-11-22 | 2025-01-02 | -2.02 | 40 |
| Metric | 11837964:ethusd:triple_med_gx:lsma55_105 | 11837964:ETHUSD |
|---|---|---|
| Best Day | 7.01% | 12.24% |
| Worst Day | -4.84% | -14.0% |
| Best Week | 9.23% | 27.26% |
| Worst Week | -4.5% | -20.52% |
| Best Month | 13.31% | 47.37% |
| Worst Month | -2.58% | -32.24% |
| Best Year | 23.83% | -12.05% |
| Worst Year | 1.37% | -24.66% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.85% | -0.83% |
| Avg. Up Week | 3.5% | 7.08% |
| Avg. Down Week | -2.09% | -5.06% |
| Avg. Up Month | 13.31% | 47.37% |
| Avg. Down Month | -2.12% | -11.58% |
| Win Days % | 45.76% | 49.84% |
| Win Month % | 63.64% | 23.08% |
| Win Week % | 63.64% | 48.21% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |