| Metric | 11856751:ethusd:triple_med_gx:lsma220_125 | 11856751:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 21.02% | -33.74% |
| Max Drawdown | -11.29% | -63.95% |
| Sharpe | 0.52 | -0.1 |
| Sortino | 0.83 | -0.13 |
| Payoff Ratio | 1.28 | 1.01 |
| Profit Factor | 1.25 | 0.98 |
| Common Sense Ratio | 1.35 | 0.96 |
| CPC Index | 0.76 | 0.5 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 43.41 | 2.63 |
| Outlier Loss Ratio | 4.79 | 2.92 |
| Volatility (ann.) | 9.54% | 35.62% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.76 | -0.51 |
| Skew | 1.78 | -0.26 |
| Kurtosis | 47.12 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.48% | -3.12% |
| Expected Yearly % | 10.01% | -18.6% |
| Kelly Criterion | 6.44% | 0.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -3.08% |
| Expected Shortfall (cVaR) | -0.81% | -3.08% |
| Year | 11856751:ETHUSD | 11856751:ethusd:triple_med_gx:lsma220_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 10.36 | -0.86 | + |
| 2025 | -24.66 | 9.66 | -0.39 | + |
| Metric | 11856751:ethusd:triple_med_gx:lsma220_125 | 11856751:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 1.97% | 21.99% |
| 6M | 9.63% | -30.79% |
| YTD | 9.66% | -24.66% |
| 1Y | 20.0% | -27.95% |
| 3Y (ann.) | 19.94% | -32.45% |
| 5Y (ann.) | 19.94% | -32.45% |
| Metric | 11856751:ethusd:triple_med_gx:lsma220_125 | 11856751:ETHUSD |
|---|---|---|
| Max Drawdown | -11.29% | -63.95% |
| Longest DD Days | 106.0 | 184.0 |
| Avg. Drawdown | -2.72% | -17.79% |
| Avg. Drawdown Days | 17.0 | 54.0 |
| Recovery Factor | 1.86 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-09-20 | -11.29 | 106 |
| 2024-11-22 | 2025-01-31 | -9.43 | 70 |
| 2024-09-27 | 2024-11-21 | -6.89 | 54 |
| 2025-04-19 | 2025-06-19 | -4.79 | 60 |
| 2025-03-13 | 2025-03-14 | -3.89 | 0 |
| 2025-01-31 | 2025-02-03 | -3.74 | 2 |
| 2024-09-23 | 2024-09-27 | -3.50 | 3 |
| 2025-04-17 | 2025-04-19 | -1.76 | 1 |
| 2025-02-09 | 2025-03-13 | -1.63 | 32 |
| 2024-06-03 | 2024-06-04 | -1.36 | 1 |
| Metric | 11856751:ethusd:triple_med_gx:lsma220_125 | 11856751:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -5.16% | -14.0% |
| Best Week | 7.56% | 27.26% |
| Worst Week | -8.43% | -20.52% |
| Best Month | 16.22% | 47.37% |
| Worst Month | -5.98% | -32.24% |
| Best Year | 10.36% | -12.05% |
| Worst Year | 9.66% | -24.66% |
| Avg. Up Day | 1.05% | 1.07% |
| Avg. Down Day | -0.82% | -1.05% |
| Avg. Up Week | 3.32% | 6.47% |
| Avg. Down Week | -2.41% | -6.16% |
| Avg. Up Month | 10.34% | 25.44% |
| Avg. Down Month | -2.17% | -8.49% |
| Win Days % | 47.42% | 49.84% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 52.17% | 48.21% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |