| Metric | 11856760:ethusd:triple_med_gx:lsma215_125 | 11856760:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 14.47% | -33.74% |
| Max Drawdown | -12.29% | -63.95% |
| Sharpe | 0.38 | -0.1 |
| Sortino | 0.59 | -0.13 |
| Payoff Ratio | 1.26 | 1.02 |
| Profit Factor | 1.17 | 0.98 |
| Common Sense Ratio | 1.12 | 0.96 |
| CPC Index | 0.68 | 0.5 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 43.99 | 2.63 |
| Outlier Loss Ratio | 4.68 | 2.96 |
| Volatility (ann.) | 9.66% | 35.62% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.12 | -0.51 |
| Skew | 1.6 | -0.26 |
| Kurtosis | 45.51 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.04% | -3.12% |
| Expected Yearly % | 6.99% | -18.6% |
| Kelly Criterion | 3.4% | 0.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -3.08% |
| Expected Shortfall (cVaR) | -0.82% | -3.08% |
| Year | 11856760:ETHUSD | 11856760:ethusd:triple_med_gx:lsma215_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 5.52 | -0.46 | + |
| 2025 | -24.66 | 8.48 | -0.34 | + |
| Metric | 11856760:ethusd:triple_med_gx:lsma215_125 | 11856760:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 1.48% | 21.99% |
| 6M | 7.26% | -30.79% |
| YTD | 8.48% | -24.66% |
| 1Y | 13.77% | -27.95% |
| 3Y (ann.) | 13.75% | -32.45% |
| 5Y (ann.) | 13.75% | -32.45% |
| Metric | 11856760:ethusd:triple_med_gx:lsma215_125 | 11856760:ETHUSD |
|---|---|---|
| Max Drawdown | -12.29% | -63.95% |
| Longest DD Days | 85.0 | 184.0 |
| Avg. Drawdown | -3.34% | -17.79% |
| Avg. Drawdown Days | 23.0 | 54.0 |
| Recovery Factor | 1.18 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-29 | 2024-09-23 | -12.29 | 85 |
| 2024-11-22 | 2025-02-03 | -10.43 | 73 |
| 2024-09-27 | 2024-11-21 | -6.21 | 54 |
| 2025-04-19 | 2025-06-19 | -5.24 | 60 |
| 2025-03-13 | 2025-03-14 | -3.89 | 0 |
| 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 |
| 2025-03-14 | 2025-04-16 | -1.22 | 33 |
| Metric | 11856760:ethusd:triple_med_gx:lsma215_125 | 11856760:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -5.16% | -14.0% |
| Best Week | 6.66% | 27.26% |
| Worst Week | -8.43% | -20.52% |
| Best Month | 11.82% | 47.37% |
| Worst Month | -5.92% | -32.24% |
| Best Year | 8.48% | -12.05% |
| Worst Year | 5.52% | -24.66% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.86% | -1.07% |
| Avg. Up Week | 2.77% | 6.47% |
| Avg. Down Week | -2.7% | -6.07% |
| Avg. Up Month | 8.15% | 25.44% |
| Avg. Down Month | -1.89% | -8.64% |
| Win Days % | 46.19% | 49.84% |
| Win Month % | 41.67% | 23.08% |
| Win Week % | 54.55% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |