| Metric | 11890706:ethusd:triple_med_gx:lsma40_130 | 11890706:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -43.78% | -58.12% |
| Max Drawdown | -51.53% | -63.26% |
| Sharpe | -1.38 | -1.06 |
| Sortino | -1.75 | -1.45 |
| Payoff Ratio | 0.94 | 0.9 |
| Profit Factor | 0.7 | 0.86 |
| Common Sense Ratio | 0.6 | 0.78 |
| CPC Index | 0.28 | 0.38 |
| Tail Ratio | 0.86 | 0.91 |
| Outlier Win Ratio | 20.22 | 3.69 |
| Outlier Loss Ratio | 3.38 | 3.2 |
| Volatility (ann.) | 41.74% | 70.8% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.94 | -1.0 |
| Skew | -0.84 | 0.16 |
| Kurtosis | 15.27 | 2.76 |
| Expected Daily % | -0.18% | -0.27% |
| Expected Monthly % | -5.1% | -7.61% |
| Expected Yearly % | -25.02% | -35.28% |
| Kelly Criterion | -19.9% | -7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.75% | -6.3% |
| Expected Shortfall (cVaR) | -3.75% | -6.3% |
| Year | 11890706:ETHUSD | 11890706:ethusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | -0.99 | 0.08 | + |
| 2025 | -52.05 | -43.22 | 0.83 | + |
| Metric | 11890706:ethusd:triple_med_gx:lsma40_130 | 11890706:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -36.33% | -51.11% |
| 6M | -43.22% | -34.52% |
| YTD | -43.22% | -52.05% |
| 1Y | -43.78% | -58.12% |
| 3Y (ann.) | -48.59% | -63.41% |
| 5Y (ann.) | -48.59% | -63.41% |
| Metric | 11890706:ethusd:triple_med_gx:lsma40_130 | 11890706:ETHUSD |
|---|---|---|
| Max Drawdown | -51.53% | -63.26% |
| Longest DD Days | 231.0 | 183.0 |
| Avg. Drawdown | -13.03% | -26.77% |
| Avg. Drawdown Days | 50.0 | 78.0 |
| Recovery Factor | -0.85 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-13 | -51.53 | 231 |
| 2024-08-13 | 2024-08-23 | -5.60 | 10 |
| 2024-08-08 | 2024-08-12 | -5.02 | 4 |
| 2024-07-16 | 2024-07-19 | -2.82 | 3 |
| 2024-07-11 | 2024-07-12 | -0.18 | 1 |
| Metric | 11890706:ethusd:triple_med_gx:lsma40_130 | 11890706:ETHUSD |
|---|---|---|
| Best Day | 13.68% | 14.6% |
| Worst Day | -14.77% | -14.77% |
| Best Week | 11.62% | 18.08% |
| Worst Week | -15.98% | -20.52% |
| Best Month | 12.71% | 47.37% |
| Worst Month | -24.42% | -32.24% |
| Best Year | -0.99% | -12.66% |
| Worst Year | -43.22% | -52.05% |
| Avg. Up Day | 2.59% | 2.59% |
| Avg. Down Day | -2.76% | -2.87% |
| Avg. Up Week | 5.89% | 6.76% |
| Avg. Down Week | -6.22% | -8.42% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -14.38% | -18.48% |
| Win Days % | 42.06% | 49.05% |
| Win Month % | 16.67% | 18.18% |
| Win Week % | 30.0% | 44.68% |
| Win Quarter % | 0.0% | 20.0% |
| Win Year % | 0.0% | 0.0% |