| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 39.68% | -15.9% |
| Max Drawdown | -15.32% | -63.76% |
| Sharpe | 1.38 | 0.2 |
| Sortino | 2.52 | 0.28 |
| Payoff Ratio | 1.89 | 1.29 |
| Profit Factor | 1.82 | 1.03 |
| Common Sense Ratio | 4.39 | 1.13 |
| CPC Index | 1.61 | 0.67 |
| Tail Ratio | 2.41 | 1.1 |
| Outlier Win Ratio | 40.55 | 2.52 |
| Outlier Loss Ratio | 5.59 | 2.31 |
| Volatility (ann.) | 17.64% | 72.0% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.68 | -0.18 |
| Skew | 2.47 | -0.44 |
| Kurtosis | 45.66 | 4.63 |
| Expected Daily % | 0.06% | -0.03% |
| Expected Monthly % | 1.87% | -0.96% |
| Expected Yearly % | 18.18% | -8.29% |
| Kelly Criterion | 18.59% | 12.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -6.16% |
| Expected Shortfall (cVaR) | -1.45% | -6.16% |
| Year | 11978051:ETHUSD | 11978051:ethusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 40.16 | -3.40 | + |
| 2025 | -4.63 | -0.34 | 0.07 | + |
| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| MTD | -0.4% | -17.27% |
| 3M | 11.41% | -28.03% |
| 6M | 9.0% | 28.37% |
| YTD | -0.34% | -4.63% |
| 1Y | 10.14% | 1.69% |
| 3Y (ann.) | 25.66% | -11.16% |
| 5Y (ann.) | 25.66% | -11.16% |
| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| Max Drawdown | -15.32% | -63.76% |
| Longest DD Days | 292.0 | 234.0 |
| Avg. Drawdown | -3.39% | -22.9% |
| Avg. Drawdown Days | 57.0 | 74.0 |
| Recovery Factor | 2.59 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-11-17 | -15.32 | 292 |
| 2024-08-15 | 2024-10-14 | -3.90 | 60 |
| 2025-01-21 | 2025-01-22 | -2.27 | 1 |
| 2024-06-21 | 2024-07-15 | -0.77 | 24 |
| 2024-10-16 | 2024-11-06 | -0.67 | 21 |
| 2024-11-28 | 2024-11-30 | -0.54 | 2 |
| 2024-12-31 | 2025-01-02 | -0.24 | 2 |
| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| Best Day | 9.4% | 16.74% |
| Worst Day | -8.3% | -20.65% |
| Best Week | 18.36% | 22.2% |
| Worst Week | -6.53% | -22.77% |
| Best Month | 21.32% | 54.15% |
| Worst Month | -5.95% | -34.4% |
| Best Year | 40.16% | -4.63% |
| Worst Year | -0.34% | -11.81% |
| Avg. Up Day | 2.32% | 2.57% |
| Avg. Down Day | -1.23% | -1.99% |
| Avg. Up Week | 3.84% | 6.67% |
| Avg. Down Week | -1.71% | -3.73% |
| Avg. Up Month | 9.27% | 14.82% |
| Avg. Down Month | -2.2% | -11.67% |
| Win Days % | 46.75% | 50.56% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 53.12% | 51.28% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |