| Metric | 11979650:ethusd:triple_med_gx:lsma70_130 | 11979650:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -13.82% | -45.61% |
| Max Drawdown | -29.67% | -54.74% |
| Sharpe | -0.1 | -0.36 |
| Sortino | -0.13 | -0.48 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.97 | 0.94 |
| Common Sense Ratio | 1.09 | 0.91 |
| CPC Index | 0.48 | 0.46 |
| Tail Ratio | 1.12 | 0.97 |
| Outlier Win Ratio | 15.21 | 3.23 |
| Outlier Loss Ratio | 3.8 | 3.73 |
| Volatility (ann.) | 21.97% | 34.95% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.56 | -0.96 |
| Skew | -1.55 | -0.55 |
| Kurtosis | 38.75 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -1.48% | -5.91% |
| Expected Yearly % | -7.17% | -26.25% |
| Kelly Criterion | -2.8% | -1.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -3.04% |
| Expected Shortfall (cVaR) | -1.9% | -3.04% |
| Year | 11979650:ETHUSD | 11979650:ethusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -2.37 | 0.20 | + |
| 2025 | -38.16 | -11.73 | 0.31 | + |
| Metric | 11979650:ethusd:triple_med_gx:lsma70_130 | 11979650:ETHUSD |
|---|---|---|
| MTD | -15.76% | -7.9% |
| 3M | -14.0% | -39.74% |
| 6M | -5.17% | -22.19% |
| YTD | -11.73% | -38.16% |
| 1Y | -13.82% | -45.61% |
| 3Y (ann.) | -16.65% | -52.57% |
| 5Y (ann.) | -16.65% | -52.57% |
| Metric | 11979650:ethusd:triple_med_gx:lsma70_130 | 11979650:ETHUSD |
|---|---|---|
| Max Drawdown | -29.67% | -54.74% |
| Longest DD Days | 99.0 | 182.0 |
| Avg. Drawdown | -7.73% | -16.47% |
| Avg. Drawdown Days | 28.0 | 42.0 |
| Recovery Factor | -0.47 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-03-26 | -29.67 | 99 |
| 2024-08-04 | 2024-11-06 | -21.37 | 94 |
| 2024-06-09 | 2024-07-15 | -8.45 | 35 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-12-01 | 2024-12-01 | -0.18 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| 2024-12-16 | 2024-12-16 | -0.18 | 0 |
| 2024-08-03 | 2024-08-04 | -0.18 | 0 |
| Metric | 11979650:ethusd:triple_med_gx:lsma70_130 | 11979650:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 16.57% | 18.08% |
| Worst Week | -11.63% | -20.52% |
| Best Month | 16.57% | 47.37% |
| Worst Month | -15.76% | -32.24% |
| Best Year | -2.37% | -12.05% |
| Worst Year | -11.73% | -38.16% |
| Avg. Up Day | 1.28% | 1.28% |
| Avg. Down Day | -1.23% | -1.29% |
| Avg. Up Week | 4.76% | 7.17% |
| Avg. Down Week | -6.02% | -7.97% |
| Avg. Up Month | 8.48% | 25.44% |
| Avg. Down Month | -10.42% | -16.38% |
| Win Days % | 47.77% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 50.0% | 47.73% |
| Win Quarter % | 25.0% | 25.0% |
| Win Year % | 0.0% | 0.0% |