| Metric | 11981503:ethusd:triple_med_gx:lsma175_130 | 11981503:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -12.49% | -45.61% |
| Max Drawdown | -18.3% | -54.74% |
| Sharpe | -0.26 | -0.36 |
| Sortino | -0.36 | -0.48 |
| Payoff Ratio | 0.83 | 0.81 |
| Profit Factor | 0.88 | 0.94 |
| Common Sense Ratio | NaN | 0.91 |
| CPC Index | 0.36 | 0.38 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 51.39 | 2.88 |
| Outlier Loss Ratio | 2.44 | 3.12 |
| Volatility (ann.) | 12.77% | 34.95% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.82 | -0.96 |
| Skew | 0.8 | -0.55 |
| Kurtosis | 70.95 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -1.33% | -5.91% |
| Expected Yearly % | -6.45% | -26.25% |
| Kelly Criterion | -10.98% | -13.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -3.04% |
| Expected Shortfall (cVaR) | -1.11% | -3.04% |
| Year | 11981503:ETHUSD | 11981503:ethusd:triple_med_gx:lsma175_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 7.11 | -0.59 | + |
| 2025 | -38.16 | -18.30 | 0.48 | + |
| Metric | 11981503:ethusd:triple_med_gx:lsma175_130 | 11981503:ETHUSD |
|---|---|---|
| MTD | -14.4% | -7.9% |
| 3M | -18.3% | -39.74% |
| 6M | -11.01% | -22.19% |
| YTD | -18.3% | -38.16% |
| 1Y | -12.49% | -45.61% |
| 3Y (ann.) | -15.08% | -52.57% |
| 5Y (ann.) | -15.08% | -52.57% |
| Metric | 11981503:ethusd:triple_med_gx:lsma175_130 | 11981503:ETHUSD |
|---|---|---|
| Max Drawdown | -18.3% | -54.74% |
| Longest DD Days | 112.0 | 182.0 |
| Avg. Drawdown | -7.25% | -16.47% |
| Avg. Drawdown Days | 36.0 | 42.0 |
| Recovery Factor | -0.68 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-26 | -18.30 | 67 |
| 2024-07-17 | 2024-11-07 | -14.14 | 112 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11981503:ethusd:triple_med_gx:lsma175_130 | 11981503:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 10.89% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 13.91% | 18.08% |
| Worst Week | -9.29% | -20.52% |
| Best Month | 13.69% | 47.37% |
| Worst Month | -14.4% | -32.24% |
| Best Year | 7.11% | -12.05% |
| Worst Year | -18.3% | -38.16% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.67% | -1.73% |
| Avg. Up Week | 5.42% | 11.7% |
| Avg. Down Week | -4.52% | -8.05% |
| Avg. Up Month | 13.69% | 47.37% |
| Avg. Down Month | -6.15% | -8.59% |
| Win Days % | 49.54% | 49.37% |
| Win Month % | 28.57% | 20.0% |
| Win Week % | 30.0% | 47.73% |
| Win Quarter % | 33.33% | 25.0% |
| Win Year % | 50.0% | 0.0% |