| Metric | 11984921:ethusd:triple_med_gx:lsma65_135 | 11984921:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -25.83% | -45.61% |
| Max Drawdown | -33.8% | -54.74% |
| Sharpe | -0.32 | -0.36 |
| Sortino | -0.42 | -0.48 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 0.9 | 0.94 |
| Common Sense Ratio | 0.83 | 0.91 |
| CPC Index | 0.43 | 0.46 |
| Tail Ratio | 0.91 | 0.97 |
| Outlier Win Ratio | 17.68 | 3.19 |
| Outlier Loss Ratio | 3.57 | 3.61 |
| Volatility (ann.) | 21.25% | 34.95% |
| R^2 | 0.37 | 0.37 |
| Calmar | -0.91 | -0.96 |
| Skew | -1.71 | -0.55 |
| Kurtosis | 44.2 | 9.11 |
| Expected Daily % | -0.03% | -0.05% |
| Expected Monthly % | -2.94% | -5.91% |
| Expected Yearly % | -13.88% | -26.25% |
| Kelly Criterion | -5.89% | -2.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -3.04% |
| Expected Shortfall (cVaR) | -1.85% | -3.04% |
| Year | 11984921:ETHUSD | 11984921:ethusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -7.53 | 0.62 | + |
| 2025 | -38.16 | -19.78 | 0.52 | + |
| Metric | 11984921:ethusd:triple_med_gx:lsma65_135 | 11984921:ETHUSD |
|---|---|---|
| MTD | -19.04% | -7.9% |
| 3M | -21.85% | -39.74% |
| 6M | -19.36% | -22.19% |
| YTD | -19.78% | -38.16% |
| 1Y | -25.83% | -45.61% |
| 3Y (ann.) | -30.64% | -52.57% |
| 5Y (ann.) | -30.64% | -52.57% |
| Metric | 11984921:ethusd:triple_med_gx:lsma65_135 | 11984921:ETHUSD |
|---|---|---|
| Max Drawdown | -33.8% | -54.74% |
| Longest DD Days | 99.0 | 182.0 |
| Avg. Drawdown | -11.0% | -16.47% |
| Avg. Drawdown Days | 44.0 | 42.0 |
| Recovery Factor | -0.76 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-03-26 | -33.80 | 99 |
| 2024-08-04 | 2024-11-06 | -21.37 | 94 |
| 2024-06-09 | 2024-07-15 | -8.45 | 35 |
| 2024-11-07 | 2024-12-16 | -2.01 | 39 |
| 2024-08-03 | 2024-08-04 | -0.18 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11984921:ethusd:triple_med_gx:lsma65_135 | 11984921:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 11.64% | 18.08% |
| Worst Week | -12.93% | -20.52% |
| Best Month | 11.94% | 47.37% |
| Worst Month | -19.04% | -32.24% |
| Best Year | -7.53% | -12.05% |
| Worst Year | -19.78% | -38.16% |
| Avg. Up Day | 1.25% | 1.26% |
| Avg. Down Day | -1.26% | -1.28% |
| Avg. Up Week | 4.26% | 7.79% |
| Avg. Down Week | -6.25% | -8.38% |
| Avg. Up Month | 11.94% | 47.37% |
| Avg. Down Month | -8.33% | -13.8% |
| Win Days % | 47.09% | 49.37% |
| Win Month % | 30.0% | 20.0% |
| Win Week % | 47.83% | 47.73% |
| Win Quarter % | 25.0% | 25.0% |
| Win Year % | 0.0% | 0.0% |