| Metric | 11985395:ethusd:triple_med_gx:lsma115_135 | 11985395:ETHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 95.9% | -7.96% |
| Max Drawdown | -29.53% | -63.95% |
| Sharpe | 0.8 | 0.13 |
| Sortino | 1.2 | 0.18 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.21 | 1.02 |
| Common Sense Ratio | 1.52 | 1.04 |
| CPC Index | 0.71 | 0.55 |
| Tail Ratio | 1.25 | 1.02 |
| Outlier Win Ratio | 12.96 | 3.39 |
| Outlier Loss Ratio | 4.23 | 3.53 |
| Volatility (ann.) | 20.53% | 35.09% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.62 | -0.11 |
| Skew | 0.27 | -0.21 |
| Kurtosis | 20.22 | 7.96 |
| Expected Daily % | 0.04% | -0.0% |
| Expected Monthly % | 4.59% | -0.55% |
| Expected Yearly % | 39.97% | -4.06% |
| Kelly Criterion | 7.67% | 4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.01% |
| Expected Shortfall (cVaR) | -1.72% | -3.01% |
| Year | 11985395:ETHUSD | 11985395:ethusd:triple_med_gx:lsma115_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 67.39 | -5.59 | + |
| 2025 | 4.66 | 17.03 | 3.66 | + |
| Metric | 11985395:ethusd:triple_med_gx:lsma115_135 | 11985395:ETHUSD |
|---|---|---|
| MTD | 0.0% | -5.75% |
| 3M | 24.75% | 90.07% |
| 6M | 16.17% | 5.61% |
| YTD | 17.03% | 4.66% |
| 1Y | 98.35% | 16.73% |
| 3Y (ann.) | 77.44% | -6.83% |
| 5Y (ann.) | 77.44% | -6.83% |
| Metric | 11985395:ethusd:triple_med_gx:lsma115_135 | 11985395:ETHUSD |
|---|---|---|
| Max Drawdown | -29.53% | -63.95% |
| Longest DD Days | 239.0 | 229.0 |
| Avg. Drawdown | -4.24% | -17.79% |
| Avg. Drawdown Days | 17.0 | 60.0 |
| Recovery Factor | 3.25 | -0.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-03 | -29.53 | 239 |
| 2024-08-14 | 2024-09-20 | -11.77 | 36 |
| 2024-06-10 | 2024-07-15 | -10.37 | 34 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-07-17 | 2024-08-05 | -4.00 | 19 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-11-12 | 2024-12-04 | -3.69 | 22 |
| 2024-09-21 | 2024-10-12 | -3.42 | 21 |
| 2024-11-04 | 2024-11-06 | -2.88 | 1 |
| Metric | 11985395:ethusd:triple_med_gx:lsma115_135 | 11985395:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.98% | 27.26% |
| Worst Week | -11.03% | -20.52% |
| Best Month | 35.76% | 48.75% |
| Worst Month | -9.17% | -32.24% |
| Best Year | 67.39% | 4.66% |
| Worst Year | 17.03% | -12.05% |
| Avg. Up Day | 1.22% | 1.23% |
| Avg. Down Day | -1.05% | -1.13% |
| Avg. Up Week | 6.18% | 6.32% |
| Avg. Down Week | -4.05% | -6.07% |
| Avg. Up Month | 17.18% | 33.21% |
| Avg. Down Month | -5.99% | -17.57% |
| Win Days % | 50.35% | 50.29% |
| Win Month % | 64.29% | 26.67% |
| Win Week % | 55.81% | 50.79% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |