| Metric | 11986192:ethusd:triple_med_gx:lsma110_135 | 11986192:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 31.01% | -45.61% |
| Max Drawdown | -19.54% | -54.74% |
| Sharpe | 0.61 | -0.36 |
| Sortino | 0.93 | -0.48 |
| Payoff Ratio | 1.29 | 1.03 |
| Profit Factor | 1.33 | 0.94 |
| Common Sense Ratio | 3.71 | 0.91 |
| CPC Index | 0.85 | 0.48 |
| Tail Ratio | 2.79 | 0.97 |
| Outlier Win Ratio | 31.88 | 3.0 |
| Outlier Loss Ratio | 3.07 | 3.12 |
| Volatility (ann.) | 15.44% | 34.95% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.01 | -0.96 |
| Skew | 0.91 | -0.55 |
| Kurtosis | 72.87 | 9.11 |
| Expected Daily % | 0.02% | -0.05% |
| Expected Monthly % | 2.74% | -5.91% |
| Expected Yearly % | 14.46% | -26.25% |
| Kelly Criterion | 10.57% | 0.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.04% |
| Expected Shortfall (cVaR) | -1.3% | -3.04% |
| Year | 11986192:ETHUSD | 11986192:ethusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 49.37 | -4.10 | + |
| 2025 | -38.16 | -12.29 | 0.32 | + |
| Metric | 11986192:ethusd:triple_med_gx:lsma110_135 | 11986192:ETHUSD |
|---|---|---|
| MTD | -13.86% | -7.9% |
| 3M | -12.29% | -39.74% |
| 6M | 13.32% | -22.19% |
| YTD | -12.29% | -38.16% |
| 1Y | 31.01% | -45.61% |
| 3Y (ann.) | 39.21% | -52.57% |
| 5Y (ann.) | 39.21% | -52.57% |
| Metric | 11986192:ethusd:triple_med_gx:lsma110_135 | 11986192:ETHUSD |
|---|---|---|
| Max Drawdown | -19.54% | -54.74% |
| Longest DD Days | 96.0 | 182.0 |
| Avg. Drawdown | -4.03% | -16.47% |
| Avg. Drawdown Days | 20.0 | 42.0 |
| Recovery Factor | 1.59 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-03-26 | -19.54 | 96 |
| 2024-08-06 | 2024-11-06 | -7.25 | 91 |
| 2024-06-12 | 2024-07-15 | -5.66 | 32 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-07-17 | 2024-08-05 | -2.67 | 19 |
| 2024-11-08 | 2024-11-11 | -2.31 | 3 |
| 2024-12-03 | 2024-12-04 | -2.09 | 0 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-06-11 | 2024-06-12 | -1.77 | 1 |
| Metric | 11986192:ethusd:triple_med_gx:lsma110_135 | 11986192:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.59% | 18.08% |
| Worst Week | -13.86% | -20.52% |
| Best Month | 22.37% | 47.37% |
| Worst Month | -13.86% | -32.24% |
| Best Year | 49.37% | -12.05% |
| Worst Year | -12.29% | -38.16% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.3% | -1.63% |
| Avg. Up Week | 6.66% | 9.2% |
| Avg. Down Week | -5.18% | -7.42% |
| Avg. Up Month | 12.17% | 25.44% |
| Avg. Down Month | -5.42% | -6.86% |
| Win Days % | 49.66% | 49.37% |
| Win Month % | 70.0% | 20.0% |
| Win Week % | 64.29% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |