| Metric | 11986871:ethusd:triple_med_gx:lsma170_135 | 11986871:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -6.33% | -45.61% |
| Max Drawdown | -18.27% | -54.74% |
| Sharpe | -0.12 | -0.36 |
| Sortino | -0.17 | -0.48 |
| Payoff Ratio | 0.9 | 0.81 |
| Profit Factor | 0.93 | 0.94 |
| Common Sense Ratio | NaN | 0.91 |
| CPC Index | 0.41 | 0.38 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 57.02 | 2.54 |
| Outlier Loss Ratio | 2.63 | 3.1 |
| Volatility (ann.) | 11.33% | 34.95% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.42 | -0.96 |
| Skew | 2.04 | -0.55 |
| Kurtosis | 100.02 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -0.65% | -5.91% |
| Expected Yearly % | -3.22% | -26.25% |
| Kelly Criterion | -8.13% | -13.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -3.04% |
| Expected Shortfall (cVaR) | -0.98% | -3.04% |
| Year | 11986871:ETHUSD | 11986871:ethusd:triple_med_gx:lsma170_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 8.07 | -0.67 | + |
| 2025 | -38.16 | -13.32 | 0.35 | + |
| Metric | 11986871:ethusd:triple_med_gx:lsma170_135 | 11986871:ETHUSD |
|---|---|---|
| MTD | -12.91% | -7.9% |
| 3M | -13.32% | -39.74% |
| 6M | -10.28% | -22.19% |
| YTD | -13.32% | -38.16% |
| 1Y | -6.33% | -45.61% |
| 3Y (ann.) | -7.7% | -52.57% |
| 5Y (ann.) | -7.7% | -52.57% |
| Metric | 11986871:ethusd:triple_med_gx:lsma170_135 | 11986871:ETHUSD |
|---|---|---|
| Max Drawdown | -18.27% | -54.74% |
| Longest DD Days | 142.0 | 182.0 |
| Avg. Drawdown | -6.65% | -16.47% |
| Avg. Drawdown Days | 50.0 | 42.0 |
| Recovery Factor | -0.35 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-26 | -18.27 | 65 |
| 2024-08-29 | 2025-01-19 | -9.80 | 142 |
| 2024-07-17 | 2024-08-29 | -2.62 | 43 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-07-14 | 2024-07-14 | -0.57 | 0 |
| Metric | 11986871:ethusd:triple_med_gx:lsma170_135 | 11986871:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 10.89% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 7.3% | 18.08% |
| Worst Week | -12.77% | -20.52% |
| Best Month | 7.3% | 47.37% |
| Worst Month | -12.91% | -32.24% |
| Best Year | 8.07% | -12.05% |
| Worst Year | -13.32% | -38.16% |
| Avg. Up Day | 1.4% | 1.41% |
| Avg. Down Day | -1.56% | -1.74% |
| Avg. Up Week | 5.94% | 14.95% |
| Avg. Down Week | -3.22% | -8.05% |
| Avg. Up Month | 4.5% | 47.37% |
| Avg. Down Month | -4.66% | -10.35% |
| Win Days % | 48.86% | 49.37% |
| Win Month % | 33.33% | 20.0% |
| Win Week % | 22.22% | 47.73% |
| Win Quarter % | 66.67% | 25.0% |
| Win Year % | 50.0% | 0.0% |