| Metric | 11986875:ethusd:triple_med_gx:lsma180_135 | 11986875:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 1.86% | -45.61% |
| Max Drawdown | -19.95% | -54.74% |
| Sharpe | 0.11 | -0.36 |
| Sortino | 0.16 | -0.48 |
| Payoff Ratio | 0.94 | 0.87 |
| Profit Factor | 1.06 | 0.94 |
| Common Sense Ratio | inf | 0.91 |
| CPC Index | 0.51 | 0.4 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 45.8 | 2.91 |
| Outlier Loss Ratio | 2.64 | 3.12 |
| Volatility (ann.) | 12.7% | 34.95% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.11 | -0.96 |
| Skew | 1.34 | -0.55 |
| Kurtosis | 69.42 | 9.11 |
| Expected Daily % | 0.0% | -0.05% |
| Expected Monthly % | 0.18% | -5.91% |
| Expected Yearly % | 0.93% | -26.25% |
| Kelly Criterion | 0.29% | -9.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -3.04% |
| Expected Shortfall (cVaR) | -1.09% | -3.04% |
| Year | 11986875:ETHUSD | 11986875:ethusd:triple_med_gx:lsma180_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 16.08 | -1.33 | + |
| 2025 | -38.16 | -12.25 | 0.32 | + |
| Metric | 11986875:ethusd:triple_med_gx:lsma180_135 | 11986875:ETHUSD |
|---|---|---|
| MTD | -13.45% | -7.9% |
| 3M | -12.25% | -39.74% |
| 6M | -0.11% | -22.19% |
| YTD | -12.25% | -38.16% |
| 1Y | 1.86% | -45.61% |
| 3Y (ann.) | 2.29% | -52.57% |
| 5Y (ann.) | 2.29% | -52.57% |
| Metric | 11986875:ethusd:triple_med_gx:lsma180_135 | 11986875:ETHUSD |
|---|---|---|
| Max Drawdown | -19.95% | -54.74% |
| Longest DD Days | 112.0 | 182.0 |
| Avg. Drawdown | -7.48% | -16.47% |
| Avg. Drawdown Days | 50.0 | 42.0 |
| Recovery Factor | 0.09 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-26 | -19.95 | 65 |
| 2024-07-17 | 2024-11-06 | -8.51 | 112 |
| 2024-11-07 | 2025-01-19 | -6.41 | 73 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-07-14 | 2024-07-14 | -0.57 | 0 |
| Metric | 11986875:ethusd:triple_med_gx:lsma180_135 | 11986875:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 10.89% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 11.09% | 18.08% |
| Worst Week | -12.77% | -20.52% |
| Best Month | 11.0% | 47.37% |
| Worst Month | -13.45% | -32.24% |
| Best Year | 16.08% | -12.05% |
| Worst Year | -12.25% | -38.16% |
| Avg. Up Day | 1.42% | 1.43% |
| Avg. Down Day | -1.51% | -1.65% |
| Avg. Up Week | 6.7% | 11.7% |
| Avg. Down Week | -4.44% | -8.89% |
| Avg. Up Month | 11.0% | 47.37% |
| Avg. Down Month | -7.02% | -15.08% |
| Win Days % | 51.72% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 44.44% | 47.73% |
| Win Quarter % | 66.67% | 25.0% |
| Win Year % | 50.0% | 0.0% |