| Metric | 11990363:ethusd:triple_med_gx:lsma65_140 | 11990363:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -22.77% | -45.61% |
| Max Drawdown | -33.11% | -54.74% |
| Sharpe | -0.27 | -0.36 |
| Sortino | -0.36 | -0.48 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 0.92 | 0.94 |
| Common Sense Ratio | 0.89 | 0.91 |
| CPC Index | 0.43 | 0.47 |
| Tail Ratio | 0.97 | 0.97 |
| Outlier Win Ratio | 17.89 | 3.05 |
| Outlier Loss Ratio | 3.54 | 3.56 |
| Volatility (ann.) | 20.86% | 34.95% |
| R^2 | 0.36 | 0.36 |
| Calmar | -0.82 | -0.96 |
| Skew | -1.78 | -0.55 |
| Kurtosis | 47.54 | 9.11 |
| Expected Daily % | -0.02% | -0.05% |
| Expected Monthly % | -2.55% | -5.91% |
| Expected Yearly % | -12.12% | -26.25% |
| Kelly Criterion | -5.79% | -0.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.04% |
| Expected Shortfall (cVaR) | -1.81% | -3.04% |
| Year | 11990363:ETHUSD | 11990363:ethusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -6.10 | 0.51 | + |
| 2025 | -38.16 | -17.75 | 0.47 | + |
| Metric | 11990363:ethusd:triple_med_gx:lsma65_140 | 11990363:ETHUSD |
|---|---|---|
| MTD | -14.45% | -7.9% |
| 3M | -19.87% | -39.74% |
| 6M | -19.31% | -22.19% |
| YTD | -17.75% | -38.16% |
| 1Y | -22.77% | -45.61% |
| 3Y (ann.) | -27.13% | -52.57% |
| 5Y (ann.) | -27.13% | -52.57% |
| Metric | 11990363:ethusd:triple_med_gx:lsma65_140 | 11990363:ETHUSD |
|---|---|---|
| Max Drawdown | -33.11% | -54.74% |
| Longest DD Days | 138.0 | 182.0 |
| Avg. Drawdown | -12.71% | -16.47% |
| Avg. Drawdown Days | 53.0 | 42.0 |
| Recovery Factor | -0.69 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-03-26 | -33.11 | 138 |
| 2024-08-04 | 2024-11-06 | -21.37 | 93 |
| 2024-06-10 | 2024-07-14 | -8.35 | 34 |
| 2024-06-09 | 2024-06-10 | -0.53 | 0 |
| 2024-08-03 | 2024-08-04 | -0.18 | 0 |
| Metric | 11990363:ethusd:triple_med_gx:lsma65_140 | 11990363:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 13.82% | 18.08% |
| Worst Week | -13.9% | -20.52% |
| Best Month | 14.13% | 47.37% |
| Worst Month | -17.38% | -32.24% |
| Best Year | -6.1% | -12.05% |
| Worst Year | -17.75% | -38.16% |
| Avg. Up Day | 1.27% | 1.28% |
| Avg. Down Day | -1.26% | -1.27% |
| Avg. Up Week | 4.65% | 7.79% |
| Avg. Down Week | -6.07% | -8.38% |
| Avg. Up Month | 7.88% | 25.44% |
| Avg. Down Month | -8.46% | -13.8% |
| Win Days % | 46.92% | 49.37% |
| Win Month % | 40.0% | 20.0% |
| Win Week % | 47.83% | 47.73% |
| Win Quarter % | 25.0% | 25.0% |
| Win Year % | 0.0% | 0.0% |