| Metric | 11990675:ethusd:triple_med_gx:lsma70_140 | 11990675:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 13.13% | -45.61% |
| Max Drawdown | -26.94% | -54.74% |
| Sharpe | 0.28 | -0.36 |
| Sortino | 0.4 | -0.48 |
| Payoff Ratio | 1.08 | 1.0 |
| Profit Factor | 1.09 | 0.94 |
| Common Sense Ratio | 1.42 | 0.91 |
| CPC Index | 0.59 | 0.47 |
| Tail Ratio | 1.3 | 0.97 |
| Outlier Win Ratio | 16.78 | 3.3 |
| Outlier Loss Ratio | 3.64 | 3.61 |
| Volatility (ann.) | 21.21% | 34.95% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.61 | -0.96 |
| Skew | -0.89 | -0.55 |
| Kurtosis | 36.62 | 9.11 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 1.24% | -5.91% |
| Expected Yearly % | 6.36% | -26.25% |
| Kelly Criterion | 2.8% | -1.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.04% |
| Expected Shortfall (cVaR) | -1.81% | -3.04% |
| Year | 11990675:ETHUSD | 11990675:ethusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 25.58 | -2.12 | + |
| 2025 | -38.16 | -9.91 | 0.26 | + |
| Metric | 11990675:ethusd:triple_med_gx:lsma70_140 | 11990675:ETHUSD |
|---|---|---|
| MTD | -9.93% | -7.9% |
| 3M | -12.23% | -39.74% |
| 6M | -0.77% | -22.19% |
| YTD | -9.91% | -38.16% |
| 1Y | 13.13% | -45.61% |
| 3Y (ann.) | 16.31% | -52.57% |
| 5Y (ann.) | 16.31% | -52.57% |
| Metric | 11990675:ethusd:triple_med_gx:lsma70_140 | 11990675:ETHUSD |
|---|---|---|
| Max Drawdown | -26.94% | -54.74% |
| Longest DD Days | 97.0 | 182.0 |
| Avg. Drawdown | -6.1% | -16.47% |
| Avg. Drawdown Days | 22.0 | 42.0 |
| Recovery Factor | 0.49 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-26 | -26.94 | 97 |
| 2024-08-14 | 2024-10-14 | -11.74 | 61 |
| 2024-06-10 | 2024-07-15 | -8.88 | 35 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-10-16 | 2024-11-06 | -3.35 | 20 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| 2024-10-15 | 2024-10-16 | -1.82 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| Metric | 11990675:ethusd:triple_med_gx:lsma70_140 | 11990675:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 18.14% | 18.08% |
| Worst Week | -9.77% | -20.52% |
| Best Month | 18.14% | 47.37% |
| Worst Month | -13.33% | -32.24% |
| Best Year | 25.58% | -12.05% |
| Worst Year | -9.91% | -38.16% |
| Avg. Up Day | 1.35% | 1.36% |
| Avg. Down Day | -1.25% | -1.35% |
| Avg. Up Week | 5.22% | 6.75% |
| Avg. Down Week | -5.36% | -8.28% |
| Avg. Up Month | 9.55% | 25.44% |
| Avg. Down Month | -9.11% | -14.91% |
| Win Days % | 49.43% | 49.37% |
| Win Month % | 60.0% | 20.0% |
| Win Week % | 56.52% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |