| Metric | 11990885:ethusd:triple_med_gx:lsma195_140 | 11990885:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 35.58% | -45.61% |
| Max Drawdown | -20.58% | -54.74% |
| Sharpe | 0.72 | -0.36 |
| Sortino | 1.07 | -0.48 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.31 | 0.94 |
| Common Sense Ratio | 2.44 | 0.91 |
| CPC Index | 0.78 | 0.49 |
| Tail Ratio | 1.87 | 0.97 |
| Outlier Win Ratio | 26.97 | 3.0 |
| Outlier Loss Ratio | 3.7 | 3.39 |
| Volatility (ann.) | 14.47% | 34.95% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.19 | -0.96 |
| Skew | -0.18 | -0.55 |
| Kurtosis | 50.05 | 9.11 |
| Expected Daily % | 0.03% | -0.05% |
| Expected Monthly % | 3.09% | -5.91% |
| Expected Yearly % | 16.44% | -26.25% |
| Kelly Criterion | 10.53% | 1.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -3.04% |
| Expected Shortfall (cVaR) | -1.22% | -3.04% |
| Year | 11990885:ETHUSD | 11990885:ethusd:triple_med_gx:lsma195_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 62.05 | -5.15 | + |
| 2025 | -38.16 | -16.34 | 0.43 | + |
| Metric | 11990885:ethusd:triple_med_gx:lsma195_140 | 11990885:ETHUSD |
|---|---|---|
| MTD | -10.46% | -7.9% |
| 3M | -16.34% | -39.74% |
| 6M | 26.07% | -22.19% |
| YTD | -16.34% | -38.16% |
| 1Y | 35.58% | -45.61% |
| 3Y (ann.) | 45.18% | -52.57% |
| 5Y (ann.) | 45.18% | -52.57% |
| Metric | 11990885:ethusd:triple_med_gx:lsma195_140 | 11990885:ETHUSD |
|---|---|---|
| Max Drawdown | -20.58% | -54.74% |
| Longest DD Days | 60.0 | 182.0 |
| Avg. Drawdown | -3.7% | -16.47% |
| Avg. Drawdown Days | 16.0 | 42.0 |
| Recovery Factor | 1.73 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-03-26 | -20.58 | 60 |
| 2024-09-14 | 2024-11-06 | -8.69 | 53 |
| 2024-12-06 | 2025-01-24 | -5.59 | 48 |
| 2024-06-12 | 2024-08-05 | -4.51 | 53 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-11-12 | 2024-12-04 | -3.02 | 22 |
| 2024-08-06 | 2024-09-08 | -2.89 | 33 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-06-11 | 2024-06-12 | -2.70 | 1 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| Metric | 11990885:ethusd:triple_med_gx:lsma195_140 | 11990885:ETHUSD |
|---|---|---|
| Best Day | 7.87% | 10.89% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.88% | 18.08% |
| Worst Week | -10.46% | -20.52% |
| Best Month | 32.65% | 47.37% |
| Worst Month | -10.46% | -32.24% |
| Best Year | 62.05% | -12.05% |
| Worst Year | -16.34% | -38.16% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -1.17% | -1.26% |
| Avg. Up Week | 11.13% | 10.37% |
| Avg. Down Week | -3.03% | -7.99% |
| Avg. Up Month | 17.51% | 25.44% |
| Avg. Down Month | -3.97% | -11.25% |
| Win Days % | 52.43% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 37.5% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |