| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 62.93% | -15.9% |
| Max Drawdown | -22.27% | -63.76% |
| Sharpe | 1.44 | 0.2 |
| Sortino | 2.52 | 0.28 |
| Payoff Ratio | 1.64 | 1.11 |
| Profit Factor | 1.69 | 1.03 |
| Common Sense Ratio | 3.8 | 1.13 |
| CPC Index | 1.41 | 0.58 |
| Tail Ratio | 2.24 | 1.1 |
| Outlier Win Ratio | 28.48 | 2.97 |
| Outlier Loss Ratio | 4.23 | 2.66 |
| Volatility (ann.) | 25.36% | 72.0% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.78 | -0.18 |
| Skew | 1.86 | -0.44 |
| Kurtosis | 26.44 | 4.63 |
| Expected Daily % | 0.09% | -0.03% |
| Expected Monthly % | 2.75% | -0.96% |
| Expected Yearly % | 27.64% | -8.29% |
| Kelly Criterion | 21.13% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.08% | -6.16% |
| Expected Shortfall (cVaR) | -2.08% | -6.16% |
| Year | 11991742:ETHUSD | 11991742:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 76.30 | -6.46 | + |
| 2025 | -4.63 | -7.58 | 1.64 | - |
| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| MTD | -0.02% | -17.27% |
| 3M | 8.51% | -28.03% |
| 6M | -0.59% | 28.37% |
| YTD | -7.58% | -4.63% |
| 1Y | -1.08% | 1.69% |
| 3Y (ann.) | 39.61% | -11.16% |
| 5Y (ann.) | 39.61% | -11.16% |
| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| Max Drawdown | -22.27% | -63.76% |
| Longest DD Days | 332.0 | 234.0 |
| Avg. Drawdown | -4.11% | -22.9% |
| Avg. Drawdown Days | 57.0 | 74.0 |
| Recovery Factor | 2.83 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-11-17 | -22.27 | 332 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-09-11 | 2024-11-06 | -1.91 | 56 |
| 2024-07-18 | 2024-08-06 | -1.78 | 19 |
| 2024-06-12 | 2024-07-13 | -1.36 | 31 |
| 2024-12-08 | 2024-12-19 | -0.72 | 11 |
| 2024-09-09 | 2024-09-10 | -0.52 | 1 |
| 2024-11-11 | 2024-11-12 | -0.18 | 1 |
| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| Best Day | 10.63% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 19.15% | 22.2% |
| Worst Week | -13.02% | -22.77% |
| Best Month | 26.44% | 54.15% |
| Worst Month | -13.02% | -34.4% |
| Best Year | 76.3% | -4.63% |
| Worst Year | -7.58% | -11.81% |
| Avg. Up Day | 2.77% | 3.07% |
| Avg. Down Day | -1.69% | -2.78% |
| Avg. Up Week | 5.69% | 6.25% |
| Avg. Down Week | -3.37% | -6.16% |
| Avg. Up Month | 7.92% | 15.01% |
| Avg. Down Month | -4.14% | -14.07% |
| Win Days % | 51.02% | 50.56% |
| Win Month % | 55.56% | 33.33% |
| Win Week % | 57.14% | 51.28% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |