| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 62.93% | -15.9% |
| Max Drawdown | -23.25% | -63.95% |
| Sharpe | 0.67 | 0.09 |
| Sortino | 1.02 | 0.13 |
| Payoff Ratio | 1.27 | 1.08 |
| Profit Factor | 1.31 | 1.01 |
| Common Sense Ratio | 2.56 | 0.97 |
| CPC Index | 0.83 | 0.55 |
| Tail Ratio | 1.95 | 0.95 |
| Outlier Win Ratio | 31.47 | 2.99 |
| Outlier Loss Ratio | 3.47 | 3.02 |
| Volatility (ann.) | 13.99% | 34.91% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.7 | -0.17 |
| Skew | 0.83 | -0.08 |
| Kurtosis | 65.6 | 7.74 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.75% | -0.96% |
| Expected Yearly % | 27.64% | -8.29% |
| Kelly Criterion | 9.95% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -3.0% |
| Expected Shortfall (cVaR) | -1.18% | -3.0% |
| Year | 11991742:ETHUSD | 11991742:ethusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 76.30 | -6.33 | + |
| 2025 | -4.37 | -7.58 | 1.73 | - |
| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| MTD | -0.02% | -17.21% |
| 3M | 8.51% | -28.03% |
| 6M | -0.59% | 28.61% |
| YTD | -7.58% | -4.37% |
| 1Y | -1.08% | 1.62% |
| 3Y (ann.) | 39.61% | -11.16% |
| 5Y (ann.) | 39.61% | -11.16% |
| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| Max Drawdown | -23.25% | -63.95% |
| Longest DD Days | 332.0 | 235.0 |
| Avg. Drawdown | -3.62% | -15.28% |
| Avg. Drawdown Days | 29.0 | 44.0 |
| Recovery Factor | 2.71 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -23.25 | 332 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -4.32 | 32 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-09-10 | 2024-11-06 | -3.65 | 57 |
| 2024-07-17 | 2024-08-05 | -2.67 | 19 |
| 2024-12-03 | 2024-12-04 | -2.09 | 0 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-06-11 | 2024-06-12 | -1.77 | 1 |
| Metric | 11991742:ethusd:triple_med_gx:lsma110_140 | 11991742:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.48% | 27.26% |
| Worst Week | -13.02% | -20.52% |
| Best Month | 26.44% | 48.75% |
| Worst Month | -13.02% | -32.24% |
| Best Year | 76.3% | -4.37% |
| Worst Year | -7.58% | -12.05% |
| Avg. Up Day | 1.43% | 1.44% |
| Avg. Down Day | -1.12% | -1.34% |
| Avg. Up Week | 5.34% | 9.25% |
| Avg. Down Week | -3.73% | -6.53% |
| Avg. Up Month | 9.79% | 23.22% |
| Avg. Down Month | -4.05% | -14.11% |
| Win Days % | 49.54% | 50.44% |
| Win Month % | 55.56% | 27.78% |
| Win Week % | 61.76% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |