| Metric | 11996086:ethusd:triple_med_gx:lsma60_145 | 11996086:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 1.54% | -45.61% |
| Max Drawdown | -26.19% | -54.74% |
| Sharpe | 0.12 | -0.36 |
| Sortino | 0.17 | -0.48 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.04 | 0.94 |
| Common Sense Ratio | 1.26 | 0.91 |
| CPC Index | 0.56 | 0.49 |
| Tail Ratio | 1.21 | 0.97 |
| Outlier Win Ratio | 19.33 | 3.05 |
| Outlier Loss Ratio | 3.47 | 3.42 |
| Volatility (ann.) | 19.89% | 34.95% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.07 | -0.96 |
| Skew | -1.66 | -0.55 |
| Kurtosis | 55.45 | 9.11 |
| Expected Daily % | 0.0% | -0.05% |
| Expected Monthly % | 0.15% | -5.91% |
| Expected Yearly % | 0.76% | -26.25% |
| Kelly Criterion | 0.92% | 1.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -3.04% |
| Expected Shortfall (cVaR) | -1.71% | -3.04% |
| Year | 11996086:ETHUSD | 11996086:ethusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 14.58 | -1.21 | + |
| 2025 | -38.16 | -11.38 | 0.30 | + |
| Metric | 11996086:ethusd:triple_med_gx:lsma60_145 | 11996086:ETHUSD |
|---|---|---|
| MTD | -11.17% | -7.9% |
| 3M | -13.66% | -39.74% |
| 6M | -6.51% | -22.19% |
| YTD | -11.38% | -38.16% |
| 1Y | 1.54% | -45.61% |
| 3Y (ann.) | 1.88% | -52.57% |
| 5Y (ann.) | 1.88% | -52.57% |
| Metric | 11996086:ethusd:triple_med_gx:lsma60_145 | 11996086:ETHUSD |
|---|---|---|
| Max Drawdown | -26.19% | -54.74% |
| Longest DD Days | 138.0 | 182.0 |
| Avg. Drawdown | -6.77% | -16.47% |
| Avg. Drawdown Days | 26.0 | 42.0 |
| Recovery Factor | 0.06 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-03-26 | -26.19 | 138 |
| 2024-08-04 | 2024-08-12 | -15.27 | 8 |
| 2024-06-10 | 2024-07-15 | -8.52 | 34 |
| 2024-09-14 | 2024-10-12 | -4.15 | 28 |
| 2024-08-14 | 2024-09-09 | -3.66 | 25 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-10-15 | 2024-11-06 | -2.76 | 22 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| 2024-10-13 | 2024-10-14 | -1.22 | 1 |
| 2024-09-10 | 2024-09-10 | -0.44 | 0 |
| Metric | 11996086:ethusd:triple_med_gx:lsma60_145 | 11996086:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 14.87% | 18.08% |
| Worst Week | -11.17% | -20.52% |
| Best Month | 14.87% | 47.37% |
| Worst Month | -13.33% | -32.24% |
| Best Year | 14.58% | -12.05% |
| Worst Year | -11.38% | -38.16% |
| Avg. Up Day | 1.39% | 1.39% |
| Avg. Down Day | -1.23% | -1.31% |
| Avg. Up Week | 5.51% | 7.27% |
| Avg. Down Week | -4.43% | -9.24% |
| Avg. Up Month | 11.58% | 25.44% |
| Avg. Down Month | -5.39% | -13.8% |
| Win Days % | 47.44% | 49.37% |
| Win Month % | 40.0% | 20.0% |
| Win Week % | 42.86% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |