| Metric | 11996092:ethusd:triple_med_gx:lsma75_145 | 11996092:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 12.15% | -45.61% |
| Max Drawdown | -22.91% | -54.74% |
| Sharpe | 0.27 | -0.36 |
| Sortino | 0.38 | -0.48 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.09 | 0.94 |
| Common Sense Ratio | 1.36 | 0.91 |
| CPC Index | 0.59 | 0.48 |
| Tail Ratio | 1.25 | 0.97 |
| Outlier Win Ratio | 16.14 | 3.14 |
| Outlier Loss Ratio | 3.63 | 3.44 |
| Volatility (ann.) | 20.77% | 34.95% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.66 | -0.96 |
| Skew | -1.47 | -0.55 |
| Kurtosis | 46.61 | 9.11 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 1.15% | -5.91% |
| Expected Yearly % | 5.9% | -26.25% |
| Kelly Criterion | 3.08% | 0.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.04% |
| Expected Shortfall (cVaR) | -1.77% | -3.04% |
| Year | 11996092:ETHUSD | 11996092:ethusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 15.93 | -1.32 | + |
| 2025 | -38.16 | -3.26 | 0.09 | + |
| Metric | 11996092:ethusd:triple_med_gx:lsma75_145 | 11996092:ETHUSD |
|---|---|---|
| MTD | -10.99% | -7.9% |
| 3M | -5.75% | -39.74% |
| 6M | 3.96% | -22.19% |
| YTD | -3.26% | -38.16% |
| 1Y | 12.15% | -45.61% |
| 3Y (ann.) | 15.08% | -52.57% |
| 5Y (ann.) | 15.08% | -52.57% |
| Metric | 11996092:ethusd:triple_med_gx:lsma75_145 | 11996092:ETHUSD |
|---|---|---|
| Max Drawdown | -22.91% | -54.74% |
| Longest DD Days | 137.0 | 182.0 |
| Avg. Drawdown | -5.68% | -16.47% |
| Avg. Drawdown Days | 20.0 | 42.0 |
| Recovery Factor | 0.53 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-03-26 | -22.91 | 137 |
| 2024-08-04 | 2024-08-12 | -15.27 | 8 |
| 2024-06-10 | 2024-07-15 | -11.09 | 35 |
| 2024-08-14 | 2024-09-09 | -6.63 | 26 |
| 2024-09-14 | 2024-10-12 | -4.24 | 28 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| 2024-10-16 | 2024-11-05 | -1.87 | 20 |
| 2024-10-15 | 2024-10-16 | -1.82 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| Metric | 11996092:ethusd:triple_med_gx:lsma75_145 | 11996092:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 20.14% | 18.08% |
| Worst Week | -10.99% | -20.52% |
| Best Month | 20.14% | 47.37% |
| Worst Month | -16.47% | -32.24% |
| Best Year | 15.93% | -12.05% |
| Worst Year | -3.26% | -38.16% |
| Avg. Up Day | 1.29% | 1.3% |
| Avg. Down Day | -1.18% | -1.25% |
| Avg. Up Week | 6.92% | 7.38% |
| Avg. Down Week | -4.38% | -8.34% |
| Avg. Up Month | 14.16% | 25.44% |
| Avg. Down Month | -8.09% | -16.38% |
| Win Days % | 49.31% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 45.83% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |