| Metric | 11996095:ethusd:triple_med_gx:lsma70_145 | 11996095:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 8.53% | -45.61% |
| Max Drawdown | -23.84% | -54.74% |
| Sharpe | 0.23 | -0.36 |
| Sortino | 0.31 | -0.48 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.07 | 0.94 |
| Common Sense Ratio | 1.35 | 0.91 |
| CPC Index | 0.58 | 0.48 |
| Tail Ratio | 1.26 | 0.97 |
| Outlier Win Ratio | 17.01 | 3.07 |
| Outlier Loss Ratio | 3.63 | 3.52 |
| Volatility (ann.) | 20.48% | 34.95% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.44 | -0.96 |
| Skew | -1.56 | -0.55 |
| Kurtosis | 49.34 | 9.11 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 0.82% | -5.91% |
| Expected Yearly % | 4.18% | -26.25% |
| Kelly Criterion | 2.44% | 0.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -3.04% |
| Expected Shortfall (cVaR) | -1.75% | -3.04% |
| Year | 11996095:ETHUSD | 11996095:ethusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 18.01 | -1.49 | + |
| 2025 | -38.16 | -8.04 | 0.21 | + |
| Metric | 11996095:ethusd:triple_med_gx:lsma70_145 | 11996095:ETHUSD |
|---|---|---|
| MTD | -11.76% | -7.9% |
| 3M | -10.4% | -39.74% |
| 6M | 2.61% | -22.19% |
| YTD | -8.04% | -38.16% |
| 1Y | 8.53% | -45.61% |
| 3Y (ann.) | 10.54% | -52.57% |
| 5Y (ann.) | 10.54% | -52.57% |
| Metric | 11996095:ethusd:triple_med_gx:lsma70_145 | 11996095:ETHUSD |
|---|---|---|
| Max Drawdown | -23.84% | -54.74% |
| Longest DD Days | 97.0 | 182.0 |
| Avg. Drawdown | -6.15% | -16.47% |
| Avg. Drawdown Days | 20.0 | 42.0 |
| Recovery Factor | 0.36 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-26 | -23.84 | 97 |
| 2024-08-04 | 2024-08-12 | -15.27 | 8 |
| 2024-06-10 | 2024-07-15 | -8.52 | 34 |
| 2024-08-14 | 2024-09-13 | -6.96 | 30 |
| 2024-09-14 | 2024-10-12 | -4.15 | 28 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-10-15 | 2024-11-05 | -1.82 | 21 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-10-13 | 2024-10-14 | -1.22 | 1 |
| 2024-11-05 | 2024-11-06 | -1.19 | 0 |
| Metric | 11996095:ethusd:triple_med_gx:lsma70_145 | 11996095:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 20.31% | 18.08% |
| Worst Week | -11.76% | -20.52% |
| Best Month | 20.31% | 47.37% |
| Worst Month | -13.33% | -32.24% |
| Best Year | 18.01% | -12.05% |
| Worst Year | -8.04% | -38.16% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -1.21% | -1.29% |
| Avg. Up Week | 6.18% | 7.38% |
| Avg. Down Week | -4.66% | -8.34% |
| Avg. Up Month | 14.3% | 25.44% |
| Avg. Down Month | -8.23% | -16.38% |
| Win Days % | 48.8% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 45.45% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |