| Metric | 11996098:ethusd:triple_med_gx:lsma85_145 | 11996098:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 4.86% | -45.61% |
| Max Drawdown | -21.86% | -54.74% |
| Sharpe | 0.18 | -0.36 |
| Sortino | 0.24 | -0.48 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.05 | 0.94 |
| Common Sense Ratio | 1.19 | 0.91 |
| CPC Index | 0.55 | 0.47 |
| Tail Ratio | 1.13 | 0.97 |
| Outlier Win Ratio | 15.34 | 3.19 |
| Outlier Loss Ratio | 3.85 | 3.6 |
| Volatility (ann.) | 21.11% | 34.95% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.27 | -0.96 |
| Skew | -1.44 | -0.55 |
| Kurtosis | 43.63 | 9.11 |
| Expected Daily % | 0.0% | -0.05% |
| Expected Monthly % | 0.48% | -5.91% |
| Expected Yearly % | 2.4% | -26.25% |
| Kelly Criterion | 1.87% | -0.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.04% |
| Expected Shortfall (cVaR) | -1.81% | -3.04% |
| Year | 11996098:ETHUSD | 11996098:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 10.21 | -0.85 | + |
| 2025 | -38.16 | -4.86 | 0.13 | + |
| Metric | 11996098:ethusd:triple_med_gx:lsma85_145 | 11996098:ETHUSD |
|---|---|---|
| MTD | -12.75% | -7.9% |
| 3M | -7.3% | -39.74% |
| 6M | 6.2% | -22.19% |
| YTD | -4.86% | -38.16% |
| 1Y | 4.86% | -45.61% |
| 3Y (ann.) | 5.98% | -52.57% |
| 5Y (ann.) | 5.98% | -52.57% |
| Metric | 11996098:ethusd:triple_med_gx:lsma85_145 | 11996098:ETHUSD |
|---|---|---|
| Max Drawdown | -21.86% | -54.74% |
| Longest DD Days | 114.0 | 182.0 |
| Avg. Drawdown | -6.44% | -16.47% |
| Avg. Drawdown Days | 26.0 | 42.0 |
| Recovery Factor | 0.22 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-03-26 | -21.86 | 114 |
| 2024-06-10 | 2024-08-12 | -15.80 | 63 |
| 2024-09-14 | 2024-10-14 | -8.16 | 30 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-10-16 | 2024-11-06 | -2.76 | 20 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| 2024-10-15 | 2024-10-16 | -1.82 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-11-08 | 2024-11-08 | -0.29 | 0 |
| Metric | 11996098:ethusd:triple_med_gx:lsma85_145 | 11996098:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.09% | 18.08% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 25.05% | 47.37% |
| Worst Month | -15.88% | -32.24% |
| Best Year | 10.21% | -12.05% |
| Worst Year | -4.86% | -38.16% |
| Avg. Up Day | 1.23% | 1.23% |
| Avg. Down Day | -1.16% | -1.22% |
| Avg. Up Week | 6.22% | 7.07% |
| Avg. Down Week | -4.15% | -7.61% |
| Avg. Up Month | 14.4% | 25.44% |
| Avg. Down Month | -8.39% | -16.38% |
| Win Days % | 49.5% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 44.44% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |