| Metric | 11996229:ethusd:triple_med_gx:lsma70_145 | 11996229:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 34.3% | -52.1% |
| Max Drawdown | -23.75% | -63.95% |
| Sharpe | 0.5 | -0.38 |
| Sortino | 0.71 | -0.52 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.17 | 0.94 |
| Common Sense Ratio | 1.65 | 0.87 |
| CPC Index | 0.66 | 0.5 |
| Tail Ratio | 1.41 | 0.92 |
| Outlier Win Ratio | 17.77 | 3.19 |
| Outlier Loss Ratio | 3.43 | 3.37 |
| Volatility (ann.) | 20.09% | 35.66% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.6 | -0.86 |
| Skew | -0.82 | -0.34 |
| Kurtosis | 40.42 | 8.95 |
| Expected Daily % | 0.02% | -0.06% |
| Expected Monthly % | 2.49% | -5.95% |
| Expected Yearly % | 15.89% | -30.79% |
| Kelly Criterion | 6.39% | 2.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.11% |
| Expected Shortfall (cVaR) | -1.7% | -3.11% |
| Year | 11996229:ETHUSD | 11996229:ethusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 40.31 | -3.34 | + |
| 2025 | -45.53 | -4.28 | 0.09 | + |
| Metric | 11996229:ethusd:triple_med_gx:lsma70_145 | 11996229:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -12.31% | -41.03% |
| 6M | -0.51% | -31.24% |
| YTD | -4.28% | -45.53% |
| 1Y | 34.3% | -52.1% |
| 3Y (ann.) | 38.03% | -55.26% |
| 5Y (ann.) | 38.03% | -55.26% |
| Metric | 11996229:ethusd:triple_med_gx:lsma70_145 | 11996229:ETHUSD |
|---|---|---|
| Max Drawdown | -23.75% | -63.95% |
| Longest DD Days | 173.0 | 182.0 |
| Avg. Drawdown | -4.27% | -17.79% |
| Avg. Drawdown Days | 17.0 | 47.0 |
| Recovery Factor | 1.44 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-05-01 | -23.75 | 173 |
| 2024-06-12 | 2024-07-15 | -8.29 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-09 | -6.63 | 26 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-10-12 | -4.28 | 28 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-06-11 | 2024-06-12 | -2.70 | 1 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| Metric | 11996229:ethusd:triple_med_gx:lsma70_145 | 11996229:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 21.28% | 18.08% |
| Worst Week | -12.47% | -20.52% |
| Best Month | 21.28% | 47.37% |
| Worst Month | -14.3% | -32.24% |
| Best Year | 40.31% | -12.05% |
| Worst Year | -4.28% | -45.53% |
| Avg. Up Day | 1.4% | 1.4% |
| Avg. Down Day | -1.26% | -1.3% |
| Avg. Up Week | 6.77% | 7.67% |
| Avg. Down Week | -4.65% | -8.78% |
| Avg. Up Month | 14.73% | 25.44% |
| Avg. Down Month | -8.02% | -17.57% |
| Win Days % | 50.71% | 49.36% |
| Win Month % | 63.64% | 25.0% |
| Win Week % | 50.0% | 46.94% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |