| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 18.84% | -51.78% |
| Max Drawdown | -25.81% | -63.95% |
| Sharpe | 0.38 | -0.38 |
| Sortino | 0.55 | -0.51 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.16 | 0.94 |
| Common Sense Ratio | 2.43 | 0.87 |
| CPC Index | 0.62 | 0.47 |
| Tail Ratio | 2.1 | 0.92 |
| Outlier Win Ratio | 27.95 | 2.96 |
| Outlier Loss Ratio | 3.11 | 3.37 |
| Volatility (ann.) | 15.85% | 35.71% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.81 | -0.86 |
| Skew | 0.19 | -0.34 |
| Kurtosis | 55.73 | 8.95 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 1.58% | -6.42% |
| Expected Yearly % | 9.01% | -30.56% |
| Kelly Criterion | 4.18% | -0.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.11% |
| Expected Shortfall (cVaR) | -1.35% | -3.11% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 30.49 | -2.53 | + |
| 2025 | -45.17 | -8.93 | 0.20 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 6.53% | 0.22% |
| 3M | -5.62% | -42.61% |
| 6M | 0.29% | -28.83% |
| YTD | -8.93% | -45.17% |
| 1Y | 18.84% | -51.78% |
| 3Y (ann.) | 20.89% | -55.15% |
| 5Y (ann.) | 20.89% | -55.15% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -25.81% | -63.95% |
| Longest DD Days | 132.0 | 182.0 |
| Avg. Drawdown | -4.51% | -17.79% |
| Avg. Drawdown Days | 20.0 | 47.0 |
| Recovery Factor | 0.73 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-04-29 | -25.81 | 132 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2024-09-11 | 2024-11-06 | -6.08 | 56 |
| 2024-08-09 | 2024-09-09 | -3.88 | 31 |
| 2024-06-11 | 2024-06-12 | -2.13 | 1 |
| 2024-12-03 | 2024-12-04 | -2.09 | 0 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-09-10 | 2024-09-10 | -0.44 | 0 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 18.08% |
| Worst Week | -15.2% | -20.52% |
| Best Month | 25.72% | 47.37% |
| Worst Month | -15.2% | -32.24% |
| Best Year | 30.49% | -12.05% |
| Worst Year | -8.93% | -45.17% |
| Avg. Up Day | 1.51% | 1.59% |
| Avg. Down Day | -1.44% | -1.56% |
| Avg. Up Week | 5.08% | 7.79% |
| Avg. Down Week | -6.01% | -7.26% |
| Avg. Up Month | 11.77% | 17.03% |
| Avg. Down Month | -7.88% | -9.73% |
| Win Days % | 50.98% | 49.29% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 61.9% | 46.94% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |