| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 34.04% | -51.78% |
| Max Drawdown | -20.4% | -63.95% |
| Sharpe | 0.53 | -0.38 |
| Sortino | 0.77 | -0.51 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.16 | 0.94 |
| Common Sense Ratio | 1.42 | 0.87 |
| CPC Index | 0.65 | 0.51 |
| Tail Ratio | 1.22 | 0.92 |
| Outlier Win Ratio | 16.52 | 3.18 |
| Outlier Loss Ratio | 4.02 | 3.51 |
| Volatility (ann.) | 18.52% | 35.71% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.86 | -0.86 |
| Skew | 0.22 | -0.34 |
| Kurtosis | 30.44 | 8.95 |
| Expected Daily % | 0.02% | -0.05% |
| Expected Monthly % | 2.7% | -6.42% |
| Expected Yearly % | 15.78% | -30.56% |
| Kelly Criterion | 5.57% | 2.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.11% |
| Expected Shortfall (cVaR) | -1.57% | -3.11% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 36.29 | -3.01 | + |
| 2025 | -45.17 | -1.65 | 0.04 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.57% | 0.22% |
| 3M | -6.39% | -42.61% |
| 6M | 10.65% | -28.83% |
| YTD | -1.65% | -45.17% |
| 1Y | 34.04% | -51.78% |
| 3Y (ann.) | 38.0% | -55.15% |
| 5Y (ann.) | 38.0% | -55.15% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -20.4% | -63.95% |
| Longest DD Days | 95.0 | 182.0 |
| Avg. Drawdown | -5.07% | -17.79% |
| Avg. Drawdown Days | 14.0 | 47.0 |
| Recovery Factor | 1.67 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-04-29 | -20.40 | 95 |
| 2024-12-18 | 2025-01-24 | -17.64 | 36 |
| 2024-09-14 | 2024-10-14 | -9.47 | 30 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-13 | -6.63 | 30 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-06-11 | 2024-06-12 | -2.13 | 1 |
| 2024-12-03 | 2024-12-04 | -2.09 | 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 | -13.06% | -20.52% |
| Best Month | 26.21% | 47.37% |
| Worst Month | -13.34% | -32.24% |
| Best Year | 36.29% | -12.05% |
| Worst Year | -1.65% | -45.17% |
| Avg. Up Day | 1.24% | 1.28% |
| Avg. Down Day | -1.12% | -1.17% |
| Avg. Up Week | 5.18% | 7.09% |
| Avg. Down Week | -4.3% | -5.99% |
| Avg. Up Month | 10.44% | 17.03% |
| Avg. Down Month | -8.94% | -12.68% |
| Win Days % | 50.36% | 49.29% |
| Win Month % | 72.73% | 27.27% |
| Win Week % | 60.0% | 46.94% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |