| Metric | 11996394:ethusd:triple_med_gx:lsma60_145 | 11996394:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 64.5% | -33.12% |
| Max Drawdown | -19.47% | -63.95% |
| Sharpe | 0.75 | -0.09 |
| Sortino | 1.12 | -0.12 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.27 | 0.99 |
| Common Sense Ratio | 1.79 | 0.96 |
| CPC Index | 0.75 | 0.53 |
| Tail Ratio | 1.41 | 0.98 |
| Outlier Win Ratio | 19.35 | 3.13 |
| Outlier Loss Ratio | 3.68 | 3.33 |
| Volatility (ann.) | 17.9% | 35.63% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.12 | -0.5 |
| Skew | 0.24 | -0.26 |
| Kurtosis | 34.45 | 8.16 |
| Expected Daily % | 0.03% | -0.03% |
| Expected Monthly % | 3.9% | -3.05% |
| Expected Yearly % | 28.26% | -18.22% |
| Kelly Criterion | 8.56% | 3.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.08% |
| Expected Shortfall (cVaR) | -1.5% | -3.08% |
| Year | 11996394:ETHUSD | 11996394:ethusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 48.12 | -3.99 | + |
| 2025 | -23.95 | 11.06 | -0.46 | + |
| Metric | 11996394:ethusd:triple_med_gx:lsma60_145 | 11996394:ETHUSD |
|---|---|---|
| MTD | 9.0% | 0.13% |
| 3M | 10.44% | 23.14% |
| 6M | 1.85% | -34.95% |
| YTD | 11.06% | -23.95% |
| 1Y | 64.2% | -27.27% |
| 3Y (ann.) | 60.7% | -31.84% |
| 5Y (ann.) | 60.7% | -31.84% |
| Metric | 11996394:ethusd:triple_med_gx:lsma60_145 | 11996394:ETHUSD |
|---|---|---|
| Max Drawdown | -19.47% | -63.95% |
| Longest DD Days | 135.0 | 184.0 |
| Avg. Drawdown | -4.91% | -17.79% |
| Avg. Drawdown Days | 21.0 | 54.0 |
| Recovery Factor | 3.31 | -0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-06-19 | -19.47 | 135 |
| 2024-12-19 | 2025-02-03 | -16.30 | 46 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-13 | -6.53 | 31 |
| 2024-08-14 | 2024-09-13 | -4.95 | 30 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-10-14 | -4.68 | 30 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-07-15 | 2024-08-06 | -2.30 | 21 |
| 2024-10-15 | 2024-11-06 | -1.82 | 22 |
| Metric | 11996394:ethusd:triple_med_gx:lsma60_145 | 11996394:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.78% | 27.26% |
| Worst Week | -12.56% | -20.52% |
| Best Month | 18.78% | 47.37% |
| Worst Month | -11.77% | -32.24% |
| Best Year | 48.12% | -12.05% |
| Worst Year | 11.06% | -23.95% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.18% | -1.3% |
| Avg. Up Week | 5.09% | 6.23% |
| Avg. Down Week | -3.23% | -6.27% |
| Avg. Up Month | 8.41% | 23.0% |
| Avg. Down Month | -8.24% | -14.34% |
| Win Days % | 50.66% | 49.87% |
| Win Month % | 84.62% | 30.77% |
| Win Week % | 65.52% | 48.21% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |