| Metric | 11997439:ethusd:triple_med_gx:lsma80_145 | 11997439:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -13.77% | 5.6% |
| Max Drawdown | -34.64% | -63.95% |
| Sharpe | -0.05 | 0.2 |
| Sortino | -0.06 | 0.29 |
| Payoff Ratio | 0.97 | 0.94 |
| Profit Factor | 0.98 | 1.03 |
| Common Sense Ratio | 1.09 | 1.04 |
| CPC Index | 0.47 | 0.49 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 23.66 | 3.16 |
| Outlier Loss Ratio | 3.08 | 3.46 |
| Volatility (ann.) | 18.94% | 34.92% |
| R^2 | 0.29 | 0.29 |
| Calmar | -0.29 | 0.06 |
| Skew | -0.73 | -0.05 |
| Kurtosis | 55.86 | 8.15 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.87% | 0.32% |
| Expected Yearly % | -7.14% | 2.76% |
| Kelly Criterion | -2.29% | -2.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -2.99% |
| Expected Shortfall (cVaR) | -1.63% | -2.99% |
| Year | 11997439:ETHUSD | 11997439:ethusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -5.86 | 0.49 | + |
| 2025 | 20.07 | -8.39 | -0.42 | - |
| Metric | 11997439:ethusd:triple_med_gx:lsma80_145 | 11997439:ETHUSD |
|---|---|---|
| MTD | 12.83% | -3.55% |
| 3M | 5.99% | 27.43% |
| 6M | -7.66% | 151.7% |
| YTD | -8.39% | 20.07% |
| 1Y | -2.58% | 53.4% |
| 3Y (ann.) | -10.21% | 4.04% |
| 5Y (ann.) | -10.21% | 4.04% |
| Metric | 11997439:ethusd:triple_med_gx:lsma80_145 | 11997439:ETHUSD |
|---|---|---|
| Max Drawdown | -34.64% | -63.95% |
| Longest DD Days | 318.0 | 235.0 |
| Avg. Drawdown | -9.75% | -14.14% |
| Avg. Drawdown Days | 61.0 | 41.0 |
| Recovery Factor | -0.4 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-10-16 | -34.64 | 318 |
| 2024-07-16 | 2024-11-27 | -30.09 | 134 |
| 2024-06-09 | 2024-07-14 | -8.45 | 35 |
| 2024-11-28 | 2024-11-30 | -2.83 | 2 |
| 2024-11-30 | 2024-11-30 | -1.08 | 0 |
| 2024-12-01 | 2024-12-01 | -0.58 | 0 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-06-07 | 2024-06-08 | -0.18 | 0 |
| Metric | 11997439:ethusd:triple_med_gx:lsma80_145 | 11997439:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 18.3% | 27.26% |
| Worst Week | -13.9% | -20.52% |
| Best Month | 30.04% | 48.75% |
| Worst Month | -18.83% | -32.24% |
| Best Year | -5.86% | 20.07% |
| Worst Year | -8.39% | -12.05% |
| Avg. Up Day | 1.35% | 1.35% |
| Avg. Down Day | -1.39% | -1.44% |
| Avg. Up Week | 4.51% | 8.47% |
| Avg. Down Week | -6.55% | -7.28% |
| Avg. Up Month | 16.32% | 25.44% |
| Avg. Down Month | -11.15% | -11.26% |
| Win Days % | 49.66% | 50.42% |
| Win Month % | 50.0% | 29.41% |
| Win Week % | 55.88% | 52.05% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |