| Metric | 11997449:ethusd:triple_med_gx:lsma85_145 | 11997449:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -8.23% | -45.61% |
| Max Drawdown | -28.56% | -54.74% |
| Sharpe | -0.03 | -0.36 |
| Sortino | -0.03 | -0.48 |
| Payoff Ratio | 0.9 | 0.87 |
| Profit Factor | 0.99 | 0.94 |
| Common Sense Ratio | 1.14 | 0.91 |
| CPC Index | 0.46 | 0.41 |
| Tail Ratio | 1.15 | 0.97 |
| Outlier Win Ratio | 20.7 | 3.08 |
| Outlier Loss Ratio | 2.89 | 3.52 |
| Volatility (ann.) | 20.39% | 34.95% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.35 | -0.96 |
| Skew | -1.92 | -0.55 |
| Kurtosis | 51.81 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -0.85% | -5.91% |
| Expected Yearly % | -4.2% | -26.25% |
| Kelly Criterion | -2.72% | -8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.04% |
| Expected Shortfall (cVaR) | -1.76% | -3.04% |
| Year | 11997449:ETHUSD | 11997449:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 5.86 | -0.49 | + |
| 2025 | -38.16 | -13.31 | 0.35 | + |
| Metric | 11997449:ethusd:triple_med_gx:lsma85_145 | 11997449:ETHUSD |
|---|---|---|
| MTD | -14.61% | -7.9% |
| 3M | -13.31% | -39.74% |
| 6M | -3.53% | -22.19% |
| YTD | -13.31% | -38.16% |
| 1Y | -8.23% | -45.61% |
| 3Y (ann.) | -9.98% | -52.57% |
| 5Y (ann.) | -9.98% | -52.57% |
| Metric | 11997449:ethusd:triple_med_gx:lsma85_145 | 11997449:ETHUSD |
|---|---|---|
| Max Drawdown | -28.56% | -54.74% |
| Longest DD Days | 99.0 | 182.0 |
| Avg. Drawdown | -6.4% | -16.47% |
| Avg. Drawdown Days | 21.0 | 42.0 |
| Recovery Factor | -0.29 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -28.56 | 99 |
| 2024-08-02 | 2024-11-07 | -24.34 | 97 |
| 2024-06-09 | 2024-07-14 | -8.45 | 35 |
| 2024-12-01 | 2024-12-04 | -4.28 | 2 |
| 2024-11-28 | 2024-11-30 | -1.86 | 1 |
| 2024-11-30 | 2024-11-30 | -1.08 | 0 |
| 2024-12-01 | 2024-12-01 | -0.58 | 0 |
| 2024-11-09 | 2024-11-09 | -0.51 | 0 |
| 2024-11-08 | 2024-11-08 | -0.29 | 0 |
| 2024-06-08 | 2024-06-09 | -0.24 | 1 |
| Metric | 11997449:ethusd:triple_med_gx:lsma85_145 | 11997449:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 18.66% | 18.08% |
| Worst Week | -13.9% | -20.52% |
| Best Month | 28.75% | 47.37% |
| Worst Month | -14.61% | -32.24% |
| Best Year | 5.86% | -12.05% |
| Worst Year | -13.31% | -38.16% |
| Avg. Up Day | 1.4% | 1.4% |
| Avg. Down Day | -1.55% | -1.61% |
| Avg. Up Week | 5.93% | 8.2% |
| Avg. Down Week | -7.13% | -7.21% |
| Avg. Up Month | 15.67% | 25.44% |
| Avg. Down Month | -8.04% | -8.98% |
| Win Days % | 51.34% | 49.37% |
| Win Month % | 40.0% | 20.0% |
| Win Week % | 52.38% | 47.73% |
| Win Quarter % | 25.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |