| Metric | 11997457:ethusd:triple_med_gx:lsma90_145 | 11997457:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -11.22% | -45.61% |
| Max Drawdown | -35.8% | -54.74% |
| Sharpe | -0.08 | -0.36 |
| Sortino | -0.1 | -0.48 |
| Payoff Ratio | 0.91 | 0.9 |
| Profit Factor | 0.97 | 0.94 |
| Common Sense Ratio | 1.11 | 0.91 |
| CPC Index | 0.45 | 0.42 |
| Tail Ratio | 1.14 | 0.97 |
| Outlier Win Ratio | 22.16 | 3.14 |
| Outlier Loss Ratio | 2.9 | 3.61 |
| Volatility (ann.) | 20.29% | 34.95% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.38 | -0.96 |
| Skew | -1.96 | -0.55 |
| Kurtosis | 52.95 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -1.18% | -5.91% |
| Expected Yearly % | -5.78% | -26.25% |
| Kelly Criterion | -3.42% | -6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -3.04% |
| Expected Shortfall (cVaR) | -1.75% | -3.04% |
| Year | 11997457:ETHUSD | 11997457:ethusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 11.82 | -0.98 | + |
| 2025 | -38.16 | -20.60 | 0.54 | + |
| Metric | 11997457:ethusd:triple_med_gx:lsma90_145 | 11997457:ETHUSD |
|---|---|---|
| MTD | -16.97% | -7.9% |
| 3M | -20.6% | -39.74% |
| 6M | -7.8% | -22.19% |
| YTD | -20.6% | -38.16% |
| 1Y | -11.22% | -45.61% |
| 3Y (ann.) | -13.56% | -52.57% |
| 5Y (ann.) | -13.56% | -52.57% |
| Metric | 11997457:ethusd:triple_med_gx:lsma90_145 | 11997457:ETHUSD |
|---|---|---|
| Max Drawdown | -35.8% | -54.74% |
| Longest DD Days | 110.0 | 182.0 |
| Avg. Drawdown | -5.92% | -16.47% |
| Avg. Drawdown Days | 19.0 | 42.0 |
| Recovery Factor | -0.31 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-03-26 | -35.80 | 110 |
| 2024-08-03 | 2024-11-07 | -23.50 | 95 |
| 2024-06-09 | 2024-07-14 | -8.45 | 35 |
| 2024-12-01 | 2024-12-04 | -4.28 | 2 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 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 |
| 2024-11-29 | 2024-11-30 | -0.28 | 0 |
| Metric | 11997457:ethusd:triple_med_gx:lsma90_145 | 11997457:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 20.98% | 18.08% |
| Worst Week | -13.9% | -20.52% |
| Best Month | 34.02% | 47.37% |
| Worst Month | -16.97% | -32.24% |
| Best Year | 11.82% | -12.05% |
| Worst Year | -20.6% | -38.16% |
| Avg. Up Day | 1.43% | 1.44% |
| Avg. Down Day | -1.58% | -1.59% |
| Avg. Up Week | 5.06% | 7.52% |
| Avg. Down Week | -7.65% | -6.69% |
| Avg. Up Month | 18.05% | 25.44% |
| Avg. Down Month | -11.05% | -10.11% |
| Win Days % | 50.81% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 60.0% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |