| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 16.03% | -15.9% |
| Max Drawdown | -32.17% | -63.76% |
| Sharpe | 0.52 | 0.2 |
| Sortino | 0.78 | 0.28 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.2 | 1.03 |
| Common Sense Ratio | 1.95 | 1.13 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.62 | 1.1 |
| Outlier Win Ratio | 30.57 | 2.83 |
| Outlier Loss Ratio | 3.97 | 2.97 |
| Volatility (ann.) | 25.55% | 72.0% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.33 | -0.18 |
| Skew | 0.26 | -0.44 |
| Kurtosis | 22.73 | 4.63 |
| Expected Daily % | 0.03% | -0.03% |
| Expected Monthly % | 0.83% | -0.96% |
| Expected Yearly % | 7.72% | -8.29% |
| Kelly Criterion | 5.06% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -6.16% |
| Expected Shortfall (cVaR) | -2.16% | -6.16% |
| Year | 11997473:ETHUSD | 11997473:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 42.12 | -3.57 | + |
| 2025 | -4.63 | -18.36 | 3.96 | - |
| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| MTD | -0.11% | -17.27% |
| 3M | -1.01% | -28.03% |
| 6M | -6.86% | 28.37% |
| YTD | -18.36% | -4.63% |
| 1Y | -21.67% | 1.69% |
| 3Y (ann.) | 10.69% | -11.16% |
| 5Y (ann.) | 10.69% | -11.16% |
| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| Max Drawdown | -32.17% | -63.76% |
| Longest DD Days | 344.0 | 234.0 |
| Avg. Drawdown | -5.17% | -22.9% |
| Avg. Drawdown Days | 61.0 | 74.0 |
| Recovery Factor | 0.5 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-17 | -32.17 | 344 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-08-10 | 2024-10-13 | -2.82 | 64 |
| 2024-11-11 | 2024-11-12 | -1.56 | 1 |
| 2024-10-14 | 2024-11-07 | -0.40 | 24 |
| 2024-06-12 | 2024-06-14 | -0.20 | 2 |
| 2024-06-15 | 2024-07-13 | -0.05 | 28 |
| 2024-07-17 | 2024-08-06 | -0.05 | 20 |
| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -9.59% | -20.65% |
| Best Week | 15.16% | 22.2% |
| Worst Week | -12.94% | -22.77% |
| Best Month | 23.47% | 54.15% |
| Worst Month | -9.97% | -34.4% |
| Best Year | 42.12% | -4.63% |
| Worst Year | -18.36% | -11.81% |
| Avg. Up Day | 2.58% | 2.93% |
| Avg. Down Day | -2.17% | -2.56% |
| Avg. Up Week | 6.25% | 9.95% |
| Avg. Down Week | -4.24% | -5.51% |
| Avg. Up Month | 6.17% | 22.83% |
| Avg. Down Month | -4.64% | -7.34% |
| Win Days % | 48.45% | 50.56% |
| Win Month % | 55.56% | 33.33% |
| Win Week % | 46.67% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 50.0% | 0.0% |