| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 16.03% | -15.9% |
| Max Drawdown | -33.56% | -63.95% |
| Sharpe | 0.25 | 0.09 |
| Sortino | 0.36 | 0.13 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.1 | 1.01 |
| Common Sense Ratio | 1.92 | 0.97 |
| CPC Index | 0.58 | 0.54 |
| Tail Ratio | 1.74 | 0.95 |
| Outlier Win Ratio | 32.78 | 3.04 |
| Outlier Loss Ratio | 3.4 | 3.27 |
| Volatility (ann.) | 14.12% | 34.91% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.32 | -0.17 |
| Skew | -0.23 | -0.08 |
| Kurtosis | 54.56 | 7.74 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 0.83% | -0.96% |
| Expected Yearly % | 7.72% | -8.29% |
| Kelly Criterion | 0.88% | 3.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.0% |
| Expected Shortfall (cVaR) | -1.21% | -3.0% |
| Year | 11997473:ETHUSD | 11997473:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 42.12 | -3.50 | + |
| 2025 | -4.37 | -18.36 | 4.20 | - |
| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| MTD | -0.11% | -17.21% |
| 3M | -1.01% | -28.03% |
| 6M | -6.86% | 28.61% |
| YTD | -18.36% | -4.37% |
| 1Y | -21.67% | 1.62% |
| 3Y (ann.) | 10.69% | -11.16% |
| 5Y (ann.) | 10.69% | -11.16% |
| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| Max Drawdown | -33.56% | -63.95% |
| Longest DD Days | 345.0 | 235.0 |
| Avg. Drawdown | -4.77% | -15.28% |
| Avg. Drawdown Days | 38.0 | 44.0 |
| Recovery Factor | 0.48 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-11-17 | -33.56 | 345 |
| 2024-07-16 | 2024-08-08 | -7.26 | 23 |
| 2024-06-12 | 2024-07-13 | -6.53 | 31 |
| 2024-08-09 | 2024-10-12 | -3.84 | 64 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-10-13 | 2024-11-07 | -1.09 | 25 |
| 2024-11-09 | 2024-11-09 | -0.51 | 0 |
| 2024-07-14 | 2024-07-14 | -0.39 | 0 |
| Metric | 11997473:ethusd:triple_med_gx:lsma115_145 | 11997473:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 13.68% | 27.26% |
| Worst Week | -9.83% | -20.52% |
| Best Month | 23.47% | 48.75% |
| Worst Month | -10.54% | -32.24% |
| Best Year | 42.12% | -4.37% |
| Worst Year | -18.36% | -12.05% |
| Avg. Up Day | 1.38% | 1.39% |
| Avg. Down Day | -1.28% | -1.32% |
| Avg. Up Week | 4.08% | 7.96% |
| Avg. Down Week | -3.85% | -6.9% |
| Avg. Up Month | 5.86% | 31.88% |
| Avg. Down Month | -4.86% | -7.95% |
| Win Days % | 48.49% | 50.44% |
| Win Month % | 61.11% | 27.78% |
| Win Week % | 57.14% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 50.0% | 0.0% |