| Metric | 11765643:ethusd:triple_med_gx:lsma135_40 | 11765643:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 27.52% | -58.12% |
| Max Drawdown | -26.04% | -63.26% |
| Sharpe | 0.88 | -1.06 |
| Sortino | 1.34 | -1.45 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.27 | 0.86 |
| Common Sense Ratio | 1.65 | 0.78 |
| CPC Index | 0.76 | 0.45 |
| Tail Ratio | 1.3 | 0.91 |
| Outlier Win Ratio | 17.12 | 3.87 |
| Outlier Loss Ratio | 3.42 | 3.02 |
| Volatility (ann.) | 41.69% | 70.8% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.24 | -1.0 |
| Skew | 0.24 | 0.16 |
| Kurtosis | 15.53 | 2.76 |
| Expected Daily % | 0.08% | -0.27% |
| Expected Monthly % | 2.23% | -7.61% |
| Expected Yearly % | 12.92% | -35.28% |
| Kelly Criterion | 10.0% | 1.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.49% | -6.3% |
| Expected Shortfall (cVaR) | -3.49% | -6.3% |
| Year | 11765643:ETHUSD | 11765643:ethusd:triple_med_gx:lsma135_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | 47.95 | -3.79 | + |
| 2025 | -52.05 | -13.81 | 0.27 | + |
| Metric | 11765643:ethusd:triple_med_gx:lsma135_40 | 11765643:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.35% |
| 3M | -13.81% | -51.11% |
| 6M | 14.27% | -34.52% |
| YTD | -13.81% | -52.05% |
| 1Y | 27.52% | -58.12% |
| 3Y (ann.) | 32.42% | -63.41% |
| 5Y (ann.) | 32.42% | -63.41% |
| Metric | 11765643:ethusd:triple_med_gx:lsma135_40 | 11765643:ETHUSD |
|---|---|---|
| Max Drawdown | -26.04% | -63.26% |
| Longest DD Days | 125.0 | 183.0 |
| Avg. Drawdown | -4.84% | -26.77% |
| Avg. Drawdown Days | 20.0 | 78.0 |
| Recovery Factor | 1.06 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-13 | -26.04 | 125 |
| 2024-07-22 | 2024-11-07 | -10.23 | 108 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2024-07-07 | 2024-07-10 | -4.45 | 3 |
| 2024-07-16 | 2024-07-19 | -2.82 | 3 |
| 2024-11-26 | 2024-11-27 | -2.68 | 1 |
| 2024-12-02 | 2024-12-04 | -2.50 | 2 |
| 2024-11-28 | 2024-11-30 | -2.15 | 2 |
| 2024-12-05 | 2024-12-06 | -1.43 | 1 |
| 2024-11-24 | 2024-11-25 | -0.95 | 1 |
| Metric | 11765643:ethusd:triple_med_gx:lsma135_40 | 11765643:ETHUSD |
|---|---|---|
| Best Day | 13.68% | 14.6% |
| Worst Day | -14.77% | -14.77% |
| Best Week | 11.82% | 18.08% |
| Worst Week | -10.7% | -20.52% |
| Best Month | 35.8% | 47.37% |
| Worst Month | -12.29% | -32.24% |
| Best Year | 47.95% | -12.66% |
| Worst Year | -13.81% | -52.05% |
| Avg. Up Day | 2.98% | 2.98% |
| Avg. Down Day | -2.55% | -2.77% |
| Avg. Up Week | 7.19% | 8.42% |
| Avg. Down Week | -4.06% | -8.92% |
| Avg. Up Month | 35.8% | 47.37% |
| Avg. Down Month | -5.47% | -20.3% |
| Win Days % | 51.52% | 49.05% |
| Win Month % | 50.0% | 18.18% |
| Win Week % | 50.0% | 44.68% |
| Win Quarter % | 66.67% | 20.0% |
| Win Year % | 50.0% | 0.0% |