| Metric | 11779288:ethusd:triple_med_gx:lsma170_30 | 11779288:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 18.98% | -33.74% |
| Max Drawdown | -23.43% | -63.95% |
| Sharpe | 0.31 | -0.1 |
| Sortino | 0.5 | -0.13 |
| Payoff Ratio | 1.34 | 1.06 |
| Profit Factor | 1.12 | 0.98 |
| Common Sense Ratio | 1.23 | 0.96 |
| CPC Index | 0.65 | 0.52 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 23.27 | 3.2 |
| Outlier Loss Ratio | 4.02 | 3.43 |
| Volatility (ann.) | 18.82% | 35.62% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.77 | -0.51 |
| Skew | 2.45 | -0.26 |
| Kurtosis | 49.84 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.35% | -3.12% |
| Expected Yearly % | 9.08% | -18.6% |
| Kelly Criterion | 0.67% | 2.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -3.08% |
| Expected Shortfall (cVaR) | -1.6% | -3.08% |
| Year | 11779288:ETHUSD | 11779288:ethusd:triple_med_gx:lsma170_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -3.69 | 0.31 | + |
| 2025 | -24.66 | 23.54 | -0.95 | + |
| Metric | 11779288:ethusd:triple_med_gx:lsma170_30 | 11779288:ETHUSD |
|---|---|---|
| MTD | -8.28% | -0.81% |
| 3M | 21.31% | 21.99% |
| 6M | 18.71% | -30.79% |
| YTD | 23.54% | -24.66% |
| 1Y | 19.01% | -27.95% |
| 3Y (ann.) | 18.01% | -32.45% |
| 5Y (ann.) | 18.01% | -32.45% |
| Metric | 11779288:ethusd:triple_med_gx:lsma170_30 | 11779288:ETHUSD |
|---|---|---|
| Max Drawdown | -23.43% | -63.95% |
| Longest DD Days | 217.0 | 184.0 |
| Avg. Drawdown | -7.28% | -17.79% |
| Avg. Drawdown Days | 34.0 | 54.0 |
| Recovery Factor | 0.81 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-01-15 | -23.43 | 217 |
| 2025-01-30 | 2025-05-09 | -23.21 | 98 |
| 2025-06-11 | 2025-06-19 | -8.98 | 8 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2025-05-14 | 2025-05-19 | -4.51 | 5 |
| 2025-01-16 | 2025-01-30 | -4.47 | 14 |
| 2025-05-20 | 2025-05-21 | -2.42 | 0 |
| 2025-05-09 | 2025-05-10 | -0.22 | 0 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2024-06-12 | 2024-06-12 | -0.18 | 0 |
| Metric | 11779288:ethusd:triple_med_gx:lsma170_30 | 11779288:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.24% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 19.58% | 27.26% |
| Worst Week | -11.18% | -20.52% |
| Best Month | 42.05% | 47.37% |
| Worst Month | -11.18% | -32.24% |
| Best Year | 23.54% | -12.05% |
| Worst Year | -3.69% | -24.66% |
| Avg. Up Day | 1.57% | 1.59% |
| Avg. Down Day | -1.17% | -1.5% |
| Avg. Up Week | 6.49% | 8.75% |
| Avg. Down Week | -5.42% | -9.62% |
| Avg. Up Month | 42.05% | 41.0% |
| Avg. Down Month | -8.12% | -12.54% |
| Win Days % | 43.15% | 49.84% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 61.29% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |