| Metric | 11779311:ethusd:triple_med_gx:lsma210_30 | 11779311:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 29.1% | -33.55% |
| Max Drawdown | -27.79% | -63.95% |
| Sharpe | 0.39 | -0.09 |
| Sortino | 0.6 | -0.13 |
| Payoff Ratio | 1.25 | 1.01 |
| Profit Factor | 1.12 | 0.99 |
| Common Sense Ratio | 1.32 | 0.97 |
| CPC Index | 0.64 | 0.49 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 16.07 | 3.42 |
| Outlier Loss Ratio | 4.13 | 3.76 |
| Volatility (ann.) | 21.63% | 35.59% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.99 | -0.5 |
| Skew | 1.6 | -0.26 |
| Kurtosis | 30.21 | 8.18 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 1.98% | -3.1% |
| Expected Yearly % | 13.62% | -18.49% |
| Kelly Criterion | 1.98% | 0.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -3.07% |
| Expected Shortfall (cVaR) | -1.84% | -3.07% |
| Year | 11779311:ETHUSD | 11779311:ethusd:triple_med_gx:lsma210_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 7.02 | -0.58 | + |
| 2025 | -24.45 | 20.63 | -0.84 | + |
| Metric | 11779311:ethusd:triple_med_gx:lsma210_30 | 11779311:ETHUSD |
|---|---|---|
| MTD | -8.32% | -0.52% |
| 3M | 19.41% | 22.34% |
| 6M | 15.91% | -30.59% |
| YTD | 20.63% | -24.45% |
| 1Y | 26.87% | -29.31% |
| 3Y (ann.) | 27.48% | -32.2% |
| 5Y (ann.) | 27.48% | -32.2% |
| Metric | 11779311:ethusd:triple_med_gx:lsma210_30 | 11779311:ETHUSD |
|---|---|---|
| Max Drawdown | -27.79% | -63.95% |
| Longest DD Days | 163.0 | 185.0 |
| Avg. Drawdown | -6.7% | -17.79% |
| Avg. Drawdown Days | 19.0 | 54.0 |
| Recovery Factor | 1.05 | -0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-05-10 | -27.79 | 99 |
| 2024-06-17 | 2024-11-27 | -26.94 | 163 |
| 2024-12-19 | 2025-01-15 | -16.30 | 27 |
| 2025-05-23 | 2025-06-20 | -14.71 | 27 |
| 2025-05-11 | 2025-05-13 | -4.76 | 2 |
| 2025-05-21 | 2025-05-22 | -4.65 | 0 |
| 2025-05-14 | 2025-05-19 | -4.51 | 5 |
| 2025-01-16 | 2025-01-17 | -4.17 | 1 |
| 2024-06-14 | 2024-06-15 | -3.79 | 0 |
| 2025-01-22 | 2025-01-23 | -3.43 | 1 |
| Metric | 11779311:ethusd:triple_med_gx:lsma210_30 | 11779311:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.24% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 19.58% | 27.26% |
| Worst Week | -11.5% | -20.52% |
| Best Month | 39.15% | 47.37% |
| Worst Month | -17.68% | -32.24% |
| Best Year | 20.63% | -12.05% |
| Worst Year | 7.02% | -24.45% |
| Avg. Up Day | 1.51% | 1.53% |
| Avg. Down Day | -1.21% | -1.52% |
| Avg. Up Week | 5.74% | 7.94% |
| Avg. Down Week | -5.24% | -10.78% |
| Avg. Up Month | 19.49% | 30.63% |
| Avg. Down Month | -10.21% | -12.48% |
| Win Days % | 45.55% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 60.47% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |