| Metric | 11783392:ethusd:triple_med_gx:lsma175_40 | 11783392:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 16.94% | -33.74% |
| Max Drawdown | -15.25% | -63.95% |
| Sharpe | 0.33 | -0.1 |
| Sortino | 0.49 | -0.13 |
| Payoff Ratio | 1.27 | 1.14 |
| Profit Factor | 1.12 | 0.98 |
| Common Sense Ratio | 1.57 | 0.96 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.4 | 0.98 |
| Outlier Win Ratio | 26.91 | 3.0 |
| Outlier Loss Ratio | 4.75 | 3.27 |
| Volatility (ann.) | 14.25% | 35.62% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.05 | -0.51 |
| Skew | 1.04 | -0.26 |
| Kurtosis | 44.68 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.21% | -3.12% |
| Expected Yearly % | 8.14% | -18.6% |
| Kelly Criterion | -1.67% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.08% |
| Expected Shortfall (cVaR) | -1.21% | -3.08% |
| Year | 11783392:ETHUSD | 11783392:ethusd:triple_med_gx:lsma175_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 15.24 | -1.26 | + |
| 2025 | -24.66 | 1.48 | -0.06 | + |
| Metric | 11783392:ethusd:triple_med_gx:lsma175_40 | 11783392:ETHUSD |
|---|---|---|
| MTD | -4.48% | -0.81% |
| 3M | 1.48% | 21.99% |
| 6M | 6.54% | -30.79% |
| YTD | 1.48% | -24.66% |
| 1Y | 17.33% | -27.95% |
| 3Y (ann.) | 16.09% | -32.45% |
| 5Y (ann.) | 16.09% | -32.45% |
| Metric | 11783392:ethusd:triple_med_gx:lsma175_40 | 11783392:ETHUSD |
|---|---|---|
| Max Drawdown | -15.25% | -63.95% |
| Longest DD Days | 132.0 | 184.0 |
| Avg. Drawdown | -3.35% | -17.79% |
| Avg. Drawdown Days | 19.0 | 54.0 |
| Recovery Factor | 1.11 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-07 | 2025-06-19 | -15.25 | 132 |
| 2024-11-12 | 2025-01-24 | -13.09 | 73 |
| 2024-09-17 | 2024-10-29 | -8.23 | 41 |
| 2024-10-29 | 2024-11-11 | -6.59 | 12 |
| 2024-06-15 | 2024-06-19 | -3.83 | 3 |
| 2024-08-09 | 2024-09-08 | -3.53 | 30 |
| 2024-09-11 | 2024-09-17 | -2.96 | 6 |
| 2025-01-31 | 2025-02-07 | -2.63 | 6 |
| 2024-06-26 | 2024-07-09 | -2.60 | 13 |
| 2024-07-09 | 2024-07-10 | -0.99 | 0 |
| Metric | 11783392:ethusd:triple_med_gx:lsma175_40 | 11783392:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -5.98% | -14.0% |
| Best Week | 5.66% | 27.26% |
| Worst Week | -8.04% | -20.52% |
| Best Month | 9.77% | 47.37% |
| Worst Month | -11.08% | -32.24% |
| Best Year | 15.24% | -12.05% |
| Worst Year | 1.48% | -24.66% |
| Avg. Up Day | 1.27% | 1.3% |
| Avg. Down Day | -1.0% | -1.15% |
| Avg. Up Week | 1.8% | 6.09% |
| Avg. Down Week | -3.74% | -11.07% |
| Avg. Up Month | 5.01% | 30.63% |
| Avg. Down Month | -5.08% | -9.48% |
| Win Days % | 43.03% | 49.84% |
| Win Month % | 69.23% | 23.08% |
| Win Week % | 59.46% | 48.21% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |