| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 23.69% | -47.53% |
| Max Drawdown | -13.77% | -53.58% |
| Sharpe | 1.06 | -0.77 |
| Sortino | 1.69 | -0.97 |
| Payoff Ratio | 1.09 | 1.1 |
| Profit Factor | 1.35 | 0.89 |
| Common Sense Ratio | 2.47 | 0.78 |
| CPC Index | 0.77 | 0.49 |
| Tail Ratio | 1.82 | 0.88 |
| Outlier Win Ratio | 19.58 | 3.21 |
| Outlier Loss Ratio | 5.05 | 2.91 |
| Volatility (ann.) | 28.74% | 70.49% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.19 | -1.03 |
| Skew | 1.12 | -1.18 |
| Kurtosis | 17.23 | 5.99 |
| Expected Daily % | 0.07% | -0.22% |
| Expected Monthly % | 2.15% | -6.25% |
| Expected Yearly % | 11.22% | -27.56% |
| Kelly Criterion | 8.05% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.39% | -6.22% |
| Expected Shortfall (cVaR) | -2.39% | -6.22% |
| Year | 11783401:ETHUSD | 11783401:ethusd:triple_med_gx:lsma200_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 30.30 | -2.57 | + |
| 2025 | -40.50 | -5.07 | 0.13 | + |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| MTD | 3.12% | -6.68% |
| 3M | -0.34% | -45.84% |
| 6M | 12.16% | -17.64% |
| YTD | -5.07% | -40.5% |
| 1Y | 23.69% | -47.53% |
| 3Y (ann.) | 30.21% | -55.1% |
| 5Y (ann.) | 30.21% | -55.1% |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Max Drawdown | -13.77% | -53.58% |
| Longest DD Days | 56.0 | 181.0 |
| Avg. Drawdown | -3.85% | -26.11% |
| Avg. Drawdown Days | 18.0 | 72.0 |
| Recovery Factor | 1.72 | -0.89 |
| Ulcer Index | inf | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-03-22 | -13.77 | 56 |
| 2024-11-13 | 2024-12-24 | -8.31 | 41 |
| 2024-10-31 | 2024-11-06 | -6.31 | 6 |
| 2024-09-24 | 2024-10-29 | -5.81 | 35 |
| 2024-12-26 | 2025-01-16 | -4.45 | 21 |
| 2025-01-17 | 2025-01-23 | -2.95 | 6 |
| 2024-06-16 | 2024-06-19 | -2.82 | 3 |
| 2024-08-10 | 2024-09-10 | -2.68 | 31 |
| 2024-07-11 | 2024-08-09 | -1.22 | 29 |
| 2024-09-20 | 2024-09-23 | -0.79 | 3 |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Best Day | 11.16% | 10.51% |
| Worst Day | -7.8% | -20.65% |
| Best Week | 9.34% | 16.68% |
| Worst Week | -7.87% | -22.77% |
| Best Month | 12.25% | 39.49% |
| Worst Month | -10.16% | -34.4% |
| Best Year | 30.3% | -11.81% |
| Worst Year | -5.07% | -40.5% |
| Avg. Up Day | 2.08% | 3.33% |
| Avg. Down Day | -1.92% | -3.04% |
| Avg. Up Week | 3.11% | 5.37% |
| Avg. Down Week | -3.5% | -9.04% |
| Avg. Up Month | 3.44% | 14.82% |
| Avg. Down Month | -10.16% | -34.4% |
| Win Days % | 52.13% | 50.68% |
| Win Month % | 90.0% | 30.0% |
| Win Week % | 60.0% | 52.27% |
| Win Quarter % | 75.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |