| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 23.77% | -33.74% |
| Max Drawdown | -15.94% | -63.95% |
| Sharpe | 0.44 | -0.1 |
| Sortino | 0.7 | -0.13 |
| Payoff Ratio | 1.42 | 1.25 |
| Profit Factor | 1.17 | 0.98 |
| Common Sense Ratio | 1.41 | 0.96 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 28.35 | 3.0 |
| Outlier Loss Ratio | 4.92 | 3.2 |
| Volatility (ann.) | 13.83% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.41 | -0.51 |
| Skew | 2.46 | -0.26 |
| Kurtosis | 50.68 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.65% | -3.12% |
| Expected Yearly % | 11.25% | -18.6% |
| Kelly Criterion | -0.06% | 9.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -3.08% |
| Expected Shortfall (cVaR) | -1.17% | -3.08% |
| Year | 11783401:ETHUSD | 11783401:ethusd:triple_med_gx:lsma200_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 30.30 | -2.51 | + |
| 2025 | -24.66 | -5.01 | 0.20 | + |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| MTD | -4.05% | -0.81% |
| 3M | 0.06% | 21.99% |
| 6M | -0.28% | -30.79% |
| YTD | -5.01% | -24.66% |
| 1Y | 25.94% | -27.95% |
| 3Y (ann.) | 22.53% | -32.45% |
| 5Y (ann.) | 22.53% | -32.45% |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Max Drawdown | -15.94% | -63.95% |
| Longest DD Days | 146.0 | 184.0 |
| Avg. Drawdown | -3.49% | -17.79% |
| Avg. Drawdown Days | 17.0 | 54.0 |
| Recovery Factor | 1.49 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-19 | -15.94 | 146 |
| 2024-11-12 | 2024-12-24 | -9.49 | 42 |
| 2024-12-24 | 2025-01-15 | -9.02 | 21 |
| 2024-10-29 | 2024-11-06 | -6.59 | 7 |
| 2024-09-23 | 2024-10-29 | -6.28 | 35 |
| 2025-01-16 | 2025-01-24 | -5.30 | 8 |
| 2024-06-15 | 2024-06-19 | -3.83 | 3 |
| 2024-08-09 | 2024-09-09 | -3.53 | 31 |
| 2024-09-17 | 2024-09-23 | -3.08 | 5 |
| 2024-07-11 | 2024-08-08 | -2.78 | 28 |
| Metric | 11783401:ethusd:triple_med_gx:lsma200_40 | 11783401:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -5.67% | -14.0% |
| Best Week | 9.32% | 27.26% |
| Worst Week | -8.04% | -20.52% |
| Best Month | 12.25% | 47.37% |
| Worst Month | -10.32% | -32.24% |
| Best Year | 30.3% | -12.05% |
| Worst Year | -5.01% | -24.66% |
| Avg. Up Day | 1.34% | 1.38% |
| Avg. Down Day | -0.95% | -1.1% |
| Avg. Up Week | 2.2% | 6.47% |
| Avg. Down Week | -2.72% | -9.83% |
| Avg. Up Month | 7.0% | 30.63% |
| Avg. Down Month | -4.93% | -9.48% |
| Win Days % | 41.32% | 49.84% |
| Win Month % | 69.23% | 23.08% |
| Win Week % | 58.82% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |