| Metric | 11783408:ethusd:triple_med_gx:lsma225_40 | 11783408:ETHUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 31.5% | -33.74% |
| Max Drawdown | -10.31% | -63.95% |
| Sharpe | 0.55 | -0.1 |
| Sortino | 0.91 | -0.13 |
| Payoff Ratio | 1.47 | 1.19 |
| Profit Factor | 1.22 | 0.98 |
| Common Sense Ratio | 1.5 | 0.96 |
| CPC Index | 0.74 | 0.59 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 28.38 | 3.0 |
| Outlier Loss Ratio | 5.13 | 3.2 |
| Volatility (ann.) | 13.55% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.89 | -0.51 |
| Skew | 2.9 | -0.26 |
| Kurtosis | 52.41 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.13% | -3.12% |
| Expected Yearly % | 14.67% | -18.6% |
| Kelly Criterion | 1.48% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.08% |
| Expected Shortfall (cVaR) | -1.15% | -3.08% |
| Year | 11783408:ETHUSD | 11783408:ethusd:triple_med_gx:lsma225_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 28.39 | -2.36 | + |
| 2025 | -24.66 | 2.42 | -0.10 | + |
| Metric | 11783408:ethusd:triple_med_gx:lsma225_40 | 11783408:ETHUSD |
|---|---|---|
| MTD | -3.91% | -0.81% |
| 3M | 2.98% | 21.99% |
| 6M | 6.71% | -30.79% |
| YTD | 2.42% | -24.66% |
| 1Y | 33.81% | -27.95% |
| 3Y (ann.) | 29.82% | -32.45% |
| 5Y (ann.) | 29.82% | -32.45% |
| Metric | 11783408:ethusd:triple_med_gx:lsma225_40 | 11783408:ETHUSD |
|---|---|---|
| Max Drawdown | -10.31% | -63.95% |
| Longest DD Days | 78.0 | 184.0 |
| Avg. Drawdown | -3.62% | -17.79% |
| Avg. Drawdown Days | 17.0 | 54.0 |
| Recovery Factor | 3.05 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-03-02 | -10.31 | 37 |
| 2024-11-12 | 2025-01-15 | -9.94 | 64 |
| 2025-03-03 | 2025-05-21 | -9.78 | 78 |
| 2025-05-24 | 2025-06-19 | -8.92 | 26 |
| 2024-10-29 | 2024-11-06 | -6.59 | 7 |
| 2025-01-16 | 2025-01-24 | -5.30 | 8 |
| 2024-09-30 | 2024-10-28 | -4.86 | 28 |
| 2024-06-15 | 2024-06-19 | -3.83 | 3 |
| 2024-08-09 | 2024-09-09 | -3.53 | 31 |
| 2024-09-17 | 2024-09-27 | -3.26 | 9 |
| Metric | 11783408:ethusd:triple_med_gx:lsma225_40 | 11783408:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -5.64% | -14.0% |
| Best Week | 9.32% | 27.26% |
| Worst Week | -3.91% | -20.52% |
| Best Month | 9.42% | 47.37% |
| Worst Month | -4.82% | -32.24% |
| Best Year | 28.39% | -12.05% |
| Worst Year | 2.42% | -24.66% |
| Avg. Up Day | 1.34% | 1.38% |
| Avg. Down Day | -0.91% | -1.16% |
| Avg. Up Week | 2.88% | 6.35% |
| Avg. Down Week | -2.49% | -10.11% |
| Avg. Up Month | 6.14% | 30.63% |
| Avg. Down Month | -2.61% | -9.48% |
| Win Days % | 41.32% | 49.84% |
| Win Month % | 69.23% | 23.08% |
| Win Week % | 60.0% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |