| Metric | 11783428:ethusd:triple_med_gx:lsma240_40 | 11783428:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 36.02% | -33.74% |
| Max Drawdown | -10.66% | -63.95% |
| Sharpe | 0.61 | -0.1 |
| Sortino | 1.02 | -0.13 |
| Payoff Ratio | 1.55 | 1.24 |
| Profit Factor | 1.24 | 0.98 |
| Common Sense Ratio | 1.65 | 0.96 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 28.09 | 3.03 |
| Outlier Loss Ratio | 5.38 | 3.14 |
| Volatility (ann.) | 13.47% | 35.62% |
| R^2 | 0.14 | 0.14 |
| Calmar | 3.2 | -0.51 |
| Skew | 2.9 | -0.26 |
| Kurtosis | 54.01 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.39% | -3.12% |
| Expected Yearly % | 16.63% | -18.6% |
| Kelly Criterion | 2.3% | 9.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.08% |
| Expected Shortfall (cVaR) | -1.14% | -3.08% |
| Year | 11783428:ETHUSD | 11783428:ethusd:triple_med_gx:lsma240_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 21.90 | -1.82 | + |
| 2025 | -24.66 | 11.59 | -0.47 | + |
| Metric | 11783428:ethusd:triple_med_gx:lsma240_40 | 11783428:ETHUSD |
|---|---|---|
| MTD | 1.81% | -0.81% |
| 3M | 9.58% | 21.99% |
| 6M | 16.3% | -30.79% |
| YTD | 11.59% | -24.66% |
| 1Y | 40.02% | -27.95% |
| 3Y (ann.) | 34.07% | -32.45% |
| 5Y (ann.) | 34.07% | -32.45% |
| Metric | 11783428:ethusd:triple_med_gx:lsma240_40 | 11783428:ETHUSD |
|---|---|---|
| Max Drawdown | -10.66% | -63.95% |
| Longest DD Days | 49.0 | 184.0 |
| Avg. Drawdown | -4.37% | -17.79% |
| Avg. Drawdown Days | 18.0 | 54.0 |
| Recovery Factor | 3.38 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-03-02 | -10.66 | 37 |
| 2024-12-24 | 2025-01-15 | -9.68 | 22 |
| 2024-11-12 | 2024-12-23 | -9.42 | 41 |
| 2024-09-30 | 2024-10-29 | -8.18 | 29 |
| 2025-03-03 | 2025-04-14 | -7.96 | 41 |
| 2025-05-14 | 2025-06-19 | -7.14 | 36 |
| 2024-10-29 | 2024-11-06 | -6.62 | 7 |
| 2025-01-16 | 2025-01-24 | -5.30 | 8 |
| 2024-06-11 | 2024-06-20 | -4.94 | 9 |
| 2024-07-11 | 2024-08-08 | -3.91 | 28 |
| Metric | 11783428:ethusd:triple_med_gx:lsma240_40 | 11783428:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -5.64% | -14.0% |
| Best Week | 9.43% | 27.26% |
| Worst Week | -7.51% | -20.52% |
| Best Month | 10.88% | 47.37% |
| Worst Month | -5.02% | -32.24% |
| Best Year | 21.9% | -12.05% |
| Worst Year | 11.59% | -24.66% |
| Avg. Up Day | 1.32% | 1.35% |
| Avg. Down Day | -0.85% | -1.09% |
| Avg. Up Week | 2.22% | 6.95% |
| Avg. Down Week | -2.5% | -9.12% |
| Avg. Up Month | 5.44% | 30.63% |
| Avg. Down Month | -3.41% | -14.97% |
| Win Days % | 40.66% | 49.84% |
| Win Month % | 76.92% | 23.08% |
| Win Week % | 65.79% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |