| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 18.63% | -7.78% |
| Max Drawdown | -28.82% | -63.76% |
| Sharpe | 0.54 | 0.29 |
| Sortino | 0.79 | 0.4 |
| Payoff Ratio | 1.24 | 0.98 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.52 | 1.15 |
| CPC Index | 0.66 | 0.52 |
| Tail Ratio | 1.31 | 1.1 |
| Outlier Win Ratio | 20.14 | 3.06 |
| Outlier Loss Ratio | 4.38 | 2.95 |
| Volatility (ann.) | 31.55% | 72.04% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.44 | -0.09 |
| Skew | -0.21 | -0.43 |
| Kurtosis | 20.2 | 4.71 |
| Expected Daily % | 0.03% | -0.02% |
| Expected Monthly % | 0.95% | -0.45% |
| Expected Yearly % | 8.92% | -3.97% |
| Kelly Criterion | 2.31% | 0.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.67% | -6.15% |
| Expected Shortfall (cVaR) | -2.67% | -6.15% |
| Year | 11786701:ETHUSD | 11786701:ethusd:triple_med_gx:lsma280_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 22.37 | -1.89 | + |
| 2025 | 4.57 | -3.06 | -0.67 | - |
| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -2.33% | 1.38% |
| 6M | 18.14% | 89.18% |
| YTD | -3.06% | 4.57% |
| 1Y | 19.36% | 43.03% |
| 3Y (ann.) | 12.71% | -5.52% |
| 5Y (ann.) | 12.71% | -5.52% |
| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| Max Drawdown | -28.82% | -63.76% |
| Longest DD Days | 251.0 | 234.0 |
| Avg. Drawdown | -6.94% | -21.96% |
| Avg. Drawdown Days | 47.0 | 72.0 |
| Recovery Factor | 0.65 | -0.12 |
| Ulcer Index | 1.01 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-10-03 | -28.82 | 251 |
| 2025-10-04 | 2025-11-04 | -9.59 | 31 |
| 2024-08-10 | 2024-11-12 | -8.85 | 94 |
| 2024-11-13 | 2024-12-11 | -8.24 | 28 |
| 2025-01-12 | 2025-01-18 | -6.90 | 6 |
| 2025-01-23 | 2025-01-24 | -3.17 | 1 |
| 2024-06-21 | 2024-08-09 | -3.00 | 49 |
| 2024-12-13 | 2024-12-24 | -0.49 | 11 |
| 2024-06-16 | 2024-06-17 | -0.18 | 1 |
| 2025-01-21 | 2025-01-22 | -0.18 | 1 |
| Metric | 11786701:ethusd:triple_med_gx:lsma280_45 | 11786701:ETHUSD |
|---|---|---|
| Best Day | 9.94% | 16.74% |
| Worst Day | -14.19% | -20.65% |
| Best Week | 21.64% | 22.2% |
| Worst Week | -11.11% | -22.77% |
| Best Month | 18.36% | 54.15% |
| Worst Month | -12.56% | -34.4% |
| Best Year | 22.37% | 4.57% |
| Worst Year | -3.06% | -11.81% |
| Avg. Up Day | 2.61% | 3.12% |
| Avg. Down Day | -2.1% | -3.2% |
| Avg. Up Week | 5.14% | 6.75% |
| Avg. Down Week | -3.24% | -8.16% |
| Avg. Up Month | 5.72% | 29.76% |
| Avg. Down Month | -5.77% | -9.82% |
| Win Days % | 45.86% | 50.86% |
| Win Month % | 64.71% | 33.33% |
| Win Week % | 44.9% | 52.63% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |