| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -14.01% | -7.78% |
| Max Drawdown | -35.87% | -63.76% |
| Sharpe | -0.34 | 0.29 |
| Sortino | -0.45 | 0.4 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 0.88 | 1.05 |
| Common Sense Ratio | 0.88 | 1.15 |
| CPC Index | 0.37 | 0.52 |
| Tail Ratio | 1.0 | 1.1 |
| Outlier Win Ratio | 34.28 | 2.53 |
| Outlier Loss Ratio | 4.88 | 2.73 |
| Volatility (ann.) | 23.17% | 72.04% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.28 | -0.09 |
| Skew | -1.13 | -0.43 |
| Kurtosis | 41.04 | 4.71 |
| Expected Daily % | -0.03% | -0.02% |
| Expected Monthly % | -0.83% | -0.45% |
| Expected Yearly % | -7.27% | -3.97% |
| Kelly Criterion | -16.73% | 0.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -6.15% |
| Expected Shortfall (cVaR) | -2.02% | -6.15% |
| Year | 11789712:ETHUSD | 11789712:ethusd:triple_med_gx:lsma80_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 9.96 | -0.84 | + |
| 2025 | 4.57 | -21.79 | -4.77 | - |
| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| MTD | -6.11% | -9.29% |
| 3M | -0.37% | 1.38% |
| 6M | 2.31% | 89.18% |
| YTD | -21.79% | 4.57% |
| 1Y | -16.86% | 43.03% |
| 3Y (ann.) | -10.03% | -5.52% |
| 5Y (ann.) | -10.03% | -5.52% |
| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| Max Drawdown | -35.87% | -63.76% |
| Longest DD Days | 290.0 | 234.0 |
| Avg. Drawdown | -8.04% | -21.96% |
| Avg. Drawdown Days | 68.0 | 72.0 |
| Recovery Factor | -0.39 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-11-04 | -35.87 | 290 |
| 2024-08-26 | 2025-01-16 | -13.79 | 143 |
| 2024-06-20 | 2024-07-09 | -3.92 | 19 |
| 2024-07-28 | 2024-08-08 | -1.48 | 11 |
| 2024-07-10 | 2024-07-24 | -0.83 | 14 |
| 2024-06-16 | 2024-06-17 | -0.18 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 11789712:ethusd:triple_med_gx:lsma80_50 | 11789712:ETHUSD |
|---|---|---|
| Best Day | 10.63% | 16.74% |
| Worst Day | -12.49% | -20.65% |
| Best Week | 14.19% | 22.2% |
| Worst Week | -15.56% | -22.77% |
| Best Month | 10.29% | 54.15% |
| Worst Month | -15.76% | -34.4% |
| Best Year | 9.96% | 4.57% |
| Worst Year | -21.79% | -11.81% |
| Avg. Up Day | 1.91% | 3.14% |
| Avg. Down Day | -1.93% | -3.24% |
| Avg. Up Week | 2.46% | 7.67% |
| Avg. Down Week | -2.67% | -7.6% |
| Avg. Up Month | 4.12% | 29.76% |
| Avg. Down Month | -7.78% | -11.75% |
| Win Days % | 41.88% | 50.86% |
| Win Month % | 61.11% | 33.33% |
| Win Week % | 46.0% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |