| Metric | 11797193:ethusd:triple_med_gx:lsma40_100 | 11797193:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -4.56% | -30.98% |
| Max Drawdown | -31.88% | -63.26% |
| Sharpe | 0.09 | -0.15 |
| Sortino | 0.15 | -0.22 |
| Payoff Ratio | 1.13 | 1.04 |
| Profit Factor | 1.03 | 0.98 |
| Common Sense Ratio | 0.96 | 1.0 |
| CPC Index | 0.53 | 0.51 |
| Tail Ratio | 0.93 | 1.02 |
| Outlier Win Ratio | 19.46 | 3.65 |
| Outlier Loss Ratio | 3.56 | 2.87 |
| Volatility (ann.) | 42.34% | 73.0% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.14 | -0.49 |
| Skew | 2.27 | 0.69 |
| Kurtosis | 34.4 | 4.88 |
| Expected Daily % | -0.01% | -0.1% |
| Expected Monthly % | -0.39% | -3.04% |
| Expected Yearly % | -2.31% | -16.92% |
| Kelly Criterion | -2.8% | 1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.63% | -6.32% |
| Expected Shortfall (cVaR) | -3.63% | -6.32% |
| Year | 11797193:ETHUSD | 11797193:ethusd:triple_med_gx:lsma40_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | -11.41 | 0.90 | + |
| 2025 | -20.98 | 7.73 | -0.37 | + |
| Metric | 11797193:ethusd:triple_med_gx:lsma40_100 | 11797193:ETHUSD |
|---|---|---|
| MTD | 21.23% | 46.71% |
| 3M | 14.91% | 5.57% |
| 6M | 7.73% | -20.81% |
| YTD | 7.73% | -20.98% |
| 1Y | -4.56% | -30.98% |
| 3Y (ann.) | -4.6% | -31.2% |
| 5Y (ann.) | -4.6% | -31.2% |
| Metric | 11797193:ethusd:triple_med_gx:lsma40_100 | 11797193:ETHUSD |
|---|---|---|
| Max Drawdown | -31.88% | -63.26% |
| Longest DD Days | 223.0 | 183.0 |
| Avg. Drawdown | -13.39% | -26.77% |
| Avg. Drawdown Days | 89.0 | 90.0 |
| Recovery Factor | -0.14 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-05-29 | -31.88 | 131 |
| 2024-06-06 | 2025-01-15 | -17.00 | 223 |
| 2025-01-16 | 2025-01-17 | -4.17 | 1 |
| 2024-06-02 | 2024-06-04 | -0.50 | 2 |
| Metric | 11797193:ethusd:triple_med_gx:lsma40_100 | 11797193:ETHUSD |
|---|---|---|
| Best Day | 21.85% | 21.85% |
| Worst Day | -12.48% | -14.77% |
| Best Week | 27.03% | 27.26% |
| Worst Week | -13.77% | -20.52% |
| Best Month | 21.23% | 47.37% |
| Worst Month | -9.94% | -32.24% |
| Best Year | 7.73% | -12.66% |
| Worst Year | -11.41% | -20.98% |
| Avg. Up Day | 2.64% | 2.68% |
| Avg. Down Day | -2.34% | -2.56% |
| Avg. Up Week | 8.42% | 8.73% |
| Avg. Down Week | -5.69% | -6.72% |
| Avg. Up Month | 10.79% | 25.11% |
| Avg. Down Month | -7.65% | -11.77% |
| Win Days % | 45.45% | 49.72% |
| Win Month % | 50.0% | 25.0% |
| Win Week % | 42.86% | 49.06% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |