| Metric | 11806706:ethusd:triple_med_gx:lsma90_115 | 11806706:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -23.72% | -30.98% |
| Max Drawdown | -37.58% | -63.26% |
| Sharpe | -0.67 | -0.15 |
| Sortino | -0.88 | -0.22 |
| Payoff Ratio | 0.87 | 0.83 |
| Profit Factor | 0.84 | 0.98 |
| Common Sense Ratio | 0.64 | 1.0 |
| CPC Index | 0.36 | 0.4 |
| Tail Ratio | 0.76 | 1.02 |
| Outlier Win Ratio | 22.32 | 3.32 |
| Outlier Loss Ratio | 3.42 | 2.77 |
| Volatility (ann.) | 32.57% | 73.0% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.64 | -0.49 |
| Skew | -0.67 | 0.69 |
| Kurtosis | 16.56 | 4.88 |
| Expected Daily % | -0.07% | -0.1% |
| Expected Monthly % | -2.23% | -3.04% |
| Expected Yearly % | -12.66% | -16.92% |
| Kelly Criterion | -10.74% | -10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.86% | -6.32% |
| Expected Shortfall (cVaR) | -2.86% | -6.32% |
| Year | 11806706:ETHUSD | 11806706:ethusd:triple_med_gx:lsma90_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | -4.52 | 0.36 | + |
| 2025 | -20.98 | -20.12 | 0.96 | + |
| Metric | 11806706:ethusd:triple_med_gx:lsma90_115 | 11806706:ETHUSD |
|---|---|---|
| MTD | 0.48% | 46.71% |
| 3M | -4.56% | 5.57% |
| 6M | -20.12% | -20.81% |
| YTD | -20.12% | -20.98% |
| 1Y | -23.72% | -30.98% |
| 3Y (ann.) | -23.89% | -31.2% |
| 5Y (ann.) | -23.89% | -31.2% |
| Metric | 11806706:ethusd:triple_med_gx:lsma90_115 | 11806706:ETHUSD |
|---|---|---|
| Max Drawdown | -37.58% | -63.26% |
| Longest DD Days | 220.0 | 183.0 |
| Avg. Drawdown | -11.25% | -26.77% |
| Avg. Drawdown Days | 59.0 | 90.0 |
| Recovery Factor | -0.63 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-05-29 | -37.58 | 220 |
| 2024-09-28 | 2024-10-20 | -12.81 | 22 |
| 2024-06-06 | 2024-09-21 | -11.85 | 107 |
| 2024-09-25 | 2024-09-27 | -2.79 | 2 |
| 2024-09-22 | 2024-09-23 | -1.23 | 1 |
| 2024-06-02 | 2024-06-05 | -1.23 | 3 |
| Metric | 11806706:ethusd:triple_med_gx:lsma90_115 | 11806706:ETHUSD |
|---|---|---|
| Best Day | 11.24% | 21.85% |
| Worst Day | -12.64% | -14.77% |
| Best Week | 12.42% | 27.26% |
| Worst Week | -17.37% | -20.52% |
| Best Month | 7.38% | 47.37% |
| Worst Month | -17.37% | -32.24% |
| Best Year | -4.52% | -12.66% |
| Worst Year | -20.12% | -20.98% |
| Avg. Up Day | 1.94% | 1.94% |
| Avg. Down Day | -2.22% | -2.34% |
| Avg. Up Week | 5.89% | 5.52% |
| Avg. Down Week | -7.32% | -8.43% |
| Avg. Up Month | 3.93% | 25.11% |
| Avg. Down Month | -8.63% | -11.77% |
| Win Days % | 48.39% | 49.72% |
| Win Month % | 44.44% | 25.0% |
| Win Week % | 39.13% | 49.06% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 0.0% |