| Metric | 11812562:ethusd:triple_med_gx:lsma145_80 | 11812562:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 12.08% | -33.74% |
| Max Drawdown | -16.47% | -63.95% |
| Sharpe | 0.29 | -0.1 |
| Sortino | 0.43 | -0.13 |
| Payoff Ratio | 1.49 | 1.01 |
| Profit Factor | 1.18 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.68 | 0.5 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 48.23 | 2.59 |
| Outlier Loss Ratio | 4.2 | 2.81 |
| Volatility (ann.) | 12.04% | 35.62% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.7 | -0.51 |
| Skew | 1.17 | -0.26 |
| Kurtosis | 127.83 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.88% | -3.12% |
| Expected Yearly % | 5.87% | -18.6% |
| Kelly Criterion | -2.61% | 0.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -3.08% |
| Expected Shortfall (cVaR) | -1.03% | -3.08% |
| Year | 11812562:ETHUSD | 11812562:ethusd:triple_med_gx:lsma145_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 11.48 | -0.95 | + |
| 2025 | -24.66 | 0.54 | -0.02 | + |
| Metric | 11812562:ethusd:triple_med_gx:lsma145_80 | 11812562:ETHUSD |
|---|---|---|
| MTD | -1.68% | -0.81% |
| 3M | 1.55% | 21.99% |
| 6M | 0.76% | -30.79% |
| YTD | 0.54% | -24.66% |
| 1Y | 16.04% | -27.95% |
| 3Y (ann.) | 11.48% | -32.45% |
| 5Y (ann.) | 11.48% | -32.45% |
| Metric | 11812562:ethusd:triple_med_gx:lsma145_80 | 11812562:ETHUSD |
|---|---|---|
| Max Drawdown | -16.47% | -63.95% |
| Longest DD Days | 105.0 | 184.0 |
| Avg. Drawdown | -5.28% | -17.79% |
| Avg. Drawdown Days | 40.0 | 54.0 |
| Recovery Factor | 0.73 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-19 | -16.47 | 105 |
| 2024-09-03 | 2024-11-15 | -9.25 | 73 |
| 2024-06-17 | 2024-08-08 | -5.74 | 52 |
| 2025-01-13 | 2025-03-02 | -4.99 | 48 |
| 2024-09-01 | 2024-09-02 | -0.18 | 0 |
| 2025-03-05 | 2025-03-06 | -0.18 | 0 |
| 2024-12-23 | 2024-12-23 | -0.18 | 0 |
| Metric | 11812562:ethusd:triple_med_gx:lsma145_80 | 11812562:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 10.43% | 27.26% |
| Worst Week | -6.07% | -20.52% |
| Best Month | 10.43% | 47.37% |
| Worst Month | -5.14% | -32.24% |
| Best Year | 11.48% | -12.05% |
| Worst Year | 0.54% | -24.66% |
| Avg. Up Day | 1.56% | 1.63% |
| Avg. Down Day | -1.05% | -1.6% |
| Avg. Up Week | 2.77% | 8.08% |
| Avg. Down Week | -3.75% | -7.99% |
| Avg. Up Month | 7.99% | 44.18% |
| Avg. Down Month | -4.07% | -3.15% |
| Win Days % | 38.61% | 49.84% |
| Win Month % | 58.33% | 23.08% |
| Win Week % | 50.0% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |