| Metric | 11850262:ethusd:triple_med_gx:lsma55_120 | 11850262:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 24.4% | -33.74% |
| Max Drawdown | -17.14% | -63.95% |
| Sharpe | 0.48 | -0.1 |
| Sortino | 0.72 | -0.13 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.15 | 0.98 |
| Common Sense Ratio | 1.46 | 0.96 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 26.62 | 3.04 |
| Outlier Loss Ratio | 4.95 | 3.2 |
| Volatility (ann.) | 12.39% | 35.62% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.35 | -0.51 |
| Skew | 0.23 | -0.26 |
| Kurtosis | 15.05 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.69% | -3.12% |
| Expected Yearly % | 11.53% | -18.6% |
| Kelly Criterion | 2.33% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -3.08% |
| Expected Shortfall (cVaR) | -1.05% | -3.08% |
| Year | 11850262:ETHUSD | 11850262:ethusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 4.39 | -0.36 | + |
| 2025 | -24.66 | 19.17 | -0.78 | + |
| Metric | 11850262:ethusd:triple_med_gx:lsma55_120 | 11850262:ETHUSD |
|---|---|---|
| MTD | 1.69% | -0.81% |
| 3M | 13.37% | 21.99% |
| 6M | 18.06% | -30.79% |
| YTD | 19.17% | -24.66% |
| 1Y | 28.66% | -27.95% |
| 3Y (ann.) | 23.13% | -32.45% |
| 5Y (ann.) | 23.13% | -32.45% |
| Metric | 11850262:ethusd:triple_med_gx:lsma55_120 | 11850262:ETHUSD |
|---|---|---|
| Max Drawdown | -17.14% | -63.95% |
| Longest DD Days | 101.0 | 184.0 |
| Avg. Drawdown | -3.68% | -17.79% |
| Avg. Drawdown Days | 19.0 | 54.0 |
| Recovery Factor | 1.42 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-04-23 | -17.14 | 81 |
| 2024-10-21 | 2025-01-30 | -11.70 | 101 |
| 2025-05-23 | 2025-06-19 | -7.34 | 27 |
| 2024-08-24 | 2024-09-19 | -6.82 | 25 |
| 2024-06-06 | 2024-08-20 | -6.31 | 75 |
| 2025-05-21 | 2025-05-22 | -4.65 | 1 |
| 2024-08-20 | 2024-08-23 | -4.38 | 3 |
| 2025-04-23 | 2025-05-21 | -2.54 | 27 |
| 2024-09-30 | 2024-10-14 | -1.68 | 14 |
| 2024-09-22 | 2024-09-23 | -1.52 | 1 |
| Metric | 11850262:ethusd:triple_med_gx:lsma55_120 | 11850262:ETHUSD |
|---|---|---|
| Best Day | 4.34% | 12.24% |
| Worst Day | -4.84% | -14.0% |
| Best Week | 10.84% | 27.26% |
| Worst Week | -13.22% | -20.52% |
| Best Month | 15.39% | 47.37% |
| Worst Month | -11.51% | -32.24% |
| Best Year | 19.17% | -12.05% |
| Worst Year | 4.39% | -24.66% |
| Avg. Up Day | 1.08% | 1.1% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 4.82% | 6.96% |
| Avg. Down Week | -3.43% | -7.74% |
| Avg. Up Month | 11.76% | 3.52% |
| Avg. Down Month | -5.75% | -18.5% |
| Win Days % | 46.13% | 49.84% |
| Win Month % | 53.85% | 23.08% |
| Win Week % | 57.58% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |