| Metric | 11862417:ethusd:triple_med_gx:lsma170_130 | 11862417:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 16.67% | -33.74% |
| Max Drawdown | -18.75% | -63.95% |
| Sharpe | 0.41 | -0.1 |
| Sortino | 0.71 | -0.13 |
| Payoff Ratio | 1.33 | 1.15 |
| Profit Factor | 1.22 | 0.98 |
| Common Sense Ratio | 0.48 | 0.96 |
| CPC Index | 0.75 | 0.56 |
| Tail Ratio | 0.39 | 0.98 |
| Outlier Win Ratio | 46.6 | 2.56 |
| Outlier Loss Ratio | 4.43 | 2.9 |
| Volatility (ann.) | 10.04% | 35.62% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.84 | -0.51 |
| Skew | 5.6 | -0.26 |
| Kurtosis | 131.06 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.19% | -3.12% |
| Expected Yearly % | 8.01% | -18.6% |
| Kelly Criterion | 6.07% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -3.08% |
| Expected Shortfall (cVaR) | -0.85% | -3.08% |
| Year | 11862417:ETHUSD | 11862417:ethusd:triple_med_gx:lsma170_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 2.95 | -0.24 | + |
| 2025 | -24.66 | 13.33 | -0.54 | + |
| Metric | 11862417:ethusd:triple_med_gx:lsma170_130 | 11862417:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 4.64% | 21.99% |
| 6M | 22.88% | -30.79% |
| YTD | 13.33% | -24.66% |
| 1Y | 17.21% | -27.95% |
| 3Y (ann.) | 15.83% | -32.45% |
| 5Y (ann.) | 15.83% | -32.45% |
| Metric | 11862417:ethusd:triple_med_gx:lsma170_130 | 11862417:ETHUSD |
|---|---|---|
| Max Drawdown | -18.75% | -63.95% |
| Longest DD Days | 172.0 | 184.0 |
| Avg. Drawdown | -4.03% | -17.79% |
| Avg. Drawdown Days | 40.0 | 54.0 |
| Recovery Factor | 0.89 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-12-20 | -18.75 | 172 |
| 2025-01-31 | 2025-04-19 | -6.73 | 77 |
| 2025-04-19 | 2025-04-21 | -2.82 | 1 |
| 2024-12-30 | 2025-01-30 | -1.99 | 30 |
| 2025-04-21 | 2025-05-25 | -1.67 | 34 |
| 2025-05-26 | 2025-06-19 | -1.42 | 24 |
| 2024-06-03 | 2024-06-04 | -1.42 | 1 |
| 2025-01-30 | 2025-01-31 | -0.84 | 0 |
| 2024-06-04 | 2024-06-30 | -0.64 | 25 |
| Metric | 11862417:ethusd:triple_med_gx:lsma170_130 | 11862417:ETHUSD |
|---|---|---|
| Best Day | 10.66% | 12.24% |
| Worst Day | -5.16% | -14.0% |
| Best Week | 10.47% | 27.26% |
| Worst Week | -12.02% | -20.52% |
| Best Month | 8.43% | 47.37% |
| Worst Month | -11.21% | -32.24% |
| Best Year | 13.33% | -12.05% |
| Worst Year | 2.95% | -24.66% |
| Avg. Up Day | 1.14% | 1.17% |
| Avg. Down Day | -0.86% | -1.02% |
| Avg. Up Week | 1.59% | 5.55% |
| Avg. Down Week | -4.09% | -8.82% |
| Avg. Up Month | 1.74% | 30.63% |
| Avg. Down Month | -4.99% | -20.11% |
| Win Days % | 46.45% | 49.84% |
| Win Month % | 75.0% | 23.08% |
| Win Week % | 70.0% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |