| Metric | 11865917:ethusd:triple_med_gx:lsma220_135 | 11865917:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 9.91% | -33.74% |
| Max Drawdown | -14.24% | -63.95% |
| Sharpe | 0.3 | -0.1 |
| Sortino | 0.49 | -0.13 |
| Payoff Ratio | 1.34 | 1.01 |
| Profit Factor | 1.16 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.66 | 0.5 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 57.56 | 2.62 |
| Outlier Loss Ratio | 4.45 | 2.78 |
| Volatility (ann.) | 8.61% | 35.62% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.66 | -0.51 |
| Skew | 2.63 | -0.26 |
| Kurtosis | 62.35 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.73% | -3.12% |
| Expected Yearly % | 4.84% | -18.6% |
| Kelly Criterion | -0.03% | 0.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -3.08% |
| Expected Shortfall (cVaR) | -0.73% | -3.08% |
| Year | 11865917:ETHUSD | 11865917:ethusd:triple_med_gx:lsma220_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 12.29 | -1.02 | + |
| 2025 | -24.66 | -2.12 | 0.09 | + |
| Metric | 11865917:ethusd:triple_med_gx:lsma220_135 | 11865917:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 5.31% | 21.99% |
| 6M | -2.12% | -30.79% |
| YTD | -2.12% | -24.66% |
| 1Y | 9.91% | -27.95% |
| 3Y (ann.) | 9.42% | -32.45% |
| 5Y (ann.) | 9.42% | -32.45% |
| Metric | 11865917:ethusd:triple_med_gx:lsma220_135 | 11865917:ETHUSD |
|---|---|---|
| Max Drawdown | -14.24% | -63.95% |
| Longest DD Days | 139.0 | 184.0 |
| Avg. Drawdown | -3.6% | -17.79% |
| Avg. Drawdown Days | 34.0 | 54.0 |
| Recovery Factor | 0.7 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-06-19 | -14.24 | 139 |
| 2024-06-28 | 2024-09-20 | -7.93 | 83 |
| 2025-01-24 | 2025-01-30 | -4.26 | 6 |
| 2024-09-23 | 2024-09-27 | -3.50 | 3 |
| 2024-09-27 | 2024-11-05 | -1.76 | 38 |
| 2024-11-17 | 2025-01-23 | -1.51 | 67 |
| 2024-09-22 | 2024-09-23 | -1.24 | 1 |
| 2024-11-05 | 2024-11-06 | -1.19 | 0 |
| 2024-09-23 | 2024-09-23 | -0.18 | 0 |
| 2024-09-21 | 2024-09-21 | -0.18 | 0 |
| Metric | 11865917:ethusd:triple_med_gx:lsma220_135 | 11865917:ETHUSD |
|---|---|---|
| Best Day | 7.01% | 12.24% |
| Worst Day | -4.06% | -14.0% |
| Best Week | 7.06% | 27.26% |
| Worst Week | -8.47% | -20.52% |
| Best Month | 11.29% | 47.37% |
| Worst Month | -8.11% | -32.24% |
| Best Year | 12.29% | -12.05% |
| Worst Year | -2.12% | -24.66% |
| Avg. Up Day | 1.21% | 1.24% |
| Avg. Down Day | -0.9% | -1.22% |
| Avg. Up Week | 3.01% | 7.14% |
| Avg. Down Week | -2.6% | -8.53% |
| Avg. Up Month | 6.03% | 30.63% |
| Avg. Down Month | -3.15% | -17.64% |
| Win Days % | 42.68% | 49.84% |
| Win Month % | 54.55% | 23.08% |
| Win Week % | 50.0% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |