| Metric | 11869880:ethusd:triple_med_gx:lsma175_135 | 11869880:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 15.87% | -33.74% |
| Max Drawdown | -14.86% | -63.95% |
| Sharpe | 0.33 | -0.1 |
| Sortino | 0.55 | -0.13 |
| Payoff Ratio | 1.19 | 0.95 |
| Profit Factor | 1.14 | 0.98 |
| Common Sense Ratio | 1.47 | 0.96 |
| CPC Index | 0.65 | 0.47 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 32.89 | 2.89 |
| Outlier Loss Ratio | 4.21 | 3.2 |
| Volatility (ann.) | 13.51% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.01 | -0.51 |
| Skew | 5.19 | -0.26 |
| Kurtosis | 103.15 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.14% | -3.12% |
| Expected Yearly % | 7.64% | -18.6% |
| Kelly Criterion | 4.03% | -2.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.08% |
| Expected Shortfall (cVaR) | -1.15% | -3.08% |
| Year | 11869880:ETHUSD | 11869880:ethusd:triple_med_gx:lsma175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 4.93 | -0.41 | + |
| 2025 | -24.66 | 10.42 | -0.42 | + |
| Metric | 11869880:ethusd:triple_med_gx:lsma175_135 | 11869880:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 11.4% | 21.99% |
| 6M | 21.31% | -30.79% |
| YTD | 10.42% | -24.66% |
| 1Y | 20.99% | -27.95% |
| 3Y (ann.) | 15.07% | -32.45% |
| 5Y (ann.) | 15.07% | -32.45% |
| Metric | 11869880:ethusd:triple_med_gx:lsma175_135 | 11869880:ETHUSD |
|---|---|---|
| Max Drawdown | -14.86% | -63.95% |
| Longest DD Days | 197.0 | 184.0 |
| Avg. Drawdown | -9.32% | -17.79% |
| Avg. Drawdown Days | 62.0 | 54.0 |
| Recovery Factor | 1.07 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-12-20 | -14.86 | 197 |
| 2025-01-31 | 2025-04-09 | -12.35 | 67 |
| 2025-05-14 | 2025-06-19 | -11.24 | 36 |
| 2025-04-10 | 2025-05-13 | -9.51 | 33 |
| 2024-12-21 | 2025-01-30 | -7.12 | 40 |
| 2025-01-30 | 2025-01-31 | -0.84 | 0 |
| Metric | 11869880:ethusd:triple_med_gx:lsma175_135 | 11869880:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.24% |
| Worst Day | -5.23% | -14.0% |
| Best Week | 11.75% | 27.26% |
| Worst Week | -5.73% | -20.52% |
| Best Month | 10.48% | 47.37% |
| Worst Month | -5.73% | -32.24% |
| Best Year | 10.42% | -12.05% |
| Worst Year | 4.93% | -24.66% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -0.99% | -1.25% |
| Avg. Up Week | 1.92% | 5.5% |
| Avg. Down Week | -2.44% | -7.2% |
| Avg. Up Month | 2.83% | 41.0% |
| Avg. Down Month | -4.31% | -17.42% |
| Win Days % | 47.76% | 49.84% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 56.0% | 48.21% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |