| Metric | 11881003:ethusd:triple_med_gx:lsma175_145 | 11881003:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 19.8% | -33.74% |
| Max Drawdown | -12.45% | -63.95% |
| Sharpe | 0.39 | -0.1 |
| Sortino | 0.67 | -0.13 |
| Payoff Ratio | 1.19 | 1.07 |
| Profit Factor | 1.18 | 0.98 |
| Common Sense Ratio | 1.76 | 0.96 |
| CPC Index | 0.68 | 0.53 |
| Tail Ratio | 1.5 | 0.98 |
| Outlier Win Ratio | 34.97 | 2.89 |
| Outlier Loss Ratio | 4.15 | 3.19 |
| Volatility (ann.) | 13.25% | 35.62% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.51 | -0.51 |
| Skew | 5.51 | -0.26 |
| Kurtosis | 110.97 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.4% | -3.12% |
| Expected Yearly % | 9.45% | -18.6% |
| Kelly Criterion | 4.75% | 3.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -3.08% |
| Expected Shortfall (cVaR) | -1.13% | -3.08% |
| Year | 11881003:ETHUSD | 11881003:ethusd:triple_med_gx:lsma175_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 3.82 | -0.32 | + |
| 2025 | -24.66 | 15.40 | -0.62 | + |
| Metric | 11881003:ethusd:triple_med_gx:lsma175_145 | 11881003:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 11.5% | 21.99% |
| 6M | 26.78% | -30.79% |
| YTD | 15.4% | -24.66% |
| 1Y | 24.99% | -27.95% |
| 3Y (ann.) | 18.79% | -32.45% |
| 5Y (ann.) | 18.79% | -32.45% |
| Metric | 11881003:ethusd:triple_med_gx:lsma175_145 | 11881003:ETHUSD |
|---|---|---|
| Max Drawdown | -12.45% | -63.95% |
| Longest DD Days | 197.0 | 184.0 |
| Avg. Drawdown | -6.9% | -17.79% |
| Avg. Drawdown Days | 52.0 | 54.0 |
| Recovery Factor | 1.59 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-12-20 | -12.45 | 197 |
| 2025-01-31 | 2025-04-09 | -12.23 | 67 |
| 2025-04-10 | 2025-06-19 | -10.60 | 70 |
| 2024-12-21 | 2025-01-03 | -7.12 | 13 |
| 2025-01-15 | 2025-01-30 | -4.68 | 14 |
| 2025-01-30 | 2025-01-31 | -0.84 | 0 |
| 2025-01-04 | 2025-01-04 | -0.35 | 0 |
| Metric | 11881003:ethusd:triple_med_gx:lsma175_145 | 11881003: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 | 10.21% | 47.37% |
| Worst Month | -5.73% | -32.24% |
| Best Year | 15.4% | -12.05% |
| Worst Year | 3.82% | -24.66% |
| Avg. Up Day | 1.21% | 1.23% |
| Avg. Down Day | -1.02% | -1.15% |
| Avg. Up Week | 2.6% | 5.75% |
| Avg. Down Week | -2.79% | -8.34% |
| Avg. Up Month | 1.17% | 41.0% |
| Avg. Down Month | -4.05% | -17.42% |
| Win Days % | 48.16% | 49.84% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 57.69% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |