| Metric | 11881005:ethusd:triple_med_gx:lsma180_145 | 11881005:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 18.29% | -33.74% |
| Max Drawdown | -16.62% | -63.95% |
| Sharpe | 0.35 | -0.1 |
| Sortino | 0.58 | -0.13 |
| Payoff Ratio | 1.13 | 1.03 |
| Profit Factor | 1.15 | 0.98 |
| Common Sense Ratio | 1.46 | 0.96 |
| CPC Index | 0.63 | 0.51 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 30.97 | 2.96 |
| Outlier Loss Ratio | 3.93 | 3.28 |
| Volatility (ann.) | 14.19% | 35.62% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.04 | -0.51 |
| Skew | 4.53 | -0.26 |
| Kurtosis | 85.99 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.3% | -3.12% |
| Expected Yearly % | 8.76% | -18.6% |
| Kelly Criterion | 3.48% | 1.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -3.08% |
| Expected Shortfall (cVaR) | -1.21% | -3.08% |
| Year | 11881005:ETHUSD | 11881005:ethusd:triple_med_gx:lsma180_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -1.74 | 0.14 | + |
| 2025 | -24.66 | 20.39 | -0.83 | + |
| Metric | 11881005:ethusd:triple_med_gx:lsma180_145 | 11881005:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 9.02% | 21.99% |
| 6M | 29.86% | -30.79% |
| YTD | 20.39% | -24.66% |
| 1Y | 24.02% | -27.95% |
| 3Y (ann.) | 17.36% | -32.45% |
| 5Y (ann.) | 17.36% | -32.45% |
| Metric | 11881005:ethusd:triple_med_gx:lsma180_145 | 11881005:ETHUSD |
|---|---|---|
| Max Drawdown | -16.62% | -63.95% |
| Longest DD Days | 196.0 | 184.0 |
| Avg. Drawdown | -8.55% | -17.79% |
| Avg. Drawdown Days | 62.0 | 54.0 |
| Recovery Factor | 1.1 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-20 | -16.62 | 196 |
| 2025-01-31 | 2025-04-09 | -14.37 | 67 |
| 2025-04-10 | 2025-06-19 | -11.26 | 70 |
| 2024-12-21 | 2025-01-29 | -7.46 | 38 |
| 2025-01-30 | 2025-01-31 | -0.84 | 0 |
| 2025-01-29 | 2025-01-30 | -0.73 | 0 |
| Metric | 11881005:ethusd:triple_med_gx:lsma180_145 | 11881005:ETHUSD |
|---|---|---|
| Best Day | 12.24% | 12.24% |
| Worst Day | -5.23% | -14.0% |
| Best Week | 11.75% | 27.26% |
| Worst Week | -10.24% | -20.52% |
| Best Month | 11.95% | 47.37% |
| Worst Month | -10.24% | -32.24% |
| Best Year | 20.39% | -12.05% |
| Worst Year | -1.74% | -24.66% |
| Avg. Up Day | 1.24% | 1.26% |
| Avg. Down Day | -1.1% | -1.22% |
| Avg. Up Week | 3.87% | 6.2% |
| Avg. Down Week | -3.72% | -8.01% |
| Avg. Up Month | 2.07% | 22.26% |
| Avg. Down Month | -6.32% | -17.42% |
| Win Days % | 48.89% | 49.84% |
| Win Month % | 58.33% | 23.08% |
| Win Week % | 50.0% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |