| Metric | 11881576:ethusd:triple_med_gx:lsma50_145 | 11881576:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 32.35% | -33.74% |
| Max Drawdown | -12.21% | -63.95% |
| Sharpe | 0.55 | -0.1 |
| Sortino | 0.85 | -0.13 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.17 | 0.98 |
| Common Sense Ratio | 1.39 | 0.96 |
| CPC Index | 0.67 | 0.56 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 22.55 | 3.08 |
| Outlier Loss Ratio | 4.72 | 3.29 |
| Volatility (ann.) | 13.77% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.51 | -0.51 |
| Skew | 0.84 | -0.26 |
| Kurtosis | 15.3 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.18% | -3.12% |
| Expected Yearly % | 15.04% | -18.6% |
| Kelly Criterion | 4.11% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -3.08% |
| Expected Shortfall (cVaR) | -1.16% | -3.08% |
| Year | 11881576:ETHUSD | 11881576:ethusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 14.24 | -1.18 | + |
| 2025 | -24.66 | 15.86 | -0.64 | + |
| Metric | 11881576:ethusd:triple_med_gx:lsma50_145 | 11881576:ETHUSD |
|---|---|---|
| MTD | 2.98% | -0.81% |
| 3M | 6.83% | 21.99% |
| 6M | 15.72% | -30.79% |
| YTD | 15.86% | -24.66% |
| 1Y | 38.55% | -27.95% |
| 3Y (ann.) | 30.62% | -32.45% |
| 5Y (ann.) | 30.62% | -32.45% |
| Metric | 11881576:ethusd:triple_med_gx:lsma50_145 | 11881576:ETHUSD |
|---|---|---|
| Max Drawdown | -12.21% | -63.95% |
| Longest DD Days | 99.0 | 184.0 |
| Avg. Drawdown | -3.03% | -17.79% |
| Avg. Drawdown Days | 15.0 | 54.0 |
| Recovery Factor | 2.65 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-04-22 | -12.21 | 80 |
| 2024-06-06 | 2024-07-20 | -10.26 | 44 |
| 2024-08-14 | 2024-11-22 | -9.50 | 99 |
| 2025-04-27 | 2025-06-19 | -9.11 | 53 |
| 2025-01-05 | 2025-01-31 | -8.60 | 26 |
| 2024-11-25 | 2024-11-27 | -4.37 | 2 |
| 2024-11-23 | 2024-11-25 | -3.51 | 1 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-06-02 | 2024-06-04 | -1.39 | 2 |
| 2025-01-02 | 2025-01-03 | -0.94 | 1 |
| Metric | 11881576:ethusd:triple_med_gx:lsma50_145 | 11881576:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -4.98% | -14.0% |
| Best Week | 14.52% | 27.26% |
| Worst Week | -7.35% | -20.52% |
| Best Month | 15.15% | 47.37% |
| Worst Month | -6.68% | -32.24% |
| Best Year | 15.86% | -12.05% |
| Worst Year | 14.24% | -24.66% |
| Avg. Up Day | 1.11% | 1.12% |
| Avg. Down Day | -0.93% | -0.98% |
| Avg. Up Week | 5.87% | 6.01% |
| Avg. Down Week | -2.65% | -5.56% |
| Avg. Up Month | 9.66% | 25.44% |
| Avg. Down Month | -3.26% | -15.46% |
| Win Days % | 47.72% | 49.84% |
| Win Month % | 53.85% | 23.08% |
| Win Week % | 50.0% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |