| Metric | 11881694:ethusd:triple_med_gx:lsma45_145 | 11881694:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 16.57% | -33.74% |
| Max Drawdown | -13.14% | -63.95% |
| Sharpe | 0.33 | -0.1 |
| Sortino | 0.49 | -0.13 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.1 | 0.98 |
| Common Sense Ratio | 1.29 | 0.96 |
| CPC Index | 0.6 | 0.55 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 23.94 | 3.05 |
| Outlier Loss Ratio | 4.64 | 3.33 |
| Volatility (ann.) | 13.9% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.2 | -0.51 |
| Skew | 0.33 | -0.26 |
| Kurtosis | 18.94 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.19% | -3.12% |
| Expected Yearly % | 7.97% | -18.6% |
| Kelly Criterion | 1.77% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -3.08% |
| Expected Shortfall (cVaR) | -1.18% | -3.08% |
| Year | 11881694:ETHUSD | 11881694:ethusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 3.01 | -0.25 | + |
| 2025 | -24.66 | 13.17 | -0.53 | + |
| Metric | 11881694:ethusd:triple_med_gx:lsma45_145 | 11881694:ETHUSD |
|---|---|---|
| MTD | -5.3% | -0.81% |
| 3M | 5.53% | 21.99% |
| 6M | 13.17% | -30.79% |
| YTD | 13.17% | -24.66% |
| 1Y | 24.88% | -27.95% |
| 3Y (ann.) | 15.74% | -32.45% |
| 5Y (ann.) | 15.74% | -32.45% |
| Metric | 11881694:ethusd:triple_med_gx:lsma45_145 | 11881694:ETHUSD |
|---|---|---|
| Max Drawdown | -13.14% | -63.95% |
| Longest DD Days | 142.0 | 184.0 |
| Avg. Drawdown | -4.69% | -17.79% |
| Avg. Drawdown Days | 19.0 | 54.0 |
| Recovery Factor | 1.26 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-12 | -13.14 | 67 |
| 2024-08-14 | 2025-01-03 | -12.23 | 142 |
| 2025-05-29 | 2025-06-19 | -12.08 | 21 |
| 2025-01-25 | 2025-01-31 | -8.73 | 6 |
| 2025-01-31 | 2025-03-19 | -8.62 | 47 |
| 2025-05-18 | 2025-05-19 | -5.34 | 1 |
| 2025-03-20 | 2025-04-21 | -5.04 | 32 |
| 2025-04-21 | 2025-04-22 | -4.29 | 1 |
| 2025-04-23 | 2025-05-01 | -3.75 | 7 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| Metric | 11881694:ethusd:triple_med_gx:lsma45_145 | 11881694:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -6.18% | -14.0% |
| Best Week | 12.13% | 27.26% |
| Worst Week | -7.5% | -20.52% |
| Best Month | 11.39% | 47.37% |
| Worst Month | -6.52% | -32.24% |
| Best Year | 13.17% | -12.05% |
| Worst Year | 3.01% | -24.66% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -0.95% | -0.98% |
| Avg. Up Week | 4.11% | 7.02% |
| Avg. Down Week | -3.11% | -6.76% |
| Avg. Up Month | 5.02% | 30.63% |
| Avg. Down Month | -3.9% | -11.17% |
| Win Days % | 47.51% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 53.33% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |