| Metric | 11881803:ethusd:triple_med_gx:lsma220_145 | 11881803:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -5.77% | 16.06% |
| Max Drawdown | -38.09% | -63.95% |
| Sharpe | 0.01 | 0.26 |
| Sortino | 0.01 | 0.37 |
| Payoff Ratio | 1.05 | 0.93 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.5 | 0.5 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 23.17 | 3.1 |
| Outlier Loss Ratio | 4.13 | 3.26 |
| Volatility (ann.) | 15.91% | 35.34% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.12 | 0.2 |
| Skew | -1.01 | -0.05 |
| Kurtosis | 49.22 | 8.2 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.37% | 0.94% |
| Expected Yearly % | -2.93% | 7.73% |
| Kelly Criterion | -3.29% | -1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.02% |
| Expected Shortfall (cVaR) | -1.37% | -3.02% |
| Year | 11881803:ETHUSD | 11881803:ethusd:triple_med_gx:lsma220_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 22.56 | -1.87 | + |
| 2025 | 31.97 | -23.12 | -0.72 | - |
| Metric | 11881803:ethusd:triple_med_gx:lsma220_145 | 11881803:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 3.92% | 73.76% |
| 6M | 13.97% | 98.28% |
| YTD | -23.12% | 31.97% |
| 1Y | -3.47% | 74.9% |
| 3Y (ann.) | -4.64% | 12.63% |
| 5Y (ann.) | -4.64% | 12.63% |
| Metric | 11881803:ethusd:triple_med_gx:lsma220_145 | 11881803:ETHUSD |
|---|---|---|
| Max Drawdown | -38.09% | -63.95% |
| Longest DD Days | 224.0 | 235.0 |
| Avg. Drawdown | -4.27% | -13.15% |
| Avg. Drawdown Days | 20.0 | 37.0 |
| Recovery Factor | -0.15 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-09-01 | -38.09 | 224 |
| 2024-06-06 | 2024-09-19 | -18.49 | 105 |
| 2024-10-18 | 2024-10-29 | -5.46 | 10 |
| 2025-01-17 | 2025-01-19 | -5.22 | 2 |
| 2024-11-23 | 2024-11-25 | -3.51 | 1 |
| 2024-09-23 | 2024-09-27 | -3.50 | 3 |
| 2024-09-27 | 2024-10-16 | -1.76 | 18 |
| 2024-06-02 | 2024-06-04 | -1.39 | 2 |
| 2024-10-16 | 2024-10-18 | -1.33 | 2 |
| 2024-12-23 | 2025-01-04 | -1.30 | 12 |
| Metric | 11881803:ethusd:triple_med_gx:lsma220_145 | 11881803:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 11.11% | 27.26% |
| Worst Week | -24.65% | -20.52% |
| Best Month | 15.4% | 48.75% |
| Worst Month | -25.38% | -32.24% |
| Best Year | 22.56% | 31.97% |
| Worst Year | -23.12% | -12.05% |
| Avg. Up Day | 1.1% | 1.11% |
| Avg. Down Day | -1.04% | -1.19% |
| Avg. Up Week | 4.05% | 6.34% |
| Avg. Down Week | -6.43% | -6.72% |
| Avg. Up Month | 6.06% | 29.6% |
| Avg. Down Month | -7.13% | -11.43% |
| Win Days % | 47.01% | 50.85% |
| Win Month % | 53.33% | 37.5% |
| Win Week % | 57.5% | 53.73% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |