| Metric | 11890483:ethusd:triple_med_gx:lsma115_25 | 11890483:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 10.32% | -33.12% |
| Max Drawdown | -26.58% | -63.95% |
| Sharpe | 0.24 | -0.09 |
| Sortino | 0.36 | -0.12 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.08 | 0.99 |
| Common Sense Ratio | 1.14 | 0.96 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 25.86 | 3.01 |
| Outlier Loss Ratio | 4.37 | 3.27 |
| Volatility (ann.) | 13.9% | 35.63% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.37 | -0.5 |
| Skew | 1.24 | -0.26 |
| Kurtosis | 31.65 | 8.16 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.76% | -3.05% |
| Expected Yearly % | 5.03% | -18.22% |
| Kelly Criterion | 1.6% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.08% |
| Expected Shortfall (cVaR) | -1.19% | -3.08% |
| Year | 11890483:ETHUSD | 11890483:ethusd:triple_med_gx:lsma115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 31.09 | -2.58 | + |
| 2025 | -23.95 | -15.85 | 0.66 | + |
| Metric | 11890483:ethusd:triple_med_gx:lsma115_25 | 11890483:ETHUSD |
|---|---|---|
| MTD | 0.75% | 0.13% |
| 3M | -4.88% | 23.14% |
| 6M | -16.0% | -34.95% |
| YTD | -15.85% | -23.95% |
| 1Y | 10.32% | -27.27% |
| 3Y (ann.) | 9.81% | -31.84% |
| 5Y (ann.) | 9.81% | -31.84% |
| Metric | 11890483:ethusd:triple_med_gx:lsma115_25 | 11890483:ETHUSD |
|---|---|---|
| Max Drawdown | -26.58% | -63.95% |
| Longest DD Days | 165.0 | 184.0 |
| Avg. Drawdown | -3.83% | -17.79% |
| Avg. Drawdown Days | 19.0 | 54.0 |
| Recovery Factor | 0.39 | -0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-06-19 | -26.58 | 165 |
| 2024-06-20 | 2024-07-15 | -9.44 | 24 |
| 2024-08-14 | 2024-09-19 | -7.43 | 36 |
| 2024-12-01 | 2025-01-02 | -6.98 | 31 |
| 2024-07-17 | 2024-08-12 | -5.41 | 26 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-09-21 | 2024-10-20 | -2.71 | 29 |
| 2024-11-12 | 2024-12-01 | -1.64 | 19 |
| 2025-01-02 | 2025-01-03 | -0.59 | 1 |
| Metric | 11890483:ethusd:triple_med_gx:lsma115_25 | 11890483:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.24% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 12.22% | 27.26% |
| Worst Week | -9.62% | -20.52% |
| Best Month | 20.09% | 47.37% |
| Worst Month | -12.78% | -32.24% |
| Best Year | 31.09% | -12.05% |
| Worst Year | -15.85% | -23.95% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -0.97% | -0.99% |
| Avg. Up Week | 3.85% | 7.97% |
| Avg. Down Week | -4.43% | -5.51% |
| Avg. Up Month | 9.73% | 17.01% |
| Avg. Down Month | -5.04% | -12.74% |
| Win Days % | 46.37% | 49.87% |
| Win Month % | 50.0% | 30.77% |
| Win Week % | 48.28% | 48.21% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |