| Metric | 11893727:ethusd:triple_med_gx:lsma110_30 | 11893727:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -14.27% | -45.61% |
| Max Drawdown | -35.44% | -54.74% |
| Sharpe | -0.32 | -0.36 |
| Sortino | -0.42 | -0.48 |
| Payoff Ratio | 0.97 | 0.94 |
| Profit Factor | 0.9 | 0.94 |
| Common Sense Ratio | 0.8 | 0.91 |
| CPC Index | 0.41 | 0.44 |
| Tail Ratio | 0.88 | 0.97 |
| Outlier Win Ratio | 29.34 | 2.9 |
| Outlier Loss Ratio | 4.29 | 3.33 |
| Volatility (ann.) | 12.42% | 34.95% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.49 | -0.96 |
| Skew | -1.18 | -0.55 |
| Kurtosis | 22.96 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -1.53% | -5.91% |
| Expected Yearly % | -7.41% | -26.25% |
| Kelly Criterion | -7.78% | -4.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -3.04% |
| Expected Shortfall (cVaR) | -1.08% | -3.04% |
| Year | 11893727:ETHUSD | 11893727:ethusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 7.89 | -0.65 | + |
| 2025 | -38.16 | -20.54 | 0.54 | + |
| Metric | 11893727:ethusd:triple_med_gx:lsma110_30 | 11893727:ETHUSD |
|---|---|---|
| MTD | 2.49% | -7.9% |
| 3M | -20.54% | -39.74% |
| 6M | -23.27% | -22.19% |
| YTD | -20.54% | -38.16% |
| 1Y | -14.27% | -45.61% |
| 3Y (ann.) | -17.19% | -52.57% |
| 5Y (ann.) | -17.19% | -52.57% |
| Metric | 11893727:ethusd:triple_med_gx:lsma110_30 | 11893727:ETHUSD |
|---|---|---|
| Max Drawdown | -35.44% | -54.74% |
| Longest DD Days | 114.0 | 182.0 |
| Avg. Drawdown | -5.9% | -16.47% |
| Avg. Drawdown Days | 22.0 | 42.0 |
| Recovery Factor | -0.4 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-03-26 | -35.44 | 114 |
| 2024-07-17 | 2024-10-16 | -11.34 | 91 |
| 2024-10-21 | 2024-11-09 | -6.44 | 19 |
| 2024-07-01 | 2024-07-13 | -3.19 | 12 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-10-16 | 2024-10-18 | -1.33 | 2 |
| 2024-06-29 | 2024-06-30 | -1.14 | 1 |
| 2024-10-18 | 2024-10-19 | -0.60 | 1 |
| 2024-07-14 | 2024-07-14 | -0.39 | 0 |
| Metric | 11893727:ethusd:triple_med_gx:lsma110_30 | 11893727:ETHUSD |
|---|---|---|
| Best Day | 4.58% | 10.89% |
| Worst Day | -6.12% | -14.0% |
| Best Week | 11.12% | 18.08% |
| Worst Week | -12.06% | -20.52% |
| Best Month | 14.77% | 47.37% |
| Worst Month | -15.07% | -32.24% |
| Best Year | 7.89% | -12.05% |
| Worst Year | -20.54% | -38.16% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -1.0% | -1.03% |
| Avg. Up Week | 4.9% | 8.54% |
| Avg. Down Week | -5.73% | -5.97% |
| Avg. Up Month | 11.5% | 25.44% |
| Avg. Down Month | -9.09% | -13.77% |
| Win Days % | 47.04% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 40.91% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |