| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 4.53% | -15.9% |
| Max Drawdown | -21.06% | -63.76% |
| Sharpe | 0.27 | 0.2 |
| Sortino | 0.39 | 0.28 |
| Payoff Ratio | 0.92 | 1.07 |
| Profit Factor | 1.11 | 1.03 |
| Common Sense Ratio | 3.13 | 1.13 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 2.82 | 1.1 |
| Outlier Win Ratio | 51.78 | 2.52 |
| Outlier Loss Ratio | 4.11 | 2.44 |
| Volatility (ann.) | 15.49% | 72.0% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.15 | -0.18 |
| Skew | -0.4 | -0.44 |
| Kurtosis | 25.37 | 4.63 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.25% | -0.96% |
| Expected Yearly % | 2.24% | -8.29% |
| Kelly Criterion | -4.2% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -6.16% |
| Expected Shortfall (cVaR) | -1.32% | -6.16% |
| Year | 11926709:ETHUSD | 11926709:ethusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 17.56 | -1.49 | + |
| 2025 | -4.63 | -11.08 | 2.39 | - |
| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| MTD | -0.26% | -17.27% |
| 3M | -13.68% | -28.03% |
| 6M | -19.81% | 28.37% |
| YTD | -11.08% | -4.63% |
| 1Y | -7.03% | 1.69% |
| 3Y (ann.) | 3.08% | -11.16% |
| 5Y (ann.) | 3.08% | -11.16% |
| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| Max Drawdown | -21.06% | -63.76% |
| Longest DD Days | 210.0 | 234.0 |
| Avg. Drawdown | -3.38% | -22.9% |
| Avg. Drawdown Days | 24.0 | 74.0 |
| Recovery Factor | 0.22 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-21 | 2025-11-17 | -21.06 | 210 |
| 2025-01-27 | 2025-02-01 | -6.32 | 5 |
| 2024-09-16 | 2024-09-19 | -4.99 | 3 |
| 2024-06-29 | 2024-07-01 | -2.41 | 2 |
| 2025-03-16 | 2025-03-19 | -2.17 | 3 |
| 2024-11-11 | 2024-12-06 | -1.74 | 25 |
| 2024-06-26 | 2024-06-28 | -0.81 | 2 |
| 2024-07-16 | 2024-08-19 | -0.28 | 34 |
| 2024-10-20 | 2024-10-21 | -0.26 | 1 |
| 2024-11-09 | 2024-11-10 | -0.18 | 1 |
| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| Best Day | 5.87% | 16.74% |
| Worst Day | -6.05% | -20.65% |
| Best Week | 6.05% | 22.2% |
| Worst Week | -6.75% | -22.77% |
| Best Month | 6.05% | 54.15% |
| Worst Month | -10.34% | -34.4% |
| Best Year | 17.56% | -4.63% |
| Worst Year | -11.08% | -11.81% |
| Avg. Up Day | 1.82% | 2.2% |
| Avg. Down Day | -1.98% | -2.05% |
| Avg. Up Week | 2.21% | 4.53% |
| Avg. Down Week | -2.93% | -6.31% |
| Avg. Up Month | 2.58% | 14.82% |
| Avg. Down Month | -2.72% | -7.61% |
| Win Days % | 50.0% | 50.56% |
| Win Month % | 52.94% | 33.33% |
| Win Week % | 53.85% | 51.28% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |