| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 4.53% | -15.9% |
| Max Drawdown | -22.93% | -63.95% |
| Sharpe | 0.13 | 0.09 |
| Sortino | 0.18 | 0.13 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.06 | 1.01 |
| Common Sense Ratio | 0.57 | 0.97 |
| CPC Index | 0.55 | 0.53 |
| Tail Ratio | 0.54 | 0.95 |
| Outlier Win Ratio | 56.23 | 2.59 |
| Outlier Loss Ratio | 3.9 | 2.76 |
| Volatility (ann.) | 8.5% | 34.91% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.13 | -0.17 |
| Skew | -0.72 | -0.08 |
| Kurtosis | 43.22 | 7.74 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.25% | -0.96% |
| Expected Yearly % | 2.24% | -8.29% |
| Kelly Criterion | -0.11% | 2.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -3.0% |
| Expected Shortfall (cVaR) | -0.73% | -3.0% |
| Year | 11926709:ETHUSD | 11926709:ethusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 17.56 | -1.46 | + |
| 2025 | -4.37 | -11.08 | 2.53 | - |
| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| MTD | 0.0% | -17.21% |
| 3M | -13.68% | -28.03% |
| 6M | -19.81% | 28.61% |
| YTD | -11.08% | -4.37% |
| 1Y | -7.03% | 1.62% |
| 3Y (ann.) | 3.08% | -11.16% |
| 5Y (ann.) | 3.08% | -11.16% |
| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| Max Drawdown | -22.93% | -63.95% |
| Longest DD Days | 211.0 | 235.0 |
| Avg. Drawdown | -2.64% | -15.28% |
| Avg. Drawdown Days | 16.0 | 44.0 |
| Recovery Factor | 0.2 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-19 | 2025-11-17 | -22.93 | 211 |
| 2025-01-25 | 2025-01-31 | -8.56 | 5 |
| 2024-09-15 | 2024-09-19 | -4.99 | 3 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2025-03-16 | 2025-03-19 | -3.20 | 3 |
| 2024-11-10 | 2024-12-05 | -3.11 | 24 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2025-02-18 | 2025-02-19 | -2.37 | 1 |
| 2024-12-06 | 2025-01-04 | -0.83 | 28 |
| 2024-06-26 | 2024-06-27 | -0.81 | 1 |
| Metric | 11926709:ethusd:triple_med_gx:lsma105_75 | 11926709:ETHUSD |
|---|---|---|
| Best Day | 4.58% | 12.3% |
| Worst Day | -4.99% | -14.0% |
| Best Week | 6.05% | 27.26% |
| Worst Week | -6.99% | -20.52% |
| Best Month | 6.05% | 48.75% |
| Worst Month | -10.57% | -32.24% |
| Best Year | 17.56% | -4.37% |
| Worst Year | -11.08% | -12.05% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.92% | -0.97% |
| Avg. Up Week | 2.77% | 8.05% |
| Avg. Down Week | -3.03% | -5.8% |
| Avg. Up Month | 2.34% | 25.44% |
| Avg. Down Month | -4.87% | -4.79% |
| Win Days % | 48.1% | 50.44% |
| Win Month % | 68.75% | 27.78% |
| Win Week % | 56.52% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 0.0% |