| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -4.52% | -15.9% |
| Max Drawdown | -27.67% | -63.76% |
| Sharpe | -0.06 | 0.2 |
| Sortino | -0.08 | 0.28 |
| Payoff Ratio | 0.82 | 0.92 |
| Profit Factor | 0.97 | 1.03 |
| Common Sense Ratio | 1.13 | 1.13 |
| CPC Index | 0.4 | 0.48 |
| Tail Ratio | 1.16 | 1.1 |
| Outlier Win Ratio | 47.27 | 2.64 |
| Outlier Loss Ratio | 3.75 | 2.54 |
| Volatility (ann.) | 19.32% | 72.0% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.11 | -0.18 |
| Skew | -3.41 | -0.44 |
| Kurtosis | 52.29 | 4.63 |
| Expected Daily % | -0.01% | -0.03% |
| Expected Monthly % | -0.26% | -0.96% |
| Expected Yearly % | -2.29% | -8.29% |
| Kelly Criterion | -9.61% | -3.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -6.16% |
| Expected Shortfall (cVaR) | -1.67% | -6.16% |
| Year | 11926719:ETHUSD | 11926719:ethusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 28.75 | -2.43 | + |
| 2025 | -4.63 | -25.84 | 5.58 | - |
| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| MTD | 0.48% | -17.27% |
| 3M | -21.58% | -28.03% |
| 6M | -26.22% | 28.37% |
| YTD | -25.84% | -4.63% |
| 1Y | -22.5% | 1.69% |
| 3Y (ann.) | -3.11% | -11.16% |
| 5Y (ann.) | -3.11% | -11.16% |
| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| Max Drawdown | -27.67% | -63.76% |
| Longest DD Days | 209.0 | 234.0 |
| Avg. Drawdown | -4.89% | -22.9% |
| Avg. Drawdown Days | 40.0 | 74.0 |
| Recovery Factor | -0.16 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-22 | 2025-11-17 | -27.67 | 209 |
| 2025-01-09 | 2025-04-21 | -9.50 | 102 |
| 2024-09-16 | 2024-09-19 | -4.99 | 3 |
| 2024-06-29 | 2024-07-01 | -2.41 | 2 |
| 2024-11-11 | 2024-11-12 | -1.56 | 1 |
| 2024-07-02 | 2024-08-19 | -1.26 | 48 |
| 2024-06-26 | 2024-06-28 | -0.81 | 2 |
| 2024-10-20 | 2024-10-21 | -0.26 | 1 |
| 2024-12-08 | 2025-01-05 | -0.24 | 28 |
| 2024-11-09 | 2024-11-10 | -0.18 | 1 |
| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| Best Day | 5.44% | 16.74% |
| Worst Day | -12.36% | -20.65% |
| Best Week | 8.1% | 22.2% |
| Worst Week | -12.36% | -22.77% |
| Best Month | 8.1% | 54.15% |
| Worst Month | -21.3% | -34.4% |
| Best Year | 28.75% | -4.63% |
| Worst Year | -25.84% | -11.81% |
| Avg. Up Day | 1.73% | 2.2% |
| Avg. Down Day | -2.11% | -2.39% |
| Avg. Up Week | 2.07% | 6.53% |
| Avg. Down Week | -4.28% | -7.99% |
| Avg. Up Month | 6.24% | 14.82% |
| Avg. Down Month | -7.16% | -7.05% |
| Win Days % | 50.59% | 50.56% |
| Win Month % | 64.71% | 33.33% |
| Win Week % | 64.29% | 51.28% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |