| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -4.52% | -15.9% |
| Max Drawdown | -29.3% | -63.95% |
| Sharpe | -0.03 | 0.09 |
| Sortino | -0.04 | 0.13 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.99 | 1.01 |
| Common Sense Ratio | 1.46 | 0.97 |
| CPC Index | 0.48 | 0.51 |
| Tail Ratio | 1.48 | 0.95 |
| Outlier Win Ratio | 48.01 | 2.68 |
| Outlier Loss Ratio | 3.92 | 2.98 |
| Volatility (ann.) | 9.88% | 34.91% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.11 | -0.17 |
| Skew | -1.61 | -0.08 |
| Kurtosis | 43.99 | 7.74 |
| Expected Daily % | -0.0% | -0.01% |
| Expected Monthly % | -0.26% | -0.96% |
| Expected Yearly % | -2.29% | -8.29% |
| Kelly Criterion | -3.53% | 0.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -3.0% |
| Expected Shortfall (cVaR) | -0.85% | -3.0% |
| Year | 11926719:ETHUSD | 11926719:ethusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 28.75 | -2.39 | + |
| 2025 | -4.37 | -25.84 | 5.91 | - |
| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| MTD | 0.56% | -17.21% |
| 3M | -21.58% | -28.03% |
| 6M | -26.22% | 28.61% |
| YTD | -25.84% | -4.37% |
| 1Y | -22.5% | 1.62% |
| 3Y (ann.) | -3.11% | -11.16% |
| 5Y (ann.) | -3.11% | -11.16% |
| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| Max Drawdown | -29.3% | -63.95% |
| Longest DD Days | 242.0 | 235.0 |
| Avg. Drawdown | -3.56% | -15.28% |
| Avg. Drawdown Days | 25.0 | 44.0 |
| Recovery Factor | -0.15 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-20 | 2025-11-17 | -29.30 | 242 |
| 2025-01-05 | 2025-03-19 | -12.35 | 73 |
| 2024-08-18 | 2024-09-19 | -6.25 | 31 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-06-27 | 2024-07-01 | -2.79 | 3 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-07-01 | 2024-07-16 | -1.26 | 15 |
| 2024-10-21 | 2024-11-09 | -0.92 | 19 |
| 2024-12-06 | 2025-01-04 | -0.89 | 28 |
| 2024-06-26 | 2024-06-27 | -0.81 | 1 |
| Metric | 11926719:ethusd:triple_med_gx:lsma110_75 | 11926719:ETHUSD |
|---|---|---|
| Best Day | 4.58% | 12.3% |
| Worst Day | -6.47% | -14.0% |
| Best Week | 8.1% | 27.26% |
| Worst Week | -15.61% | -20.52% |
| Best Month | 8.1% | 48.75% |
| Worst Month | -21.36% | -32.24% |
| Best Year | 28.75% | -4.37% |
| Worst Year | -25.84% | -12.05% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.99% | -1.02% |
| Avg. Up Week | 3.17% | 8.95% |
| Avg. Down Week | -3.75% | -7.41% |
| Avg. Up Month | 7.07% | 25.44% |
| Avg. Down Month | -8.72% | -4.57% |
| Win Days % | 47.5% | 50.44% |
| Win Month % | 70.59% | 27.78% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 0.0% |