| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 33.2% | -15.9% |
| Max Drawdown | -19.44% | -63.76% |
| Sharpe | 1.06 | 0.2 |
| Sortino | 1.56 | 0.28 |
| Payoff Ratio | 0.97 | 1.11 |
| Profit Factor | 1.53 | 1.03 |
| Common Sense Ratio | 8.64 | 1.13 |
| CPC Index | 0.84 | 0.58 |
| Tail Ratio | 5.64 | 1.1 |
| Outlier Win Ratio | 35.48 | 2.51 |
| Outlier Loss Ratio | 3.64 | 2.49 |
| Volatility (ann.) | 20.38% | 72.0% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.11 | -0.18 |
| Skew | -0.46 | -0.44 |
| Kurtosis | 38.04 | 4.63 |
| Expected Daily % | 0.05% | -0.03% |
| Expected Monthly % | 1.61% | -0.96% |
| Expected Yearly % | 15.41% | -8.29% |
| Kelly Criterion | 11.58% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -6.16% |
| Expected Shortfall (cVaR) | -1.7% | -6.16% |
| Year | 11972482:ETHUSD | 11972482:ethusd:triple_med_gx:lsma85_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 49.57 | -4.20 | + |
| 2025 | -4.63 | -10.94 | 2.36 | - |
| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| MTD | -7.94% | -17.27% |
| 3M | -2.03% | -28.03% |
| 6M | -0.91% | 28.37% |
| YTD | -10.94% | -4.63% |
| 1Y | 0.33% | 1.69% |
| 3Y (ann.) | 21.65% | -11.16% |
| 5Y (ann.) | 21.65% | -11.16% |
| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| Max Drawdown | -19.44% | -63.76% |
| Longest DD Days | 276.0 | 234.0 |
| Avg. Drawdown | -3.22% | -22.9% |
| Avg. Drawdown Days | 37.0 | 74.0 |
| Recovery Factor | 1.71 | -0.25 |
| Ulcer Index | 1.02 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-11-17 | -19.44 | 276 |
| 2024-06-21 | 2024-07-14 | -3.06 | 23 |
| 2024-11-03 | 2024-11-06 | -2.37 | 3 |
| 2024-12-31 | 2025-01-21 | -1.81 | 21 |
| 2024-11-29 | 2024-12-03 | -1.23 | 4 |
| 2024-09-13 | 2024-09-14 | -0.36 | 1 |
| 2024-08-13 | 2024-08-14 | -0.27 | 1 |
| 2024-10-12 | 2024-10-13 | -0.23 | 1 |
| 2024-12-29 | 2024-12-30 | -0.18 | 1 |
| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| Best Day | 9.4% | 16.74% |
| Worst Day | -9.72% | -20.65% |
| Best Week | 17.32% | 22.2% |
| Worst Week | -11.63% | -22.77% |
| Best Month | 24.85% | 54.15% |
| Worst Month | -11.15% | -34.4% |
| Best Year | 49.57% | -4.63% |
| Worst Year | -10.94% | -11.81% |
| Avg. Up Day | 2.1% | 2.55% |
| Avg. Down Day | -2.16% | -2.29% |
| Avg. Up Week | 4.07% | 7.59% |
| Avg. Down Week | -3.22% | -3.57% |
| Avg. Up Month | 11.77% | 14.82% |
| Avg. Down Month | -4.33% | -15.61% |
| Win Days % | 56.41% | 50.56% |
| Win Month % | 58.82% | 33.33% |
| Win Week % | 61.29% | 51.28% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |