| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 33.2% | -15.9% |
| Max Drawdown | -21.13% | -63.95% |
| Sharpe | 0.46 | 0.09 |
| Sortino | 0.66 | 0.13 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 1.24 | 1.01 |
| Common Sense Ratio | 1.97 | 0.97 |
| CPC Index | 0.69 | 0.53 |
| Tail Ratio | 1.59 | 0.95 |
| Outlier Win Ratio | 41.39 | 2.94 |
| Outlier Loss Ratio | 3.34 | 3.02 |
| Volatility (ann.) | 12.29% | 34.91% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.02 | -0.17 |
| Skew | -0.78 | -0.08 |
| Kurtosis | 77.52 | 7.74 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.61% | -0.96% |
| Expected Yearly % | 15.41% | -8.29% |
| Kelly Criterion | 5.62% | 2.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -3.0% |
| Expected Shortfall (cVaR) | -1.04% | -3.0% |
| Year | 11972482:ETHUSD | 11972482:ethusd:triple_med_gx:lsma85_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 50.13 | -4.16 | + |
| 2025 | -4.37 | -11.28 | 2.58 | - |
| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| MTD | -7.94% | -17.21% |
| 3M | -2.03% | -28.03% |
| 6M | -0.91% | 28.61% |
| YTD | -11.28% | -4.37% |
| 1Y | 0.33% | 1.62% |
| 3Y (ann.) | 21.65% | -11.16% |
| 5Y (ann.) | 21.65% | -11.16% |
| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| Max Drawdown | -21.13% | -63.95% |
| Longest DD Days | 253.0 | 235.0 |
| Avg. Drawdown | -3.37% | -15.28% |
| Avg. Drawdown Days | 27.0 | 44.0 |
| Recovery Factor | 1.57 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-11-17 | -21.13 | 253 |
| 2025-01-19 | 2025-02-12 | -6.64 | 24 |
| 2024-12-30 | 2025-01-19 | -5.42 | 20 |
| 2025-02-13 | 2025-03-08 | -3.87 | 23 |
| 2024-11-03 | 2024-11-06 | -3.87 | 3 |
| 2024-06-20 | 2024-08-12 | -3.56 | 53 |
| 2024-11-28 | 2024-12-04 | -3.18 | 6 |
| 2024-08-13 | 2024-09-11 | -2.85 | 29 |
| 2024-09-14 | 2024-10-14 | -1.69 | 30 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| Metric | 11972482:ethusd:triple_med_gx:lsma85_125 | 11972482:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 17.32% | 27.26% |
| Worst Week | -10.7% | -20.52% |
| Best Month | 24.85% | 48.75% |
| Worst Month | -11.15% | -32.24% |
| Best Year | 50.13% | -4.37% |
| Worst Year | -11.28% | -12.05% |
| Avg. Up Day | 1.36% | 1.38% |
| Avg. Down Day | -1.21% | -1.33% |
| Avg. Up Week | 5.18% | 9.73% |
| Avg. Down Week | -4.82% | -7.25% |
| Avg. Up Month | 14.17% | 25.44% |
| Avg. Down Month | -4.33% | -15.78% |
| Win Days % | 50.2% | 50.44% |
| Win Month % | 58.82% | 27.78% |
| Win Week % | 53.12% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |