| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 39.68% | -15.9% |
| Max Drawdown | -17.56% | -63.95% |
| Sharpe | 0.61 | 0.09 |
| Sortino | 0.9 | 0.13 |
| Payoff Ratio | 1.28 | 1.15 |
| Profit Factor | 1.33 | 1.01 |
| Common Sense Ratio | 0.75 | 0.97 |
| CPC Index | 0.84 | 0.59 |
| Tail Ratio | 0.57 | 0.95 |
| Outlier Win Ratio | 47.13 | 2.85 |
| Outlier Loss Ratio | 3.75 | 2.9 |
| Volatility (ann.) | 10.16% | 34.91% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.46 | -0.17 |
| Skew | -1.28 | -0.08 |
| Kurtosis | 86.94 | 7.74 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 1.87% | -0.96% |
| Expected Yearly % | 18.18% | -8.29% |
| Kelly Criterion | 9.92% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -3.0% |
| Expected Shortfall (cVaR) | -0.86% | -3.0% |
| Year | 11978051:ETHUSD | 11978051:ethusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 39.78 | -3.30 | + |
| 2025 | -4.37 | -0.07 | 0.02 | + |
| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| MTD | -0.4% | -17.21% |
| 3M | 11.41% | -28.03% |
| 6M | 9.0% | 28.61% |
| YTD | -0.07% | -4.37% |
| 1Y | 10.14% | 1.62% |
| 3Y (ann.) | 25.66% | -11.16% |
| 5Y (ann.) | 25.66% | -11.16% |
| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| Max Drawdown | -17.56% | -63.95% |
| Longest DD Days | 251.0 | 235.0 |
| Avg. Drawdown | -2.87% | -15.28% |
| Avg. Drawdown Days | 31.0 | 44.0 |
| Recovery Factor | 2.26 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-11-17 | -17.56 | 251 |
| 2024-08-14 | 2024-10-14 | -4.88 | 60 |
| 2025-01-21 | 2025-03-10 | -4.23 | 47 |
| 2024-10-15 | 2024-11-06 | -2.86 | 22 |
| 2025-01-20 | 2025-01-21 | -2.27 | 0 |
| 2024-11-28 | 2024-11-30 | -1.86 | 1 |
| 2024-12-31 | 2025-01-02 | -1.73 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-06-22 | 2024-07-14 | -0.95 | 22 |
| 2024-06-20 | 2024-06-21 | -0.94 | 1 |
| Metric | 11978051:ethusd:triple_med_gx:lsma90_130 | 11978051:ETHUSD |
|---|---|---|
| Best Day | 7.2% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.36% | 27.26% |
| Worst Week | -5.71% | -20.52% |
| Best Month | 21.32% | 48.75% |
| Worst Month | -5.95% | -32.24% |
| Best Year | 39.78% | -4.37% |
| Worst Year | -0.07% | -12.05% |
| Avg. Up Day | 1.29% | 1.31% |
| Avg. Down Day | -1.01% | -1.14% |
| Avg. Up Week | 4.07% | 7.63% |
| Avg. Down Week | -2.24% | -5.21% |
| Avg. Up Month | 7.96% | 30.63% |
| Avg. Down Month | -1.88% | -10.21% |
| Win Days % | 49.36% | 50.44% |
| Win Month % | 50.0% | 27.78% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |