| Metric | 11979821:ethusd:triple_med_gx:lsma75_130 | 11979821:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -19.73% | -45.61% |
| Max Drawdown | -31.19% | -54.74% |
| Sharpe | -0.19 | -0.36 |
| Sortino | -0.26 | -0.48 |
| Payoff Ratio | 1.02 | 1.02 |
| Profit Factor | 0.95 | 0.94 |
| Common Sense Ratio | 1.0 | 0.91 |
| CPC Index | 0.46 | 0.47 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 14.73 | 3.19 |
| Outlier Loss Ratio | 3.89 | 3.73 |
| Volatility (ann.) | 22.01% | 34.95% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.76 | -0.96 |
| Skew | -1.53 | -0.55 |
| Kurtosis | 38.38 | 9.11 |
| Expected Daily % | -0.02% | -0.05% |
| Expected Monthly % | -2.17% | -5.91% |
| Expected Yearly % | -10.41% | -26.25% |
| Kelly Criterion | -4.29% | -0.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -3.04% |
| Expected Shortfall (cVaR) | -1.91% | -3.04% |
| Year | 11979821:ETHUSD | 11979821:ethusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.05 | 0.92 | + |
| 2025 | -38.16 | -9.76 | 0.26 | + |
| Metric | 11979821:ethusd:triple_med_gx:lsma75_130 | 11979821:ETHUSD |
|---|---|---|
| MTD | -16.94% | -7.9% |
| 3M | -12.08% | -39.74% |
| 6M | -10.23% | -22.19% |
| YTD | -9.76% | -38.16% |
| 1Y | -19.73% | -45.61% |
| 3Y (ann.) | -23.6% | -52.57% |
| 5Y (ann.) | -23.6% | -52.57% |
| Metric | 11979821:ethusd:triple_med_gx:lsma75_130 | 11979821:ETHUSD |
|---|---|---|
| Max Drawdown | -31.19% | -54.74% |
| Longest DD Days | 137.0 | 182.0 |
| Avg. Drawdown | -13.16% | -16.47% |
| Avg. Drawdown Days | 53.0 | 42.0 |
| Recovery Factor | -0.63 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-03-26 | -31.19 | 137 |
| 2024-08-04 | 2024-11-06 | -21.51 | 94 |
| 2024-06-10 | 2024-07-15 | -10.93 | 35 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-06-09 | 2024-06-10 | -0.53 | 0 |
| Metric | 11979821:ethusd:triple_med_gx:lsma75_130 | 11979821:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 17.16% | 18.08% |
| Worst Week | -14.15% | -20.52% |
| Best Month | 17.16% | 47.37% |
| Worst Month | -19.36% | -32.24% |
| Best Year | -9.76% | -12.05% |
| Worst Year | -11.05% | -38.16% |
| Avg. Up Day | 1.24% | 1.24% |
| Avg. Down Day | -1.21% | -1.22% |
| Avg. Up Week | 5.9% | 6.93% |
| Avg. Down Week | -5.78% | -7.53% |
| Avg. Up Month | 17.16% | 47.37% |
| Avg. Down Month | -14.02% | -12.41% |
| Win Days % | 47.28% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 42.31% | 47.73% |
| Win Quarter % | 0.0% | 25.0% |
| Win Year % | 0.0% | 0.0% |