| Metric | 11981409:ethusd:triple_med_gx:lsma180_130 | 11981409:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -11.39% | -45.61% |
| Max Drawdown | -23.4% | -54.74% |
| Sharpe | -0.21 | -0.36 |
| Sortino | -0.3 | -0.48 |
| Payoff Ratio | 0.88 | 0.88 |
| Profit Factor | 0.9 | 0.94 |
| Common Sense Ratio | 0.35 | 0.91 |
| CPC Index | 0.39 | 0.41 |
| Tail Ratio | 0.38 | 0.97 |
| Outlier Win Ratio | 45.67 | 2.9 |
| Outlier Loss Ratio | 2.54 | 3.15 |
| Volatility (ann.) | 13.26% | 34.95% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.59 | -0.96 |
| Skew | 0.66 | -0.55 |
| Kurtosis | 61.49 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -1.2% | -5.91% |
| Expected Yearly % | -5.87% | -26.25% |
| Kelly Criterion | -8.67% | -8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.04% |
| Expected Shortfall (cVaR) | -1.15% | -3.04% |
| Year | 11981409:ETHUSD | 11981409:ethusd:triple_med_gx:lsma180_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 7.97 | -0.66 | + |
| 2025 | -38.16 | -17.93 | 0.47 | + |
| Metric | 11981409:ethusd:triple_med_gx:lsma180_130 | 11981409:ETHUSD |
|---|---|---|
| MTD | -15.85% | -7.9% |
| 3M | -17.93% | -39.74% |
| 6M | -11.47% | -22.19% |
| YTD | -17.93% | -38.16% |
| 1Y | -11.39% | -45.61% |
| 3Y (ann.) | -13.76% | -52.57% |
| 5Y (ann.) | -13.76% | -52.57% |
| Metric | 11981409:ethusd:triple_med_gx:lsma180_130 | 11981409:ETHUSD |
|---|---|---|
| Max Drawdown | -23.4% | -54.74% |
| Longest DD Days | 138.0 | 182.0 |
| Avg. Drawdown | -8.33% | -16.47% |
| Avg. Drawdown Days | 50.0 | 42.0 |
| Recovery Factor | -0.49 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-03-26 | -23.40 | 138 |
| 2024-08-29 | 2024-11-07 | -12.89 | 69 |
| 2024-07-17 | 2024-08-29 | -3.22 | 42 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11981409:ethusd:triple_med_gx:lsma180_130 | 11981409:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 10.89% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 11.09% | 18.08% |
| Worst Week | -15.19% | -20.52% |
| Best Month | 10.88% | 47.37% |
| Worst Month | -15.85% | -32.24% |
| Best Year | 7.97% | -12.05% |
| Worst Year | -17.93% | -38.16% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.61% | -1.62% |
| Avg. Up Week | 4.28% | 10.36% |
| Avg. Down Week | -5.95% | -7.9% |
| Avg. Up Month | 10.88% | 47.37% |
| Avg. Down Month | -7.85% | -4.04% |
| Win Days % | 49.18% | 49.37% |
| Win Month % | 42.86% | 20.0% |
| Win Week % | 50.0% | 47.73% |
| Win Quarter % | 66.67% | 25.0% |
| Win Year % | 50.0% | 0.0% |