| Metric | 11985445:ethusd:triple_med_gx:lsma205_135 | 11985445:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -7.95% | -45.61% |
| Max Drawdown | -38.8% | -54.74% |
| Sharpe | -0.06 | -0.36 |
| Sortino | -0.08 | -0.48 |
| Payoff Ratio | 0.93 | 0.86 |
| Profit Factor | 0.98 | 0.94 |
| Common Sense Ratio | 1.1 | 0.91 |
| CPC Index | 0.46 | 0.4 |
| Tail Ratio | 1.12 | 0.97 |
| Outlier Win Ratio | 24.0 | 3.02 |
| Outlier Loss Ratio | 3.31 | 3.5 |
| Volatility (ann.) | 17.24% | 34.95% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.25 | -0.96 |
| Skew | -2.48 | -0.55 |
| Kurtosis | 54.48 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -0.83% | -5.91% |
| Expected Yearly % | -4.06% | -26.25% |
| Kelly Criterion | -2.91% | -9.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.04% |
| Expected Shortfall (cVaR) | -1.49% | -3.04% |
| Year | 11985445:ETHUSD | 11985445:ethusd:triple_med_gx:lsma205_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 37.36 | -3.10 | + |
| 2025 | -38.16 | -32.99 | 0.86 | + |
| Metric | 11985445:ethusd:triple_med_gx:lsma205_135 | 11985445:ETHUSD |
|---|---|---|
| MTD | -12.75% | -7.9% |
| 3M | -32.99% | -39.74% |
| 6M | -2.55% | -22.19% |
| YTD | -32.99% | -38.16% |
| 1Y | -7.95% | -45.61% |
| 3Y (ann.) | -9.65% | -52.57% |
| 5Y (ann.) | -9.65% | -52.57% |
| Metric | 11985445:ethusd:triple_med_gx:lsma205_135 | 11985445:ETHUSD |
|---|---|---|
| Max Drawdown | -38.8% | -54.74% |
| Longest DD Days | 109.0 | 182.0 |
| Avg. Drawdown | -6.93% | -16.47% |
| Avg. Drawdown Days | 25.0 | 42.0 |
| Recovery Factor | -0.2 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-26 | -38.80 | 109 |
| 2024-06-10 | 2024-09-13 | -9.59 | 95 |
| 2024-09-14 | 2024-10-14 | -8.03 | 30 |
| 2024-11-12 | 2024-12-04 | -6.15 | 22 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-11-04 | 2024-11-06 | -2.88 | 1 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-10-15 | 2024-11-04 | -1.82 | 20 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-11-09 | 2024-11-09 | -0.51 | 0 |
| Metric | 11985445:ethusd:triple_med_gx:lsma205_135 | 11985445:ETHUSD |
|---|---|---|
| Best Day | 7.87% | 10.89% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 20.98% | 18.08% |
| Worst Week | -21.88% | -20.52% |
| Best Month | 32.29% | 47.37% |
| Worst Month | -21.88% | -32.24% |
| Best Year | 37.36% | -12.05% |
| Worst Year | -32.99% | -38.16% |
| Avg. Up Day | 1.25% | 1.25% |
| Avg. Down Day | -1.34% | -1.47% |
| Avg. Up Week | 9.48% | 8.81% |
| Avg. Down Week | -7.22% | -7.53% |
| Avg. Up Month | 32.29% | 47.37% |
| Avg. Down Month | -8.99% | -11.25% |
| Win Days % | 50.4% | 49.37% |
| Win Month % | 40.0% | 20.0% |
| Win Week % | 41.18% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |