| Metric | 11985748:ethusd:triple_med_gx:lsma185_135 | 11985748:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 22.31% | -52.1% |
| Max Drawdown | -20.65% | -63.95% |
| Sharpe | 0.48 | -0.38 |
| Sortino | 0.66 | -0.52 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.2 | 0.94 |
| Common Sense Ratio | 2.5 | 0.87 |
| CPC Index | 0.64 | 0.48 |
| Tail Ratio | 2.09 | 0.92 |
| Outlier Win Ratio | 30.67 | 2.97 |
| Outlier Loss Ratio | 3.59 | 3.32 |
| Volatility (ann.) | 13.5% | 35.66% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.19 | -0.86 |
| Skew | -1.59 | -0.34 |
| Kurtosis | 49.41 | 8.95 |
| Expected Daily % | 0.02% | -0.06% |
| Expected Monthly % | 1.69% | -5.95% |
| Expected Yearly % | 10.59% | -30.79% |
| Kelly Criterion | 4.52% | 0.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.11% |
| Expected Shortfall (cVaR) | -1.14% | -3.11% |
| Year | 11985748:ETHUSD | 11985748:ethusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 46.38 | -3.85 | + |
| 2025 | -45.53 | -16.45 | 0.36 | + |
| Metric | 11985748:ethusd:triple_med_gx:lsma185_135 | 11985748:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -9.9% | -41.03% |
| 6M | 14.52% | -31.24% |
| YTD | -16.45% | -45.53% |
| 1Y | 22.31% | -52.1% |
| 3Y (ann.) | 24.61% | -55.26% |
| 5Y (ann.) | 24.61% | -55.26% |
| Metric | 11985748:ethusd:triple_med_gx:lsma185_135 | 11985748:ETHUSD |
|---|---|---|
| Max Drawdown | -20.65% | -63.95% |
| Longest DD Days | 96.0 | 182.0 |
| Avg. Drawdown | -4.25% | -17.79% |
| Avg. Drawdown Days | 22.0 | 47.0 |
| Recovery Factor | 1.08 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-01 | -20.65 | 96 |
| 2024-06-12 | 2024-09-13 | -7.99 | 93 |
| 2024-11-10 | 2024-12-04 | -7.67 | 24 |
| 2024-12-06 | 2025-01-24 | -4.69 | 48 |
| 2024-09-14 | 2024-10-12 | -4.12 | 28 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-11-04 | 2024-11-05 | -1.27 | 0 |
| 2024-10-13 | 2024-10-14 | -1.22 | 1 |
| 2024-11-05 | 2024-11-06 | -1.19 | 0 |
| Metric | 11985748:ethusd:triple_med_gx:lsma185_135 | 11985748:ETHUSD |
|---|---|---|
| Best Day | 7.2% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.09% | 18.08% |
| Worst Week | -12.9% | -20.52% |
| Best Month | 27.55% | 47.37% |
| Worst Month | -13.06% | -32.24% |
| Best Year | 46.38% | -12.05% |
| Worst Year | -16.45% | -45.53% |
| Avg. Up Day | 1.31% | 1.32% |
| Avg. Down Day | -1.26% | -1.28% |
| Avg. Up Week | 7.49% | 9.3% |
| Avg. Down Week | -2.67% | -7.74% |
| Avg. Up Month | 17.96% | 25.44% |
| Avg. Down Month | -3.88% | -14.14% |
| Win Days % | 51.17% | 49.36% |
| Win Month % | 45.45% | 25.0% |
| Win Week % | 36.84% | 46.94% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |