| Metric | 11986563:ethusd:triple_med_gx:lsma85_135 | 11986563:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -15.0% | -45.61% |
| Max Drawdown | -23.88% | -54.74% |
| Sharpe | -0.22 | -0.36 |
| Sortino | -0.28 | -0.48 |
| Payoff Ratio | 0.82 | 0.81 |
| Profit Factor | 0.9 | 0.94 |
| Common Sense Ratio | 1.48 | 0.91 |
| CPC Index | 0.37 | 0.38 |
| Tail Ratio | 1.64 | 0.97 |
| Outlier Win Ratio | 37.4 | 2.95 |
| Outlier Loss Ratio | 2.65 | 3.4 |
| Volatility (ann.) | 16.21% | 34.95% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.76 | -0.96 |
| Skew | -4.74 | -0.55 |
| Kurtosis | 97.76 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -1.61% | -5.91% |
| Expected Yearly % | -7.8% | -26.25% |
| Kelly Criterion | -10.19% | -12.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.04% |
| Expected Shortfall (cVaR) | -1.41% | -3.04% |
| Year | 11986563:ETHUSD | 11986563:ethusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 1.81 | -0.15 | + |
| 2025 | -38.16 | -16.51 | 0.43 | + |
| Metric | 11986563:ethusd:triple_med_gx:lsma85_135 | 11986563:ETHUSD |
|---|---|---|
| MTD | -16.51% | -7.9% |
| 3M | -16.51% | -39.74% |
| 6M | 3.06% | -22.19% |
| YTD | -16.51% | -38.16% |
| 1Y | -15.0% | -45.61% |
| 3Y (ann.) | -18.05% | -52.57% |
| 5Y (ann.) | -18.05% | -52.57% |
| Metric | 11986563:ethusd:triple_med_gx:lsma85_135 | 11986563:ETHUSD |
|---|---|---|
| Max Drawdown | -23.88% | -54.74% |
| Longest DD Days | 151.0 | 182.0 |
| Avg. Drawdown | -9.36% | -16.47% |
| Avg. Drawdown Days | 57.0 | 42.0 |
| Recovery Factor | -0.63 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2024-11-07 | -23.88 | 151 |
| 2025-03-06 | 2025-03-26 | -21.20 | 19 |
| 2025-03-05 | 2025-03-05 | -1.06 | 0 |
| 2024-11-08 | 2025-03-05 | -0.49 | 117 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11986563:ethusd:triple_med_gx:lsma85_135 | 11986563:ETHUSD |
|---|---|---|
| Best Day | 7.87% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 19.26% | 18.08% |
| Worst Week | -19.37% | -20.52% |
| Best Month | 19.26% | 47.37% |
| Worst Month | -19.37% | -32.24% |
| Best Year | 1.81% | -12.05% |
| Worst Year | -16.51% | -38.16% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.69% | -1.72% |
| Avg. Up Week | 8.21% | 11.99% |
| Avg. Down Week | -10.55% | -8.31% |
| Avg. Up Month | 10.9% | 25.44% |
| Avg. Down Month | -13.98% | -13.17% |
| Win Days % | 50.34% | 49.37% |
| Win Month % | 57.14% | 20.0% |
| Win Week % | 40.0% | 47.73% |
| Win Quarter % | 25.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |