| Metric | 11986876:ethusd:triple_med_gx:lsma185_135 | 11986876:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -13.41% | -45.61% |
| Max Drawdown | -32.89% | -54.74% |
| Sharpe | -0.24 | -0.36 |
| Sortino | -0.31 | -0.48 |
| Payoff Ratio | 0.85 | 0.8 |
| Profit Factor | 0.89 | 0.94 |
| Common Sense Ratio | 0.48 | 0.91 |
| CPC Index | 0.38 | 0.37 |
| Tail Ratio | 0.54 | 0.97 |
| Outlier Win Ratio | 41.64 | 2.91 |
| Outlier Loss Ratio | 2.58 | 3.33 |
| Volatility (ann.) | 14.34% | 34.95% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.49 | -0.96 |
| Skew | -1.09 | -0.55 |
| Kurtosis | 68.37 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -1.43% | -5.91% |
| Expected Yearly % | -6.95% | -26.25% |
| Kelly Criterion | -9.13% | -14.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -3.04% |
| Expected Shortfall (cVaR) | -1.24% | -3.04% |
| Year | 11986876:ETHUSD | 11986876:ethusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 20.81 | -1.73 | + |
| 2025 | -38.16 | -28.33 | 0.74 | + |
| Metric | 11986876:ethusd:triple_med_gx:lsma185_135 | 11986876:ETHUSD |
|---|---|---|
| MTD | -22.15% | -7.9% |
| 3M | -28.33% | -39.74% |
| 6M | -16.96% | -22.19% |
| YTD | -28.33% | -38.16% |
| 1Y | -13.41% | -45.61% |
| 3Y (ann.) | -16.17% | -52.57% |
| 5Y (ann.) | -16.17% | -52.57% |
| Metric | 11986876:ethusd:triple_med_gx:lsma185_135 | 11986876:ETHUSD |
|---|---|---|
| Max Drawdown | -32.89% | -54.74% |
| Longest DD Days | 68.0 | 182.0 |
| Avg. Drawdown | -6.65% | -16.47% |
| Avg. Drawdown Days | 22.0 | 42.0 |
| Recovery Factor | -0.41 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-26 | -32.89 | 65 |
| 2024-08-29 | 2024-11-06 | -7.68 | 68 |
| 2025-01-18 | 2025-01-19 | -4.99 | 1 |
| 2024-07-17 | 2024-08-29 | -3.22 | 43 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-07-14 | 2024-07-14 | -0.57 | 0 |
| 2025-01-18 | 2025-01-18 | -0.18 | 0 |
| Metric | 11986876:ethusd:triple_med_gx:lsma185_135 | 11986876:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 10.89% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 13.91% | 18.08% |
| Worst Week | -12.77% | -20.52% |
| Best Month | 13.82% | 47.37% |
| Worst Month | -22.15% | -32.24% |
| Best Year | 20.81% | -12.05% |
| Worst Year | -28.33% | -38.16% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.66% | -1.78% |
| Avg. Up Week | 7.98% | 11.7% |
| Avg. Down Week | -5.92% | -7.71% |
| Avg. Up Month | 13.82% | 47.37% |
| Avg. Down Month | -10.23% | -10.35% |
| Win Days % | 50.0% | 49.37% |
| Win Month % | 33.33% | 20.0% |
| Win Week % | 36.36% | 47.73% |
| Win Quarter % | 66.67% | 25.0% |
| Win Year % | 50.0% | 0.0% |