| Metric | 11990678:ethusd:triple_med_gx:lsma75_140 | 11990678:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 37.19% | -45.61% |
| Max Drawdown | -20.15% | -54.74% |
| Sharpe | 0.57 | -0.36 |
| Sortino | 0.85 | -0.48 |
| Payoff Ratio | 1.16 | 1.03 |
| Profit Factor | 1.18 | 0.94 |
| Common Sense Ratio | 1.51 | 0.91 |
| CPC Index | 0.68 | 0.48 |
| Tail Ratio | 1.28 | 0.97 |
| Outlier Win Ratio | 15.53 | 3.3 |
| Outlier Loss Ratio | 3.84 | 3.52 |
| Volatility (ann.) | 20.47% | 34.95% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.35 | -0.96 |
| Skew | 0.28 | -0.55 |
| Kurtosis | 28.22 | 9.11 |
| Expected Daily % | 0.03% | -0.05% |
| Expected Monthly % | 3.21% | -5.91% |
| Expected Yearly % | 17.13% | -26.25% |
| Kelly Criterion | 6.18% | 0.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -3.04% |
| Expected Shortfall (cVaR) | -1.73% | -3.04% |
| Year | 11990678:ETHUSD | 11990678:ethusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 30.14 | -2.50 | + |
| 2025 | -38.16 | 5.41 | -0.14 | + |
| Metric | 11990678:ethusd:triple_med_gx:lsma75_140 | 11990678:ETHUSD |
|---|---|---|
| MTD | -10.24% | -7.9% |
| 3M | 2.71% | -39.74% |
| 6M | 18.65% | -22.19% |
| YTD | 5.41% | -38.16% |
| 1Y | 37.19% | -45.61% |
| 3Y (ann.) | 47.29% | -52.57% |
| 5Y (ann.) | 47.29% | -52.57% |
| Metric | 11990678:ethusd:triple_med_gx:lsma75_140 | 11990678:ETHUSD |
|---|---|---|
| Max Drawdown | -20.15% | -54.74% |
| Longest DD Days | 61.0 | 182.0 |
| Avg. Drawdown | -6.2% | -16.47% |
| Avg. Drawdown Days | 17.0 | 42.0 |
| Recovery Factor | 1.85 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-02-03 | -20.15 | 47 |
| 2025-02-04 | 2025-03-26 | -17.75 | 50 |
| 2024-08-14 | 2024-10-14 | -12.40 | 61 |
| 2024-06-10 | 2024-07-15 | -11.09 | 35 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-10-16 | 2024-11-06 | -3.16 | 20 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| 2024-10-15 | 2024-10-16 | -1.82 | 1 |
| Metric | 11990678:ethusd:triple_med_gx:lsma75_140 | 11990678:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.33% | 18.08% |
| Worst Week | -10.7% | -20.52% |
| Best Month | 18.33% | 47.37% |
| Worst Month | -11.75% | -32.24% |
| Best Year | 30.14% | -12.05% |
| Worst Year | 5.41% | -38.16% |
| Avg. Up Day | 1.34% | 1.35% |
| Avg. Down Day | -1.16% | -1.31% |
| Avg. Up Week | 5.16% | 6.81% |
| Avg. Down Week | -4.25% | -5.69% |
| Avg. Up Month | 9.7% | 25.44% |
| Avg. Down Month | -10.22% | -9.14% |
| Win Days % | 49.6% | 49.37% |
| Win Month % | 70.0% | 20.0% |
| Win Week % | 57.69% | 47.73% |
| Win Quarter % | 75.0% | 25.0% |
| Win Year % | 100.0% | 0.0% |