| Metric | 11990810:ethusd:triple_med_gx:lsma45_140 | 11990810:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 40.23% | -52.1% |
| Max Drawdown | -24.28% | -63.95% |
| Sharpe | 0.56 | -0.38 |
| Sortino | 0.8 | -0.52 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.21 | 0.94 |
| Common Sense Ratio | 1.71 | 0.87 |
| CPC Index | 0.68 | 0.48 |
| Tail Ratio | 1.42 | 0.92 |
| Outlier Win Ratio | 18.43 | 3.12 |
| Outlier Loss Ratio | 3.3 | 3.39 |
| Volatility (ann.) | 19.91% | 35.66% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.84 | -0.86 |
| Skew | -0.85 | -0.34 |
| Kurtosis | 41.94 | 8.95 |
| Expected Daily % | 0.03% | -0.06% |
| Expected Monthly % | 2.86% | -5.95% |
| Expected Yearly % | 18.42% | -30.79% |
| Kelly Criterion | 6.73% | 0.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.11% |
| Expected Shortfall (cVaR) | -1.68% | -3.11% |
| Year | 11990810:ETHUSD | 11990810:ethusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 49.40 | -4.10 | + |
| 2025 | -45.53 | -6.14 | 0.13 | + |
| Metric | 11990810:ethusd:triple_med_gx:lsma45_140 | 11990810:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -5.97% | -41.03% |
| 6M | 0.16% | -31.24% |
| YTD | -6.14% | -45.53% |
| 1Y | 40.23% | -52.1% |
| 3Y (ann.) | 44.7% | -55.26% |
| 5Y (ann.) | 44.7% | -55.26% |
| Metric | 11990810:ethusd:triple_med_gx:lsma45_140 | 11990810:ETHUSD |
|---|---|---|
| Max Drawdown | -24.28% | -63.95% |
| Longest DD Days | 133.0 | 182.0 |
| Avg. Drawdown | -3.25% | -17.79% |
| Avg. Drawdown Days | 11.0 | 47.0 |
| Recovery Factor | 1.66 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-05-01 | -24.28 | 133 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-13 | -6.53 | 31 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-10-09 | 2024-10-12 | -3.31 | 3 |
| 2024-10-14 | 2024-11-06 | -3.12 | 22 |
| 2024-08-13 | 2024-09-07 | -2.85 | 25 |
| 2024-06-11 | 2024-06-12 | -2.70 | 1 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| Metric | 11990810:ethusd:triple_med_gx:lsma45_140 | 11990810:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 18.13% | 18.08% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 18.13% | 47.37% |
| Worst Month | -11.05% | -32.24% |
| Best Year | 49.4% | -12.05% |
| Worst Year | -6.14% | -45.53% |
| Avg. Up Day | 1.49% | 1.5% |
| Avg. Down Day | -1.34% | -1.44% |
| Avg. Up Week | 4.71% | 7.45% |
| Avg. Down Week | -5.4% | -10.63% |
| Avg. Up Month | 13.26% | 25.44% |
| Avg. Down Month | -6.33% | -17.57% |
| Win Days % | 50.95% | 49.36% |
| Win Month % | 63.64% | 25.0% |
| Win Week % | 62.5% | 46.94% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |