| Metric | 11990821:ethusd:triple_med_gx:lsma55_140 | 11990821:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 52.0% | -33.12% |
| Max Drawdown | -20.29% | -63.95% |
| Sharpe | 0.63 | -0.09 |
| Sortino | 0.94 | -0.12 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.22 | 0.99 |
| Common Sense Ratio | 1.69 | 0.96 |
| CPC Index | 0.72 | 0.54 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 19.16 | 3.19 |
| Outlier Loss Ratio | 3.59 | 3.35 |
| Volatility (ann.) | 18.65% | 35.63% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.42 | -0.5 |
| Skew | 0.34 | -0.26 |
| Kurtosis | 32.97 | 8.16 |
| Expected Daily % | 0.03% | -0.03% |
| Expected Monthly % | 3.27% | -3.05% |
| Expected Yearly % | 23.29% | -18.22% |
| Kelly Criterion | 7.19% | 3.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.08% |
| Expected Shortfall (cVaR) | -1.57% | -3.08% |
| Year | 11990821:ETHUSD | 11990821:ethusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 35.69 | -2.96 | + |
| 2025 | -23.95 | 12.02 | -0.50 | + |
| Metric | 11990821:ethusd:triple_med_gx:lsma55_140 | 11990821:ETHUSD |
|---|---|---|
| MTD | 10.52% | 0.13% |
| 3M | 9.63% | 23.14% |
| 6M | -4.08% | -34.95% |
| YTD | 12.02% | -23.95% |
| 1Y | 55.65% | -27.27% |
| 3Y (ann.) | 49.04% | -31.84% |
| 5Y (ann.) | 49.04% | -31.84% |
| Metric | 11990821:ethusd:triple_med_gx:lsma55_140 | 11990821:ETHUSD |
|---|---|---|
| Max Drawdown | -20.29% | -63.95% |
| Longest DD Days | 102.0 | 184.0 |
| Avg. Drawdown | -4.97% | -17.79% |
| Avg. Drawdown Days | 16.0 | 54.0 |
| Recovery Factor | 2.56 | -0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-02-03 | -20.29 | 47 |
| 2025-03-09 | 2025-06-19 | -19.01 | 102 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2025-02-04 | 2025-02-14 | -6.56 | 10 |
| 2024-06-12 | 2024-07-14 | -6.53 | 32 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-10-15 | 2024-11-06 | -4.83 | 22 |
| 2024-08-14 | 2024-09-09 | -4.61 | 26 |
| 2024-09-14 | 2024-10-12 | -4.24 | 28 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| Metric | 11990821:ethusd:triple_med_gx:lsma55_140 | 11990821:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 16.99% | 27.26% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 16.99% | 47.37% |
| Worst Month | -13.32% | -32.24% |
| Best Year | 35.69% | -12.05% |
| Worst Year | 12.02% | -23.95% |
| Avg. Up Day | 1.44% | 1.44% |
| Avg. Down Day | -1.21% | -1.32% |
| Avg. Up Week | 6.05% | 6.92% |
| Avg. Down Week | -3.71% | -5.96% |
| Avg. Up Month | 11.62% | 17.01% |
| Avg. Down Month | -7.03% | -9.89% |
| Win Days % | 49.61% | 49.87% |
| Win Month % | 61.54% | 30.77% |
| Win Week % | 50.0% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |