| Metric | 11990879:ethusd:triple_med_gx:lsma155_140 | 11990879:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -15.81% | -45.61% |
| Max Drawdown | -22.67% | -54.74% |
| Sharpe | -0.38 | -0.36 |
| Sortino | -0.5 | -0.48 |
| Payoff Ratio | 1.12 | 1.01 |
| Profit Factor | 0.78 | 0.94 |
| Common Sense Ratio | NaN | 0.91 |
| CPC Index | 0.34 | 0.47 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 61.34 | 2.48 |
| Outlier Loss Ratio | 2.9 | 2.98 |
| Volatility (ann.) | 11.92% | 34.95% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.84 | -0.96 |
| Skew | -2.57 | -0.55 |
| Kurtosis | 118.68 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -1.71% | -5.91% |
| Expected Yearly % | -8.25% | -26.25% |
| Kelly Criterion | -15.86% | -0.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -3.04% |
| Expected Shortfall (cVaR) | -1.04% | -3.04% |
| Year | 11990879:ETHUSD | 11990879:ethusd:triple_med_gx:lsma155_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -5.10 | 0.42 | + |
| 2025 | -38.16 | -11.29 | 0.30 | + |
| Metric | 11990879:ethusd:triple_med_gx:lsma155_140 | 11990879:ETHUSD |
|---|---|---|
| MTD | -10.76% | -7.9% |
| 3M | -11.29% | -39.74% |
| 6M | -18.81% | -22.19% |
| YTD | -11.29% | -38.16% |
| 1Y | -15.81% | -45.61% |
| 3Y (ann.) | -19.01% | -52.57% |
| 5Y (ann.) | -19.01% | -52.57% |
| Metric | 11990879:ethusd:triple_med_gx:lsma155_140 | 11990879:ETHUSD |
|---|---|---|
| Max Drawdown | -22.67% | -54.74% |
| Longest DD Days | 134.0 | 182.0 |
| Avg. Drawdown | -6.23% | -16.47% |
| Avg. Drawdown Days | 41.0 | 42.0 |
| Recovery Factor | -0.7 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-11 | 2025-03-26 | -22.67 | 134 |
| 2024-06-11 | 2024-08-06 | -7.68 | 56 |
| 2024-10-09 | 2024-11-06 | -5.16 | 27 |
| 2024-09-06 | 2024-09-07 | -1.05 | 0 |
| 2024-09-07 | 2024-09-08 | -0.45 | 0 |
| 2024-09-08 | 2024-10-09 | -0.40 | 30 |
| Metric | 11990879:ethusd:triple_med_gx:lsma155_140 | 11990879:ETHUSD |
|---|---|---|
| Best Day | 7.87% | 10.89% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 9.9% | 18.08% |
| Worst Week | -12.37% | -20.52% |
| Best Month | 9.9% | 47.37% |
| Worst Month | -10.76% | -32.24% |
| Best Year | -5.1% | -12.05% |
| Worst Year | -11.29% | -38.16% |
| Avg. Up Day | 1.55% | 1.59% |
| Avg. Down Day | -1.39% | -1.58% |
| Avg. Up Week | 3.45% | 11.1% |
| Avg. Down Week | -5.07% | -9.25% |
| Avg. Up Month | 2.96% | 25.44% |
| Avg. Down Month | -5.18% | -6.24% |
| Win Days % | 38.89% | 49.37% |
| Win Month % | 33.33% | 20.0% |
| Win Week % | 40.0% | 47.73% |
| Win Quarter % | 25.0% | 25.0% |
| Win Year % | 0.0% | 0.0% |