| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 44.2% | -15.9% |
| Max Drawdown | -25.22% | -63.76% |
| Sharpe | 1.15 | 0.2 |
| Sortino | 1.98 | 0.28 |
| Payoff Ratio | 1.45 | 1.21 |
| Profit Factor | 1.56 | 1.03 |
| Common Sense Ratio | 2.98 | 1.13 |
| CPC Index | 1.18 | 0.63 |
| Tail Ratio | 1.91 | 1.1 |
| Outlier Win Ratio | 34.46 | 3.08 |
| Outlier Loss Ratio | 3.94 | 2.66 |
| Volatility (ann.) | 24.13% | 72.0% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.13 | -0.18 |
| Skew | 1.8 | -0.44 |
| Kurtosis | 28.24 | 4.63 |
| Expected Daily % | 0.07% | -0.03% |
| Expected Monthly % | 2.05% | -0.96% |
| Expected Yearly % | 20.09% | -8.29% |
| Kelly Criterion | 19.32% | 9.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -6.16% |
| Expected Shortfall (cVaR) | -2.0% | -6.16% |
| Year | 11991673:ETHUSD | 11991673:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 60.76 | -5.14 | + |
| 2025 | -4.63 | -10.30 | 2.22 | - |
| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| MTD | -0.87% | -17.27% |
| 3M | 0.94% | -28.03% |
| 6M | -4.97% | 28.37% |
| YTD | -10.3% | -4.63% |
| 1Y | -8.67% | 1.69% |
| 3Y (ann.) | 28.43% | -11.16% |
| 5Y (ann.) | 28.43% | -11.16% |
| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| Max Drawdown | -25.22% | -63.76% |
| Longest DD Days | 333.0 | 234.0 |
| Avg. Drawdown | -5.45% | -22.9% |
| Avg. Drawdown Days | 59.0 | 74.0 |
| Recovery Factor | 1.75 | -0.25 |
| Ulcer Index | 1.0 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -25.22 | 333 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-13 | 2024-07-14 | -2.68 | 31 |
| 2024-07-18 | 2024-08-06 | -2.38 | 19 |
| 2024-11-11 | 2024-11-12 | -1.85 | 1 |
| 2024-10-10 | 2024-11-06 | -1.77 | 27 |
| 2024-12-03 | 2024-12-04 | -0.18 | 1 |
| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| Best Day | 10.1% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 18.36% | 22.2% |
| Worst Week | -12.12% | -22.77% |
| Best Month | 24.96% | 54.15% |
| Worst Month | -12.12% | -34.4% |
| Best Year | 60.76% | -4.63% |
| Worst Year | -10.3% | -11.81% |
| Avg. Up Day | 2.73% | 3.09% |
| Avg. Down Day | -1.88% | -2.56% |
| Avg. Up Week | 6.34% | 7.39% |
| Avg. Down Week | -3.42% | -7.51% |
| Avg. Up Month | 10.43% | 19.85% |
| Avg. Down Month | -5.14% | -8.81% |
| Win Days % | 52.27% | 50.56% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 48.48% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 0.0% |