| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 44.2% | -15.9% |
| Max Drawdown | -26.55% | -63.95% |
| Sharpe | 0.53 | 0.09 |
| Sortino | 0.8 | 0.13 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.26 | 1.01 |
| Common Sense Ratio | 3.36 | 0.97 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 2.66 | 0.95 |
| Outlier Win Ratio | 35.63 | 2.94 |
| Outlier Loss Ratio | 3.48 | 3.02 |
| Volatility (ann.) | 13.42% | 34.91% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.07 | -0.17 |
| Skew | 0.78 | -0.08 |
| Kurtosis | 74.58 | 7.74 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.05% | -0.96% |
| Expected Yearly % | 20.09% | -8.29% |
| Kelly Criterion | 8.29% | 10.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.0% |
| Expected Shortfall (cVaR) | -1.14% | -3.0% |
| Year | 11991673:ETHUSD | 11991673:ethusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 60.76 | -5.04 | + |
| 2025 | -4.37 | -10.30 | 2.36 | - |
| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| MTD | -0.87% | -17.21% |
| 3M | 0.94% | -28.03% |
| 6M | -4.97% | 28.61% |
| YTD | -10.3% | -4.37% |
| 1Y | -8.67% | 1.62% |
| 3Y (ann.) | 28.43% | -11.16% |
| 5Y (ann.) | 28.43% | -11.16% |
| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| Max Drawdown | -26.55% | -63.95% |
| Longest DD Days | 332.0 | 235.0 |
| Avg. Drawdown | -3.52% | -15.28% |
| Avg. Drawdown Days | 24.0 | 44.0 |
| Recovery Factor | 1.67 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -26.55 | 332 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-15 | -6.12 | 32 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-07-17 | 2024-08-05 | -3.22 | 19 |
| 2024-10-09 | 2024-10-11 | -3.09 | 2 |
| 2024-12-03 | 2024-12-04 | -2.26 | 1 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-11-10 | 2024-11-11 | -1.85 | 0 |
| Metric | 11991673:ethusd:triple_med_gx:lsma115_140 | 11991673:ETHUSD |
|---|---|---|
| Best Day | 10.66% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.36% | 27.26% |
| Worst Week | -12.12% | -20.52% |
| Best Month | 24.96% | 48.75% |
| Worst Month | -12.12% | -32.24% |
| Best Year | 60.76% | -4.37% |
| Worst Year | -10.3% | -12.05% |
| Avg. Up Day | 1.43% | 1.45% |
| Avg. Down Day | -1.11% | -1.16% |
| Avg. Up Week | 5.29% | 9.35% |
| Avg. Down Week | -3.31% | -7.34% |
| Avg. Up Month | 7.94% | 27.66% |
| Avg. Down Month | -4.59% | -8.09% |
| Win Days % | 48.44% | 50.44% |
| Win Month % | 55.56% | 27.78% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 0.0% |