| Metric | 11992208:ethusd:triple_med_gx:lsma90_140 | 11992208:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 7.19% | -45.61% |
| Max Drawdown | -21.37% | -54.74% |
| Sharpe | 0.21 | -0.36 |
| Sortino | 0.28 | -0.48 |
| Payoff Ratio | 0.89 | 0.88 |
| Profit Factor | 1.11 | 0.94 |
| Common Sense Ratio | 2.61 | 0.91 |
| CPC Index | 0.53 | 0.41 |
| Tail Ratio | 2.36 | 0.97 |
| Outlier Win Ratio | 33.21 | 3.02 |
| Outlier Loss Ratio | 2.59 | 3.29 |
| Volatility (ann.) | 16.53% | 34.95% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.42 | -0.96 |
| Skew | -4.14 | -0.55 |
| Kurtosis | 91.75 | 9.11 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 0.7% | -5.91% |
| Expected Yearly % | 3.53% | -26.25% |
| Kelly Criterion | 1.77% | -8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.04% |
| Expected Shortfall (cVaR) | -1.41% | -3.04% |
| Year | 11992208:ETHUSD | 11992208:ethusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 22.00 | -1.83 | + |
| 2025 | -38.16 | -12.14 | 0.32 | + |
| Metric | 11992208:ethusd:triple_med_gx:lsma90_140 | 11992208:ETHUSD |
|---|---|---|
| MTD | -12.14% | -7.9% |
| 3M | -12.14% | -39.74% |
| 6M | 13.21% | -22.19% |
| YTD | -12.14% | -38.16% |
| 1Y | 7.19% | -45.61% |
| 3Y (ann.) | 8.88% | -52.57% |
| 5Y (ann.) | 8.88% | -52.57% |
| Metric | 11992208:ethusd:triple_med_gx:lsma90_140 | 11992208:ETHUSD |
|---|---|---|
| Max Drawdown | -21.37% | -54.74% |
| Longest DD Days | 117.0 | 182.0 |
| Avg. Drawdown | -7.64% | -16.47% |
| Avg. Drawdown Days | 38.0 | 42.0 |
| Recovery Factor | 0.34 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-04 | 2024-11-06 | -21.37 | 93 |
| 2025-03-06 | 2025-03-26 | -21.06 | 19 |
| 2024-06-10 | 2024-07-15 | -8.35 | 34 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-11-08 | 2025-03-05 | -0.49 | 117 |
| 2024-06-10 | 2024-06-10 | -0.40 | 0 |
| 2024-08-03 | 2024-08-04 | -0.18 | 0 |
| Metric | 11992208:ethusd:triple_med_gx:lsma90_140 | 11992208:ETHUSD |
|---|---|---|
| Best Day | 7.87% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 18.68% | 18.08% |
| Worst Week | -11.41% | -20.52% |
| Best Month | 18.68% | 47.37% |
| Worst Month | -12.14% | -32.24% |
| Best Year | 22.0% | -12.05% |
| Worst Year | -12.14% | -38.16% |
| Avg. Up Day | 1.48% | 1.49% |
| Avg. Down Day | -1.66% | -1.71% |
| Avg. Up Week | 7.1% | 8.34% |
| Avg. Down Week | -7.37% | -8.31% |
| Avg. Up Month | 10.37% | 25.44% |
| Avg. Down Month | -8.98% | -13.17% |
| Win Days % | 53.64% | 49.37% |
| Win Month % | 57.14% | 20.0% |
| Win Week % | 54.55% | 47.73% |
| Win Quarter % | 25.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |