| Metric | 11992438:ethusd:triple_med_gx:lsma180_140 | 11992438:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 9.81% | -45.61% |
| Max Drawdown | -16.76% | -54.74% |
| Sharpe | 0.29 | -0.36 |
| Sortino | 0.44 | -0.48 |
| Payoff Ratio | 0.98 | 0.9 |
| Profit Factor | 1.17 | 0.94 |
| Common Sense Ratio | NaN | 0.91 |
| CPC Index | 0.62 | 0.42 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 47.15 | 2.91 |
| Outlier Loss Ratio | 2.54 | 3.1 |
| Volatility (ann.) | 12.41% | 34.95% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.72 | -0.96 |
| Skew | 1.62 | -0.55 |
| Kurtosis | 75.25 | 9.11 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 0.94% | -5.91% |
| Expected Yearly % | 4.79% | -26.25% |
| Kelly Criterion | 6.8% | -6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -3.04% |
| Expected Shortfall (cVaR) | -1.06% | -3.04% |
| Year | 11992438:ETHUSD | 11992438:ethusd:triple_med_gx:lsma180_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 18.98 | -1.57 | + |
| 2025 | -38.16 | -7.71 | 0.20 | + |
| Metric | 11992438:ethusd:triple_med_gx:lsma180_140 | 11992438:ETHUSD |
|---|---|---|
| MTD | -10.0% | -7.9% |
| 3M | -7.71% | -39.74% |
| 6M | 7.47% | -22.19% |
| YTD | -7.71% | -38.16% |
| 1Y | 9.81% | -45.61% |
| 3Y (ann.) | 12.14% | -52.57% |
| 5Y (ann.) | 12.14% | -52.57% |
| Metric | 11992438:ethusd:triple_med_gx:lsma180_140 | 11992438:ETHUSD |
|---|---|---|
| Max Drawdown | -16.76% | -54.74% |
| Longest DD Days | 111.0 | 182.0 |
| Avg. Drawdown | -6.22% | -16.47% |
| Avg. Drawdown Days | 50.0 | 42.0 |
| Recovery Factor | 0.59 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-26 | -16.76 | 65 |
| 2024-07-17 | 2024-11-06 | -6.84 | 111 |
| 2024-11-07 | 2025-01-19 | -5.34 | 73 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11992438:ethusd:triple_med_gx:lsma180_140 | 11992438:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 10.89% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 11.3% | 18.08% |
| Worst Week | -9.29% | -20.52% |
| Best Month | 11.3% | 47.37% |
| Worst Month | -10.0% | -32.24% |
| Best Year | 18.98% | -12.05% |
| Worst Year | -7.71% | -38.16% |
| Avg. Up Day | 1.49% | 1.5% |
| Avg. Down Day | -1.52% | -1.66% |
| Avg. Up Week | 7.6% | 11.7% |
| Avg. Down Week | -3.62% | -8.89% |
| Avg. Up Month | 6.06% | 25.44% |
| Avg. Down Month | -5.4% | -15.08% |
| Win Days % | 53.85% | 49.37% |
| Win Month % | 66.67% | 20.0% |
| Win Week % | 50.0% | 47.73% |
| Win Quarter % | 66.67% | 25.0% |
| Win Year % | 50.0% | 0.0% |