| Metric | 11992453:ethusd:triple_med_gx:lsma190_140 | 11992453:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -8.52% | -52.1% |
| Max Drawdown | -30.49% | -63.95% |
| Sharpe | -0.1 | -0.38 |
| Sortino | -0.13 | -0.52 |
| Payoff Ratio | 0.9 | 0.83 |
| Profit Factor | 0.96 | 0.94 |
| Common Sense Ratio | 2.13 | 0.87 |
| CPC Index | 0.43 | 0.39 |
| Tail Ratio | 2.22 | 0.92 |
| Outlier Win Ratio | 37.7 | 2.91 |
| Outlier Loss Ratio | 2.81 | 3.25 |
| Volatility (ann.) | 14.29% | 35.66% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.3 | -0.86 |
| Skew | -1.06 | -0.34 |
| Kurtosis | 63.56 | 8.95 |
| Expected Daily % | -0.01% | -0.06% |
| Expected Monthly % | -0.74% | -5.95% |
| Expected Yearly % | -4.35% | -30.79% |
| Kelly Criterion | -5.14% | -11.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.11% |
| Expected Shortfall (cVaR) | -1.23% | -3.11% |
| Year | 11992453:ETHUSD | 11992453:ethusd:triple_med_gx:lsma190_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 22.22 | -1.84 | + |
| 2025 | -45.53 | -25.15 | 0.55 | + |
| Metric | 11992453:ethusd:triple_med_gx:lsma190_140 | 11992453:ETHUSD |
|---|---|---|
| MTD | 1.12% | 1.12% |
| 3M | -24.94% | -41.03% |
| 6M | -12.75% | -31.24% |
| YTD | -25.15% | -45.53% |
| 1Y | -8.52% | -52.1% |
| 3Y (ann.) | -9.27% | -55.26% |
| 5Y (ann.) | -9.27% | -55.26% |
| Metric | 11992453:ethusd:triple_med_gx:lsma190_140 | 11992453:ETHUSD |
|---|---|---|
| Max Drawdown | -30.49% | -63.95% |
| Longest DD Days | 101.0 | 182.0 |
| Avg. Drawdown | -6.41% | -17.79% |
| Avg. Drawdown Days | 27.0 | 47.0 |
| Recovery Factor | -0.28 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-01 | -30.49 | 101 |
| 2024-07-17 | 2024-09-27 | -6.43 | 72 |
| 2024-09-27 | 2024-11-06 | -5.50 | 39 |
| 2025-01-19 | 2025-01-19 | -4.82 | 0 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2025-01-18 | 2025-01-18 | -0.18 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11992453:ethusd:triple_med_gx:lsma190_140 | 11992453:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 16.57% | 18.08% |
| Worst Week | -13.22% | -20.52% |
| Best Month | 16.57% | 47.37% |
| Worst Month | -24.36% | -32.24% |
| Best Year | 22.22% | -12.05% |
| Worst Year | -25.15% | -45.53% |
| Avg. Up Day | 1.37% | 1.38% |
| Avg. Down Day | -1.52% | -1.66% |
| Avg. Up Week | 4.79% | 7.62% |
| Avg. Down Week | -3.81% | -7.3% |
| Avg. Up Month | 7.05% | 17.33% |
| Avg. Down Month | -6.82% | -10.81% |
| Win Days % | 50.3% | 49.36% |
| Win Month % | 50.0% | 25.0% |
| Win Week % | 42.86% | 46.94% |
| Win Quarter % | 50.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |