| Metric | 11996097:ethusd:triple_med_gx:lsma80_145 | 11996097:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 22.33% | -45.61% |
| Max Drawdown | -21.04% | -54.74% |
| Sharpe | 0.4 | -0.36 |
| Sortino | 0.55 | -0.48 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.13 | 0.94 |
| Common Sense Ratio | 1.51 | 0.91 |
| CPC Index | 0.62 | 0.49 |
| Tail Ratio | 1.34 | 0.97 |
| Outlier Win Ratio | 15.45 | 3.19 |
| Outlier Loss Ratio | 3.73 | 3.44 |
| Volatility (ann.) | 20.91% | 34.95% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.33 | -0.96 |
| Skew | -1.43 | -0.55 |
| Kurtosis | 45.33 | 9.11 |
| Expected Daily % | 0.02% | -0.05% |
| Expected Monthly % | 2.04% | -5.91% |
| Expected Yearly % | 10.6% | -26.25% |
| Kelly Criterion | 4.83% | 0.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -3.04% |
| Expected Shortfall (cVaR) | -1.78% | -3.04% |
| Year | 11996097:ETHUSD | 11996097:ethusd:triple_med_gx:lsma80_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 18.36 | -1.52 | + |
| 2025 | -38.16 | 3.35 | -0.09 | + |
| Metric | 11996097:ethusd:triple_med_gx:lsma80_145 | 11996097:ETHUSD |
|---|---|---|
| MTD | -9.64% | -7.9% |
| 3M | 0.7% | -39.74% |
| 6M | 14.63% | -22.19% |
| YTD | 3.35% | -38.16% |
| 1Y | 22.33% | -45.61% |
| 3Y (ann.) | 28.0% | -52.57% |
| 5Y (ann.) | 28.0% | -52.57% |
| Metric | 11996097:ethusd:triple_med_gx:lsma80_145 | 11996097:ETHUSD |
|---|---|---|
| Max Drawdown | -21.04% | -54.74% |
| Longest DD Days | 114.0 | 182.0 |
| Avg. Drawdown | -5.49% | -16.47% |
| Avg. Drawdown Days | 18.0 | 42.0 |
| Recovery Factor | 1.06 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-03-26 | -21.04 | 114 |
| 2024-08-04 | 2024-08-12 | -15.27 | 8 |
| 2024-06-10 | 2024-07-15 | -11.09 | 35 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2024-09-14 | 2024-10-12 | -4.07 | 28 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| 2024-10-15 | 2024-10-16 | -1.82 | 1 |
| 2024-10-16 | 2024-11-05 | -1.67 | 19 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| Metric | 11996097:ethusd:triple_med_gx:lsma80_145 | 11996097:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 21.87% | 18.08% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 21.87% | 47.37% |
| Worst Month | -15.17% | -32.24% |
| Best Year | 18.36% | -12.05% |
| Worst Year | 3.35% | -38.16% |
| Avg. Up Day | 1.26% | 1.27% |
| Avg. Down Day | -1.15% | -1.22% |
| Avg. Up Week | 6.68% | 6.93% |
| Avg. Down Week | -4.23% | -9.05% |
| Avg. Up Month | 15.12% | 25.44% |
| Avg. Down Month | -9.57% | -12.41% |
| Win Days % | 50.13% | 49.37% |
| Win Month % | 60.0% | 20.0% |
| Win Week % | 50.0% | 47.73% |
| Win Quarter % | 75.0% | 25.0% |
| Win Year % | 100.0% | 0.0% |