| Metric | 11996104:ethusd:triple_med_gx:lsma90_145 | 11996104:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 7.53% | -52.1% |
| Max Drawdown | -23.11% | -63.95% |
| Sharpe | 0.2 | -0.38 |
| Sortino | 0.27 | -0.52 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.06 | 0.94 |
| Common Sense Ratio | 1.25 | 0.87 |
| CPC Index | 0.56 | 0.47 |
| Tail Ratio | 1.18 | 0.92 |
| Outlier Win Ratio | 15.24 | 3.2 |
| Outlier Loss Ratio | 3.78 | 3.51 |
| Volatility (ann.) | 20.93% | 35.66% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.36 | -0.86 |
| Skew | -1.35 | -0.34 |
| Kurtosis | 40.77 | 8.95 |
| Expected Daily % | 0.01% | -0.06% |
| Expected Monthly % | 0.61% | -5.95% |
| Expected Yearly % | 3.7% | -30.79% |
| Kelly Criterion | 2.0% | -1.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -3.11% |
| Expected Shortfall (cVaR) | -1.79% | -3.11% |
| Year | 11996104:ETHUSD | 11996104:ethusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 12.72 | -1.06 | + |
| 2025 | -45.53 | -4.61 | 0.10 | + |
| Metric | 11996104:ethusd:triple_med_gx:lsma90_145 | 11996104:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -11.11% | -41.03% |
| 6M | 2.71% | -31.24% |
| YTD | -4.61% | -45.53% |
| 1Y | 7.53% | -52.1% |
| 3Y (ann.) | 8.26% | -55.26% |
| 5Y (ann.) | 8.26% | -55.26% |
| Metric | 11996104:ethusd:triple_med_gx:lsma90_145 | 11996104:ETHUSD |
|---|---|---|
| Max Drawdown | -23.11% | -63.95% |
| Longest DD Days | 150.0 | 182.0 |
| Avg. Drawdown | -7.45% | -17.79% |
| Avg. Drawdown Days | 29.0 | 47.0 |
| Recovery Factor | 0.33 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-05-01 | -23.11 | 150 |
| 2024-07-15 | 2024-08-12 | -15.32 | 28 |
| 2024-06-10 | 2024-07-15 | -11.09 | 34 |
| 2024-09-14 | 2024-10-14 | -8.99 | 30 |
| 2024-08-14 | 2024-09-13 | -6.96 | 30 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-10-16 | 2024-11-06 | -2.45 | 20 |
| 2024-10-15 | 2024-10-16 | -1.82 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-11-08 | 2024-11-08 | -0.29 | 0 |
| Metric | 11996104:ethusd:triple_med_gx:lsma90_145 | 11996104:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 22.09% | 18.08% |
| Worst Week | -10.83% | -20.52% |
| Best Month | 25.54% | 47.37% |
| Worst Month | -14.24% | -32.24% |
| Best Year | 12.72% | -12.05% |
| Worst Year | -4.61% | -45.53% |
| Avg. Up Day | 1.25% | 1.25% |
| Avg. Down Day | -1.18% | -1.25% |
| Avg. Up Week | 5.97% | 6.56% |
| Avg. Down Week | -4.35% | -8.65% |
| Avg. Up Month | 14.17% | 25.44% |
| Avg. Down Month | -7.81% | -12.36% |
| Win Days % | 49.56% | 49.36% |
| Win Month % | 54.55% | 25.0% |
| Win Week % | 48.28% | 46.94% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |