| Metric | 11996220:ethusd:triple_med_gx:lsma60_145 | 11996220:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 19.29% | -45.61% |
| Max Drawdown | -29.39% | -54.74% |
| Sharpe | 0.37 | -0.36 |
| Sortino | 0.51 | -0.48 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.13 | 0.94 |
| Common Sense Ratio | 1.46 | 0.91 |
| CPC Index | 0.64 | 0.52 |
| Tail Ratio | 1.3 | 0.97 |
| Outlier Win Ratio | 19.06 | 3.3 |
| Outlier Loss Ratio | 3.36 | 3.45 |
| Volatility (ann.) | 20.54% | 34.95% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.82 | -0.96 |
| Skew | -0.87 | -0.55 |
| Kurtosis | 41.24 | 9.11 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 1.78% | -5.91% |
| Expected Yearly % | 9.22% | -26.25% |
| Kelly Criterion | 4.01% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -3.04% |
| Expected Shortfall (cVaR) | -1.75% | -3.04% |
| Year | 11996220:ETHUSD | 11996220:ethusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 39.79 | -3.30 | + |
| 2025 | -38.16 | -14.66 | 0.38 | + |
| Metric | 11996220:ethusd:triple_med_gx:lsma60_145 | 11996220:ETHUSD |
|---|---|---|
| MTD | -14.28% | -7.9% |
| 3M | -16.86% | -39.74% |
| 6M | -7.14% | -22.19% |
| YTD | -14.66% | -38.16% |
| 1Y | 19.29% | -45.61% |
| 3Y (ann.) | 24.12% | -52.57% |
| 5Y (ann.) | 24.12% | -52.57% |
| Metric | 11996220:ethusd:triple_med_gx:lsma60_145 | 11996220:ETHUSD |
|---|---|---|
| Max Drawdown | -29.39% | -54.74% |
| Longest DD Days | 97.0 | 182.0 |
| Avg. Drawdown | -4.62% | -16.47% |
| Avg. Drawdown Days | 13.0 | 42.0 |
| Recovery Factor | 0.66 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-26 | -29.39 | 97 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-15 | -6.53 | 32 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-08-14 | 2024-09-09 | -4.56 | 26 |
| 2024-09-14 | 2024-10-12 | -4.17 | 28 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-06-11 | 2024-06-12 | -2.70 | 1 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| 2024-10-15 | 2024-11-05 | -2.17 | 21 |
| Metric | 11996220:ethusd:triple_med_gx:lsma60_145 | 11996220:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 20.45% | 18.08% |
| Worst Week | -14.28% | -20.52% |
| Best Month | 20.45% | 47.37% |
| Worst Month | -14.3% | -32.24% |
| Best Year | 39.79% | -12.05% |
| Worst Year | -14.66% | -38.16% |
| Avg. Up Day | 1.51% | 1.51% |
| Avg. Down Day | -1.3% | -1.35% |
| Avg. Up Week | 6.66% | 7.57% |
| Avg. Down Week | -4.53% | -8.78% |
| Avg. Up Month | 14.38% | 25.44% |
| Avg. Down Month | -6.23% | -12.11% |
| Win Days % | 48.45% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 42.86% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |