| Metric | 11996234:ethusd:triple_med_gx:lsma65_145 | 11996234:ETHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 26.38% | -50.28% |
| Max Drawdown | -25.94% | -54.74% |
| Sharpe | 0.45 | -0.43 |
| Sortino | 0.63 | -0.58 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.16 | 0.93 |
| Common Sense Ratio | 1.6 | 0.88 |
| CPC Index | 0.65 | 0.5 |
| Tail Ratio | 1.38 | 0.94 |
| Outlier Win Ratio | 18.51 | 3.31 |
| Outlier Loss Ratio | 3.39 | 3.42 |
| Volatility (ann.) | 20.52% | 34.94% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.27 | -1.05 |
| Skew | -0.87 | -0.55 |
| Kurtosis | 41.06 | 9.05 |
| Expected Daily % | 0.02% | -0.06% |
| Expected Monthly % | 2.37% | -6.75% |
| Expected Yearly % | 12.42% | -29.49% |
| Kelly Criterion | 5.64% | 2.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.05% |
| Expected Shortfall (cVaR) | -1.74% | -3.05% |
| Year | 11996234:ETHUSD | 11996234:ethusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 40.67 | -3.37 | + |
| 2025 | -43.47 | -10.16 | 0.23 | + |
| Metric | 11996234:ethusd:triple_med_gx:lsma65_145 | 11996234:ETHUSD |
|---|---|---|
| MTD | -13.97% | -15.82% |
| 3M | -10.18% | -43.48% |
| 6M | -0.79% | -28.47% |
| YTD | -10.16% | -43.47% |
| 1Y | 26.38% | -50.28% |
| 3Y (ann.) | 32.95% | -57.27% |
| 5Y (ann.) | 32.95% | -57.27% |
| Metric | 11996234:ethusd:triple_med_gx:lsma65_145 | 11996234:ETHUSD |
|---|---|---|
| Max Drawdown | -25.94% | -54.74% |
| Longest DD Days | 100.0 | 182.0 |
| Avg. Drawdown | -4.44% | -16.47% |
| Avg. Drawdown Days | 15.0 | 42.0 |
| Recovery Factor | 1.02 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-28 | -25.94 | 100 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-15 | -6.53 | 32 |
| 2024-08-14 | 2024-09-09 | -5.35 | 26 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-09-14 | 2024-10-12 | -4.28 | 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 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| Metric | 11996234:ethusd:triple_med_gx:lsma65_145 | 11996234:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 20.45% | 18.08% |
| Worst Week | -13.97% | -20.52% |
| Best Month | 20.45% | 47.37% |
| Worst Month | -14.3% | -32.24% |
| Best Year | 40.67% | -12.05% |
| Worst Year | -10.16% | -43.47% |
| Avg. Up Day | 1.43% | 1.43% |
| Avg. Down Day | -1.28% | -1.33% |
| Avg. Up Week | 6.53% | 7.67% |
| Avg. Down Week | -4.38% | -8.78% |
| Avg. Up Month | 14.32% | 25.44% |
| Avg. Down Month | -10.13% | -11.77% |
| Win Days % | 50.16% | 49.29% |
| Win Month % | 70.0% | 20.0% |
| Win Week % | 47.62% | 45.45% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |