| Metric | 11996237:ethusd:triple_med_gx:lsma75_145 | 11996237:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 138.82% | 5.5% |
| Max Drawdown | -20.47% | -63.95% |
| Sharpe | 0.95 | 0.2 |
| Sortino | 1.47 | 0.29 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.32 | 1.03 |
| Common Sense Ratio | 1.98 | 1.04 |
| CPC Index | 0.82 | 0.6 |
| Tail Ratio | 1.5 | 1.01 |
| Outlier Win Ratio | 17.88 | 3.38 |
| Outlier Loss Ratio | 3.9 | 3.34 |
| Volatility (ann.) | 18.36% | 34.93% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.33 | 0.06 |
| Skew | 0.48 | -0.05 |
| Kurtosis | 28.87 | 8.14 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 5.25% | 0.32% |
| Expected Yearly % | 54.54% | 2.71% |
| Kelly Criterion | 10.99% | 7.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -2.99% |
| Expected Shortfall (cVaR) | -1.53% | -2.99% |
| Year | 11996237:ETHUSD | 11996237:ethusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 42.80 | -3.55 | + |
| 2025 | 19.96 | 67.24 | 3.37 | + |
| Metric | 11996237:ethusd:triple_med_gx:lsma75_145 | 11996237:ETHUSD |
|---|---|---|
| MTD | 8.65% | -3.64% |
| 3M | 45.62% | 27.31% |
| 6M | 45.01% | 151.47% |
| YTD | 67.24% | 19.96% |
| 1Y | 73.6% | 51.97% |
| 3Y (ann.) | 88.56% | 3.98% |
| 5Y (ann.) | 88.56% | 3.98% |
| Metric | 11996237:ethusd:triple_med_gx:lsma75_145 | 11996237:ETHUSD |
|---|---|---|
| Max Drawdown | -20.47% | -63.95% |
| Longest DD Days | 174.0 | 235.0 |
| Avg. Drawdown | -3.87% | -14.14% |
| Avg. Drawdown Days | 13.0 | 41.0 |
| Recovery Factor | 6.78 | 0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-02-03 | -20.47 | 87 |
| 2025-02-14 | 2025-08-08 | -20.07 | 174 |
| 2024-06-12 | 2024-07-15 | -9.16 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-14 | 2024-09-10 | -6.63 | 27 |
| 2025-02-04 | 2025-02-11 | -6.56 | 7 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2025-09-03 | 2025-09-12 | -4.46 | 8 |
| 2025-02-11 | 2025-02-12 | -4.26 | 1 |
| 2024-09-14 | 2024-10-12 | -4.15 | 28 |
| Metric | 11996237:ethusd:triple_med_gx:lsma75_145 | 11996237:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.47% | 27.26% |
| Worst Week | -13.38% | -20.52% |
| Best Month | 28.53% | 48.75% |
| Worst Month | -14.3% | -32.24% |
| Best Year | 67.24% | 19.96% |
| Worst Year | 42.8% | -12.05% |
| Avg. Up Day | 1.3% | 1.31% |
| Avg. Down Day | -1.07% | -1.13% |
| Avg. Up Week | 7.57% | 7.48% |
| Avg. Down Week | -3.88% | -6.01% |
| Avg. Up Month | 19.44% | 23.22% |
| Avg. Down Month | -10.74% | -12.68% |
| Win Days % | 51.09% | 50.42% |
| Win Month % | 70.59% | 29.41% |
| Win Week % | 53.85% | 52.05% |
| Win Quarter % | 85.71% | 42.86% |
| Win Year % | 100.0% | 50.0% |