| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 18.84% | -52.59% |
| Max Drawdown | -25.67% | -63.76% |
| Sharpe | 0.79 | -0.76 |
| Sortino | 1.22 | -0.97 |
| Payoff Ratio | 0.96 | 1.0 |
| Profit Factor | 1.32 | 0.89 |
| Common Sense Ratio | 2.45 | 0.78 |
| CPC Index | 0.74 | 0.45 |
| Tail Ratio | 1.86 | 0.88 |
| Outlier Win Ratio | 28.05 | 3.45 |
| Outlier Loss Ratio | 3.32 | 3.39 |
| Volatility (ann.) | 29.5% | 72.21% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.81 | -0.88 |
| Skew | 0.9 | -0.98 |
| Kurtosis | 19.22 | 5.77 |
| Expected Daily % | 0.05% | -0.22% |
| Expected Monthly % | 1.58% | -6.56% |
| Expected Yearly % | 9.01% | -31.14% |
| Kelly Criterion | 15.6% | 1.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -6.37% |
| Expected Shortfall (cVaR) | -2.48% | -6.37% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 30.49 | -2.58 | + |
| 2025 | -46.24 | -8.93 | 0.19 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 6.53% | -0.76% |
| 3M | -11.49% | -46.27% |
| 6M | 0.29% | -27.58% |
| YTD | -8.93% | -46.24% |
| 1Y | 18.84% | -52.59% |
| 3Y (ann.) | 20.89% | -55.98% |
| 5Y (ann.) | 20.89% | -55.98% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -25.67% | -63.76% |
| Longest DD Days | 131.0 | 181.0 |
| Avg. Drawdown | -7.83% | -28.66% |
| Avg. Drawdown Days | 51.0 | 81.0 |
| Recovery Factor | 0.73 | -0.82 |
| Ulcer Index | inf | 1.19 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-04-29 | -25.67 | 131 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-08-10 | 2024-09-10 | -3.43 | 31 |
| 2024-09-11 | 2024-11-06 | -3.24 | 56 |
| 2024-06-11 | 2024-07-14 | -2.71 | 33 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 13.5% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 21.16% | 16.68% |
| Worst Week | -15.2% | -22.77% |
| Best Month | 25.72% | 39.49% |
| Worst Month | -15.2% | -34.4% |
| Best Year | 30.49% | -11.81% |
| Worst Year | -8.93% | -46.24% |
| Avg. Up Day | 2.85% | 3.02% |
| Avg. Down Day | -2.96% | -3.02% |
| Avg. Up Week | 6.66% | 7.66% |
| Avg. Down Week | -7.66% | -8.54% |
| Avg. Up Month | 9.69% | 14.82% |
| Avg. Down Month | -7.88% | -9.67% |
| Win Days % | 58.62% | 50.9% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 61.9% | 51.02% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |