| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 22.91% | -52.59% |
| Max Drawdown | -25.15% | -63.76% |
| Sharpe | 0.91 | -0.76 |
| Sortino | 1.43 | -0.97 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 1.37 | 0.89 |
| Common Sense Ratio | 2.77 | 0.78 |
| CPC Index | 0.78 | 0.44 |
| Tail Ratio | 2.02 | 0.88 |
| Outlier Win Ratio | 26.97 | 3.45 |
| Outlier Loss Ratio | 3.77 | 3.39 |
| Volatility (ann.) | 29.4% | 72.21% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.01 | -0.88 |
| Skew | 0.88 | -0.98 |
| Kurtosis | 19.38 | 5.77 |
| Expected Daily % | 0.06% | -0.22% |
| Expected Monthly % | 1.89% | -6.56% |
| Expected Yearly % | 10.86% | -31.14% |
| Kelly Criterion | 14.0% | 0.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.46% | -6.37% |
| Expected Shortfall (cVaR) | -2.46% | -6.37% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 34.04 | -2.88 | + |
| 2025 | -46.24 | -8.31 | 0.18 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 6.09% | -0.76% |
| 3M | -10.88% | -46.27% |
| 6M | 2.54% | -27.58% |
| YTD | -8.31% | -46.24% |
| 1Y | 22.91% | -52.59% |
| 3Y (ann.) | 25.45% | -55.98% |
| 5Y (ann.) | 25.45% | -55.98% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -25.15% | -63.76% |
| Longest DD Days | 131.0 | 181.0 |
| Avg. Drawdown | -6.47% | -28.66% |
| Avg. Drawdown Days | 38.0 | 81.0 |
| Recovery Factor | 0.91 | -0.82 |
| Ulcer Index | inf | 1.19 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-04-29 | -25.15 | 131 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-09-11 | 2024-11-06 | -3.17 | 56 |
| 2024-08-10 | 2024-09-10 | -3.09 | 31 |
| 2024-07-12 | 2024-07-14 | -2.30 | 2 |
| 2024-06-11 | 2024-06-16 | -1.00 | 5 |
| 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 | -13.73% | -22.77% |
| Best Month | 26.21% | 39.49% |
| Worst Month | -13.73% | -34.4% |
| Best Year | 34.04% | -11.81% |
| Worst Year | -8.31% | -46.24% |
| Avg. Up Day | 2.75% | 3.02% |
| Avg. Down Day | -2.77% | -3.07% |
| Avg. Up Week | 6.63% | 7.66% |
| Avg. Down Week | -7.3% | -8.54% |
| Avg. Up Month | 9.8% | 14.82% |
| Avg. Down Month | -9.55% | -9.16% |
| Win Days % | 57.14% | 50.9% |
| Win Month % | 72.73% | 27.27% |
| Win Week % | 61.9% | 51.02% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |