| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 37.51% | -51.78% |
| Max Drawdown | -23.67% | -63.95% |
| Sharpe | 0.59 | -0.38 |
| Sortino | 0.87 | -0.51 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.21 | 0.94 |
| Common Sense Ratio | 1.61 | 0.87 |
| CPC Index | 0.7 | 0.52 |
| Tail Ratio | 1.33 | 0.92 |
| Outlier Win Ratio | 20.23 | 3.02 |
| Outlier Loss Ratio | 3.57 | 3.38 |
| Volatility (ann.) | 17.34% | 35.71% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.77 | -0.86 |
| Skew | 0.28 | -0.34 |
| Kurtosis | 39.64 | 8.95 |
| Expected Daily % | 0.02% | -0.05% |
| Expected Monthly % | 2.94% | -6.42% |
| Expected Yearly % | 17.26% | -30.56% |
| Kelly Criterion | 7.07% | 4.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -3.11% |
| Expected Shortfall (cVaR) | -1.46% | -3.11% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 52.60 | -4.36 | + |
| 2025 | -45.17 | -9.89 | 0.22 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.57% | 0.22% |
| 3M | -6.61% | -42.61% |
| 6M | 6.17% | -28.83% |
| YTD | -9.89% | -45.17% |
| 1Y | 37.51% | -51.78% |
| 3Y (ann.) | 41.93% | -55.15% |
| 5Y (ann.) | 41.93% | -55.15% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -23.67% | -63.95% |
| Longest DD Days | 132.0 | 182.0 |
| Avg. Drawdown | -3.59% | -17.79% |
| Avg. Drawdown Days | 15.0 | 47.0 |
| Recovery Factor | 1.58 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-04-29 | -23.67 | 132 |
| 2024-06-12 | 2024-08-05 | -8.53 | 53 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-09 | 2024-09-07 | -4.92 | 29 |
| 2024-09-14 | 2024-10-14 | -4.49 | 30 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| 2024-06-11 | 2024-06-12 | -2.13 | 1 |
| 2024-12-03 | 2024-12-04 | -2.09 | 0 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| 2024-10-15 | 2024-11-05 | -1.82 | 21 |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 22.74% | 18.08% |
| Worst Week | -13.06% | -20.52% |
| Best Month | 26.21% | 47.37% |
| Worst Month | -12.28% | -32.24% |
| Best Year | 52.6% | -12.05% |
| Worst Year | -9.89% | -45.17% |
| Avg. Up Day | 1.41% | 1.47% |
| Avg. Down Day | -1.23% | -1.31% |
| Avg. Up Week | 6.01% | 7.98% |
| Avg. Down Week | -4.93% | -6.97% |
| Avg. Up Month | 12.3% | 17.03% |
| Avg. Down Month | -6.59% | -9.73% |
| Win Days % | 50.34% | 49.29% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 60.0% | 46.94% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |