| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 34.39% | -52.59% |
| Max Drawdown | -24.22% | -63.76% |
| Sharpe | 1.18 | -0.76 |
| Sortino | 1.84 | -0.97 |
| Payoff Ratio | 1.0 | 1.02 |
| Profit Factor | 1.41 | 0.89 |
| Common Sense Ratio | 2.22 | 0.78 |
| CPC Index | 0.81 | 0.46 |
| Tail Ratio | 1.58 | 0.88 |
| Outlier Win Ratio | 20.01 | 3.45 |
| Outlier Loss Ratio | 4.06 | 3.39 |
| Volatility (ann.) | 31.55% | 72.21% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.58 | -0.88 |
| Skew | 0.64 | -0.98 |
| Kurtosis | 14.35 | 5.77 |
| Expected Daily % | 0.09% | -0.22% |
| Expected Monthly % | 2.72% | -6.56% |
| Expected Yearly % | 15.93% | -31.14% |
| Kelly Criterion | 15.74% | 2.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -6.37% |
| Expected Shortfall (cVaR) | -2.61% | -6.37% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 49.99 | -4.23 | + |
| 2025 | -46.24 | -10.40 | 0.22 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.57% | -0.76% |
| 3M | -12.92% | -46.27% |
| 6M | 1.81% | -27.58% |
| YTD | -10.4% | -46.24% |
| 1Y | 34.39% | -52.59% |
| 3Y (ann.) | 38.39% | -55.98% |
| 5Y (ann.) | 38.39% | -55.98% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -24.22% | -63.76% |
| Longest DD Days | 131.0 | 181.0 |
| Avg. Drawdown | -4.75% | -28.66% |
| Avg. Drawdown Days | 27.0 | 81.0 |
| Recovery Factor | 1.42 | -0.82 |
| Ulcer Index | inf | 1.19 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-04-29 | -24.22 | 131 |
| 2024-06-18 | 2024-07-15 | -4.91 | 27 |
| 2024-08-10 | 2024-09-08 | -4.64 | 29 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-09-15 | 2024-10-13 | -2.35 | 28 |
| 2024-09-11 | 2024-09-12 | -1.01 | 1 |
| 2024-06-11 | 2024-06-16 | -1.00 | 5 |
| 2024-09-13 | 2024-09-14 | -0.36 | 1 |
| 2024-10-17 | 2024-11-05 | -0.12 | 19 |
| 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 | -13.81% | -22.77% |
| Best Month | 26.21% | 39.49% |
| Worst Month | -13.34% | -34.4% |
| Best Year | 49.99% | -11.81% |
| Worst Year | -10.4% | -46.24% |
| Avg. Up Day | 2.46% | 2.69% |
| Avg. Down Day | -2.47% | -2.64% |
| Avg. Up Week | 4.94% | 6.27% |
| Avg. Down Week | -5.98% | -7.14% |
| Avg. Up Month | 13.31% | 14.82% |
| Avg. Down Month | -7.19% | -9.67% |
| Win Days % | 57.95% | 50.9% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 66.67% | 51.02% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |