| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 24.28% | -52.59% |
| Max Drawdown | -23.34% | -63.76% |
| Sharpe | 0.89 | -0.76 |
| Sortino | 1.34 | -0.97 |
| Payoff Ratio | 0.96 | 0.99 |
| Profit Factor | 1.27 | 0.89 |
| Common Sense Ratio | 1.47 | 0.78 |
| CPC Index | 0.7 | 0.45 |
| Tail Ratio | 1.16 | 0.88 |
| Outlier Win Ratio | 18.23 | 3.45 |
| Outlier Loss Ratio | 3.84 | 3.39 |
| Volatility (ann.) | 32.9% | 72.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.16 | -0.88 |
| Skew | 0.5 | -0.98 |
| Kurtosis | 12.16 | 5.77 |
| Expected Daily % | 0.07% | -0.22% |
| Expected Monthly % | 2.0% | -6.56% |
| Expected Yearly % | 11.48% | -31.14% |
| Kelly Criterion | 13.19% | 1.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.75% | -6.37% |
| Expected Shortfall (cVaR) | -2.75% | -6.37% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 37.60 | -3.18 | + |
| 2025 | -46.24 | -9.68 | 0.21 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.57% | -0.76% |
| 3M | -12.22% | -46.27% |
| 6M | 3.0% | -27.58% |
| YTD | -9.68% | -46.24% |
| 1Y | 24.28% | -52.59% |
| 3Y (ann.) | 27.0% | -55.98% |
| 5Y (ann.) | 27.0% | -55.98% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -23.34% | -63.76% |
| Longest DD Days | 131.0 | 181.0 |
| Avg. Drawdown | -6.22% | -28.66% |
| Avg. Drawdown Days | 27.0 | 81.0 |
| Recovery Factor | 1.04 | -0.82 |
| Ulcer Index | inf | 1.19 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-04-29 | -23.34 | 131 |
| 2024-09-16 | 2024-10-15 | -7.42 | 29 |
| 2024-08-15 | 2024-09-14 | -5.85 | 30 |
| 2024-06-21 | 2024-07-15 | -5.08 | 24 |
| 2024-08-10 | 2024-08-14 | -4.64 | 4 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-06-18 | 2024-06-20 | -3.57 | 2 |
| 2024-06-11 | 2024-06-16 | -1.00 | 5 |
| 2024-10-18 | 2024-11-06 | -0.98 | 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 | 37.6% | -11.81% |
| Worst Year | -9.68% | -46.24% |
| Avg. Up Day | 2.36% | 2.48% |
| Avg. Down Day | -2.46% | -2.51% |
| Avg. Up Week | 5.24% | 6.06% |
| Avg. Down Week | -4.88% | -5.76% |
| Avg. Up Month | 11.27% | 14.82% |
| Avg. Down Month | -7.1% | -9.67% |
| Win Days % | 57.58% | 50.9% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 57.69% | 51.02% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |