| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 34.04% | -52.59% |
| Max Drawdown | -18.58% | -63.76% |
| Sharpe | 1.12 | -0.76 |
| Sortino | 1.71 | -0.97 |
| Payoff Ratio | 0.93 | 0.94 |
| Profit Factor | 1.33 | 0.89 |
| Common Sense Ratio | 1.61 | 0.78 |
| CPC Index | 0.73 | 0.43 |
| Tail Ratio | 1.21 | 0.88 |
| Outlier Win Ratio | 16.31 | 3.45 |
| Outlier Loss Ratio | 4.11 | 3.39 |
| Volatility (ann.) | 33.62% | 72.21% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.05 | -0.88 |
| Skew | 0.45 | -0.98 |
| Kurtosis | 11.06 | 5.77 |
| Expected Daily % | 0.09% | -0.22% |
| Expected Monthly % | 2.7% | -6.56% |
| Expected Yearly % | 15.78% | -31.14% |
| Kelly Criterion | 14.54% | -1.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.79% | -6.37% |
| Expected Shortfall (cVaR) | -2.79% | -6.37% |
| Year | 11996243:ETHUSD | 11996243:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 36.66 | -3.10 | + |
| 2025 | -46.24 | -1.92 | 0.04 | + |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| MTD | 3.57% | -0.76% |
| 3M | -12.22% | -46.27% |
| 6M | 10.65% | -27.58% |
| YTD | -1.92% | -46.24% |
| 1Y | 34.04% | -52.59% |
| 3Y (ann.) | 38.0% | -55.98% |
| 5Y (ann.) | 38.0% | -55.98% |
| Metric | 11996243:ethusd:triple_med_gx:lsma85_145 | 11996243:ETHUSD |
|---|---|---|
| Max Drawdown | -18.58% | -63.76% |
| Longest DD Days | 94.0 | 181.0 |
| Avg. Drawdown | -6.29% | -28.66% |
| Avg. Drawdown Days | 24.0 | 81.0 |
| Recovery Factor | 1.83 | -0.82 |
| Ulcer Index | inf | 1.19 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-04-29 | -18.58 | 94 |
| 2024-12-19 | 2025-01-24 | -11.90 | 36 |
| 2024-09-16 | 2024-10-15 | -7.42 | 29 |
| 2024-06-21 | 2024-07-15 | -5.95 | 24 |
| 2024-08-15 | 2024-09-14 | -4.78 | 30 |
| 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 | 36.66% | -11.81% |
| Worst Year | -1.92% | -46.24% |
| Avg. Up Day | 2.18% | 2.28% |
| Avg. Down Day | -2.34% | -2.42% |
| Avg. Up Week | 5.07% | 5.82% |
| Avg. Down Week | -4.96% | -5.76% |
| Avg. Up Month | 11.27% | 14.82% |
| Avg. Down Month | -8.86% | -11.96% |
| Win Days % | 58.77% | 50.9% |
| Win Month % | 72.73% | 27.27% |
| Win Week % | 58.62% | 51.02% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |