| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 67.44% | -15.9% |
| Max Drawdown | -29.48% | -63.95% |
| Sharpe | 0.59 | 0.09 |
| Sortino | 0.87 | 0.13 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.2 | 1.01 |
| Common Sense Ratio | 1.63 | 0.97 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.36 | 0.95 |
| Outlier Win Ratio | 20.44 | 3.33 |
| Outlier Loss Ratio | 4.04 | 3.43 |
| Volatility (ann.) | 17.72% | 34.91% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.43 | -0.17 |
| Skew | -0.22 | -0.08 |
| Kurtosis | 40.33 | 7.74 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.9% | -0.96% |
| Expected Yearly % | 29.4% | -8.29% |
| Kelly Criterion | 5.52% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.0% |
| Expected Shortfall (cVaR) | -1.5% | -3.0% |
| Year | 11996994:ETHUSD | 11996994:ethusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 43.68 | -3.62 | + |
| 2025 | -4.37 | 16.53 | -3.78 | + |
| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| MTD | 2.64% | -17.21% |
| 3M | 8.09% | -28.03% |
| 6M | 43.38% | 28.61% |
| YTD | 16.53% | -4.37% |
| 1Y | 32.71% | 1.62% |
| 3Y (ann.) | 42.23% | -11.16% |
| 5Y (ann.) | 42.23% | -11.16% |
| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| Max Drawdown | -29.48% | -63.95% |
| Longest DD Days | 239.0 | 235.0 |
| Avg. Drawdown | -4.76% | -15.28% |
| Avg. Drawdown Days | 23.0 | 44.0 |
| Recovery Factor | 2.29 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-09-12 | -29.48 | 239 |
| 2025-10-14 | 2025-11-17 | -10.97 | 34 |
| 2024-06-17 | 2024-08-08 | -9.50 | 52 |
| 2025-09-23 | 2025-10-12 | -8.61 | 19 |
| 2024-12-21 | 2025-01-15 | -7.12 | 25 |
| 2024-08-09 | 2024-08-12 | -4.92 | 3 |
| 2024-08-14 | 2024-09-13 | -4.56 | 30 |
| 2024-06-14 | 2024-06-15 | -3.79 | 0 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-12-12 | 2024-12-20 | -2.73 | 7 |
| Metric | 11996994:ethusd:triple_med_gx:lsma50_145 | 11996994:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -12.29% | -14.0% |
| Best Week | 11.67% | 27.26% |
| Worst Week | -15.98% | -20.52% |
| Best Month | 15.17% | 48.75% |
| Worst Month | -13.17% | -32.24% |
| Best Year | 43.68% | -4.37% |
| Worst Year | 16.53% | -12.05% |
| Avg. Up Day | 1.35% | 1.36% |
| Avg. Down Day | -1.1% | -1.17% |
| Avg. Up Week | 4.05% | 7.03% |
| Avg. Down Week | -3.39% | -6.61% |
| Avg. Up Month | 8.76% | 23.22% |
| Avg. Down Month | -7.55% | -15.42% |
| Win Days % | 48.05% | 50.44% |
| Win Month % | 70.59% | 27.78% |
| Win Week % | 58.14% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 0.0% |