| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 12.34% | -15.9% |
| Max Drawdown | -39.29% | -63.76% |
| Sharpe | 0.42 | 0.2 |
| Sortino | 0.62 | 0.28 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.16 | 1.03 |
| Common Sense Ratio | 1.31 | 1.13 |
| CPC Index | 0.66 | 0.55 |
| Tail Ratio | 1.13 | 1.1 |
| Outlier Win Ratio | 29.41 | 3.04 |
| Outlier Loss Ratio | 3.43 | 2.85 |
| Volatility (ann.) | 29.17% | 72.0% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.21 | -0.18 |
| Skew | 0.19 | -0.44 |
| Kurtosis | 26.49 | 4.63 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 0.65% | -0.96% |
| Expected Yearly % | 5.99% | -8.29% |
| Kelly Criterion | 5.68% | 3.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -6.16% |
| Expected Shortfall (cVaR) | -2.48% | -6.16% |
| Year | 11997320:ETHUSD | 11997320:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 72.83 | -6.17 | + |
| 2025 | -4.63 | -35.00 | 7.56 | - |
| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| MTD | -2.29% | -17.27% |
| 3M | -23.36% | -28.03% |
| 6M | -28.86% | 28.37% |
| YTD | -35.0% | -4.63% |
| 1Y | -33.77% | 1.69% |
| 3Y (ann.) | 8.28% | -11.16% |
| 5Y (ann.) | 8.28% | -11.16% |
| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| Max Drawdown | -39.29% | -63.76% |
| Longest DD Days | 344.0 | 234.0 |
| Avg. Drawdown | -5.41% | -22.9% |
| Avg. Drawdown Days | 43.0 | 74.0 |
| Recovery Factor | 0.31 | -0.25 |
| Ulcer Index | 1.0 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-17 | -39.29 | 344 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-07-18 | 2024-08-06 | -2.38 | 19 |
| 2024-11-09 | 2024-11-12 | -2.31 | 3 |
| 2024-09-21 | 2024-10-13 | -2.22 | 22 |
| 2024-08-10 | 2024-09-10 | -1.77 | 31 |
| 2024-07-12 | 2024-07-14 | -1.71 | 2 |
| 2024-12-03 | 2024-12-04 | -0.18 | 1 |
| 2024-09-11 | 2024-09-20 | -0.13 | 9 |
| 2024-06-13 | 2024-06-14 | -0.02 | 1 |
| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -13.0% | -20.65% |
| Best Week | 19.74% | 22.2% |
| Worst Week | -13.0% | -22.77% |
| Best Month | 25.82% | 54.15% |
| Worst Month | -12.64% | -34.4% |
| Best Year | 72.83% | -4.63% |
| Worst Year | -35.0% | -11.81% |
| Avg. Up Day | 2.67% | 2.94% |
| Avg. Down Day | -2.32% | -2.77% |
| Avg. Up Week | 5.43% | 7.47% |
| Avg. Down Week | -4.88% | -5.72% |
| Avg. Up Month | 8.92% | 15.01% |
| Avg. Down Month | -7.83% | -8.28% |
| Win Days % | 49.51% | 50.56% |
| Win Month % | 55.56% | 33.33% |
| Win Week % | 47.37% | 51.28% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |