| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 12.34% | -15.9% |
| Max Drawdown | -40.69% | -63.95% |
| Sharpe | 0.21 | 0.09 |
| Sortino | 0.3 | 0.13 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.09 | 1.01 |
| Common Sense Ratio | 1.78 | 0.97 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.63 | 0.95 |
| Outlier Win Ratio | 31.88 | 3.01 |
| Outlier Loss Ratio | 3.4 | 3.2 |
| Volatility (ann.) | 14.84% | 34.91% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.2 | -0.17 |
| Skew | 0.08 | -0.08 |
| Kurtosis | 56.33 | 7.74 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 0.65% | -0.96% |
| Expected Yearly % | 5.99% | -8.29% |
| Kelly Criterion | 1.36% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -3.0% |
| Expected Shortfall (cVaR) | -1.27% | -3.0% |
| Year | 11997320:ETHUSD | 11997320:ethusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 72.83 | -6.04 | + |
| 2025 | -4.37 | -35.00 | 8.01 | - |
| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| MTD | -2.29% | -17.21% |
| 3M | -23.36% | -28.03% |
| 6M | -28.86% | 28.61% |
| YTD | -35.0% | -4.37% |
| 1Y | -33.77% | 1.62% |
| 3Y (ann.) | 8.28% | -11.16% |
| 5Y (ann.) | 8.28% | -11.16% |
| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| Max Drawdown | -40.69% | -63.95% |
| Longest DD Days | 332.0 | 235.0 |
| Avg. Drawdown | -4.67% | -15.28% |
| Avg. Drawdown Days | 29.0 | 44.0 |
| Recovery Factor | 0.3 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -40.69 | 332 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-14 | -5.06 | 32 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-09-20 | 2024-10-12 | -3.58 | 22 |
| 2024-07-17 | 2024-08-05 | -3.22 | 19 |
| 2024-11-08 | 2024-11-11 | -2.31 | 3 |
| 2024-12-03 | 2024-12-04 | -2.26 | 1 |
| 2024-08-09 | 2024-09-09 | -2.23 | 31 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| Metric | 11997320:ethusd:triple_med_gx:lsma115_145 | 11997320:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 19.18% | 27.26% |
| Worst Week | -15.96% | -20.52% |
| Best Month | 25.82% | 48.75% |
| Worst Month | -12.04% | -32.24% |
| Best Year | 72.83% | -4.37% |
| Worst Year | -35.0% | -12.05% |
| Avg. Up Day | 1.43% | 1.45% |
| Avg. Down Day | -1.21% | -1.25% |
| Avg. Up Week | 4.87% | 9.79% |
| Avg. Down Week | -4.8% | -6.71% |
| Avg. Up Month | 8.75% | 27.66% |
| Avg. Down Month | -7.47% | -13.75% |
| Win Days % | 46.59% | 50.44% |
| Win Month % | 61.11% | 27.78% |
| Win Week % | 48.65% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |