| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 29.61% | -15.9% |
| Max Drawdown | -28.23% | -63.76% |
| Sharpe | 0.79 | 0.2 |
| Sortino | 1.26 | 0.28 |
| Payoff Ratio | 1.31 | 1.01 |
| Profit Factor | 1.3 | 1.03 |
| Common Sense Ratio | 2.24 | 1.13 |
| CPC Index | 0.86 | 0.53 |
| Tail Ratio | 1.72 | 1.1 |
| Outlier Win Ratio | 27.53 | 2.97 |
| Outlier Loss Ratio | 3.49 | 2.76 |
| Volatility (ann.) | 27.01% | 72.0% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.69 | -0.18 |
| Skew | 1.23 | -0.44 |
| Kurtosis | 21.18 | 4.63 |
| Expected Daily % | 0.05% | -0.03% |
| Expected Monthly % | 1.45% | -0.96% |
| Expected Yearly % | 13.85% | -8.29% |
| Kelly Criterion | 12.66% | 1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.27% | -6.16% |
| Expected Shortfall (cVaR) | -2.27% | -6.16% |
| Year | 11997397:ETHUSD | 11997397:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 58.04 | -4.91 | + |
| 2025 | -4.63 | -17.99 | 3.88 | - |
| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| MTD | -3.46% | -17.27% |
| 3M | -2.07% | -28.03% |
| 6M | -5.03% | 28.37% |
| YTD | -17.99% | -4.63% |
| 1Y | -15.21% | 1.69% |
| 3Y (ann.) | 19.4% | -11.16% |
| 5Y (ann.) | 19.4% | -11.16% |
| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| Max Drawdown | -28.23% | -63.76% |
| Longest DD Days | 332.0 | 234.0 |
| Avg. Drawdown | -7.31% | -22.9% |
| Avg. Drawdown Days | 79.0 | 74.0 |
| Recovery Factor | 1.05 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-11-17 | -28.23 | 332 |
| 2024-06-12 | 2024-07-15 | -4.94 | 33 |
| 2024-08-10 | 2024-11-06 | -4.26 | 88 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-07-18 | 2024-08-06 | -1.78 | 19 |
| 2024-12-08 | 2024-12-09 | -0.55 | 1 |
| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 19.15% | 22.2% |
| Worst Week | -13.34% | -22.77% |
| Best Month | 27.0% | 54.15% |
| Worst Month | -13.34% | -34.4% |
| Best Year | 58.04% | -4.63% |
| Worst Year | -17.99% | -11.81% |
| Avg. Up Day | 2.7% | 2.95% |
| Avg. Down Day | -2.07% | -2.92% |
| Avg. Up Week | 5.76% | 7.74% |
| Avg. Down Week | -3.87% | -5.28% |
| Avg. Up Month | 6.81% | 22.83% |
| Avg. Down Month | -6.4% | -8.81% |
| Win Days % | 50.49% | 50.56% |
| Win Month % | 61.11% | 33.33% |
| Win Week % | 47.22% | 51.28% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |