| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 29.61% | -15.9% |
| Max Drawdown | -29.42% | -63.95% |
| Sharpe | 0.38 | 0.09 |
| Sortino | 0.55 | 0.13 |
| Payoff Ratio | 1.15 | 0.98 |
| Profit Factor | 1.15 | 1.01 |
| Common Sense Ratio | 2.08 | 0.97 |
| CPC Index | 0.65 | 0.5 |
| Tail Ratio | 1.8 | 0.95 |
| Outlier Win Ratio | 29.53 | 2.99 |
| Outlier Loss Ratio | 3.41 | 3.21 |
| Volatility (ann.) | 14.68% | 34.91% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.66 | -0.17 |
| Skew | 0.55 | -0.08 |
| Kurtosis | 54.83 | 7.74 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.45% | -0.96% |
| Expected Yearly % | 13.85% | -8.29% |
| Kelly Criterion | 4.42% | -0.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -3.0% |
| Expected Shortfall (cVaR) | -1.25% | -3.0% |
| Year | 11997397:ETHUSD | 11997397:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 58.04 | -4.82 | + |
| 2025 | -4.37 | -17.99 | 4.11 | - |
| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| MTD | -3.46% | -17.21% |
| 3M | -2.07% | -28.03% |
| 6M | -5.03% | 28.61% |
| YTD | -17.99% | -4.37% |
| 1Y | -15.21% | 1.62% |
| 3Y (ann.) | 19.4% | -11.16% |
| 5Y (ann.) | 19.4% | -11.16% |
| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| Max Drawdown | -29.42% | -63.95% |
| Longest DD Days | 332.0 | 235.0 |
| Avg. Drawdown | -4.58% | -15.28% |
| Avg. Drawdown Days | 33.0 | 44.0 |
| Recovery Factor | 1.01 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -29.42 | 332 |
| 2024-06-12 | 2024-07-15 | -7.72 | 32 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-08-09 | 2024-11-06 | -5.82 | 89 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-07-17 | 2024-08-05 | -2.67 | 19 |
| 2024-12-03 | 2024-12-04 | -2.09 | 0 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-06-11 | 2024-06-12 | -1.77 | 1 |
| Metric | 11997397:ethusd:triple_med_gx:lsma110_145 | 11997397:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 20.69% | 27.26% |
| Worst Week | -13.34% | -20.52% |
| Best Month | 27.0% | 48.75% |
| Worst Month | -13.34% | -32.24% |
| Best Year | 58.04% | -4.37% |
| Worst Year | -17.99% | -12.05% |
| Avg. Up Day | 1.4% | 1.4% |
| Avg. Down Day | -1.21% | -1.43% |
| Avg. Up Week | 5.29% | 9.37% |
| Avg. Down Week | -3.77% | -6.16% |
| Avg. Up Month | 7.81% | 29.6% |
| Avg. Down Month | -6.32% | -8.88% |
| Win Days % | 48.87% | 50.44% |
| Win Month % | 61.11% | 27.78% |
| Win Week % | 48.57% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |