| Metric | 11997451:ethusd:triple_med_gx:lsma95_145 | 11997451:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -6.17% | -45.61% |
| Max Drawdown | -31.33% | -54.74% |
| Sharpe | 0.0 | -0.36 |
| Sortino | 0.01 | -0.48 |
| Payoff Ratio | 0.97 | 0.93 |
| Profit Factor | 1.0 | 0.94 |
| Common Sense Ratio | 1.17 | 0.91 |
| CPC Index | 0.48 | 0.43 |
| Tail Ratio | 1.17 | 0.97 |
| Outlier Win Ratio | 22.77 | 3.14 |
| Outlier Loss Ratio | 2.83 | 3.5 |
| Volatility (ann.) | 20.02% | 34.95% |
| R^2 | 0.33 | 0.33 |
| Calmar | -0.24 | -0.96 |
| Skew | -1.94 | -0.55 |
| Kurtosis | 55.73 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -0.63% | -5.91% |
| Expected Yearly % | -3.13% | -26.25% |
| Kelly Criterion | -1.89% | -5.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.04% |
| Expected Shortfall (cVaR) | -1.72% | -3.04% |
| Year | 11997451:ETHUSD | 11997451:ethusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 11.66 | -0.97 | + |
| 2025 | -38.16 | -15.97 | 0.42 | + |
| Metric | 11997451:ethusd:triple_med_gx:lsma95_145 | 11997451:ETHUSD |
|---|---|---|
| MTD | -15.05% | -7.9% |
| 3M | -15.97% | -39.74% |
| 6M | -2.61% | -22.19% |
| YTD | -15.97% | -38.16% |
| 1Y | -6.17% | -45.61% |
| 3Y (ann.) | -7.5% | -52.57% |
| 5Y (ann.) | -7.5% | -52.57% |
| Metric | 11997451:ethusd:triple_med_gx:lsma95_145 | 11997451:ETHUSD |
|---|---|---|
| Max Drawdown | -31.33% | -54.74% |
| Longest DD Days | 114.0 | 182.0 |
| Avg. Drawdown | -7.5% | -16.47% |
| Avg. Drawdown Days | 28.0 | 42.0 |
| Recovery Factor | -0.2 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-26 | -31.33 | 109 |
| 2024-07-16 | 2024-11-07 | -22.87 | 114 |
| 2024-06-09 | 2024-07-14 | -8.45 | 35 |
| 2024-12-01 | 2024-12-04 | -4.28 | 2 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-11-10 | 2024-12-01 | -1.67 | 21 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-11-09 | 2024-11-09 | -0.51 | 0 |
| 2024-11-08 | 2024-11-08 | -0.29 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11997451:ethusd:triple_med_gx:lsma95_145 | 11997451:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 20.24% | 18.08% |
| Worst Week | -13.9% | -20.52% |
| Best Month | 30.31% | 47.37% |
| Worst Month | -15.05% | -32.24% |
| Best Year | 11.66% | -12.05% |
| Worst Year | -15.97% | -38.16% |
| Avg. Up Day | 1.52% | 1.53% |
| Avg. Down Day | -1.57% | -1.65% |
| Avg. Up Week | 5.98% | 8.2% |
| Avg. Down Week | -6.78% | -6.41% |
| Avg. Up Month | 16.14% | 25.44% |
| Avg. Down Month | -9.1% | -10.11% |
| Win Days % | 49.78% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 52.63% | 47.73% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |