| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 31.6% | -15.9% |
| Max Drawdown | -32.39% | -63.76% |
| Sharpe | 0.82 | 0.2 |
| Sortino | 1.29 | 0.28 |
| Payoff Ratio | 1.16 | 1.01 |
| Profit Factor | 1.32 | 1.03 |
| Common Sense Ratio | 1.98 | 1.13 |
| CPC Index | 0.78 | 0.53 |
| Tail Ratio | 1.5 | 1.1 |
| Outlier Win Ratio | 26.57 | 2.9 |
| Outlier Loss Ratio | 3.84 | 2.97 |
| Volatility (ann.) | 27.47% | 72.0% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.64 | -0.18 |
| Skew | 1.07 | -0.44 |
| Kurtosis | 20.42 | 4.63 |
| Expected Daily % | 0.05% | -0.03% |
| Expected Monthly % | 1.54% | -0.96% |
| Expected Yearly % | 14.72% | -8.29% |
| Kelly Criterion | 8.6% | 1.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.3% | -6.16% |
| Expected Shortfall (cVaR) | -2.3% | -6.16% |
| Year | 11997452:ETHUSD | 11997452:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 64.33 | -5.45 | + |
| 2025 | -4.63 | -19.92 | 4.30 | - |
| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| MTD | 0.95% | -17.27% |
| 3M | -2.09% | -28.03% |
| 6M | -7.67% | 28.37% |
| YTD | -19.92% | -4.63% |
| 1Y | -21.2% | 1.69% |
| 3Y (ann.) | 20.65% | -11.16% |
| 5Y (ann.) | 20.65% | -11.16% |
| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| Max Drawdown | -32.39% | -63.76% |
| Longest DD Days | 344.0 | 234.0 |
| Avg. Drawdown | -6.06% | -22.9% |
| Avg. Drawdown Days | 66.0 | 74.0 |
| Recovery Factor | 0.98 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-17 | -32.39 | 344 |
| 2024-08-07 | 2024-08-09 | -4.10 | 2 |
| 2024-08-10 | 2024-10-10 | -3.00 | 61 |
| 2024-11-11 | 2024-11-12 | -1.56 | 1 |
| 2024-06-12 | 2024-07-13 | -0.64 | 31 |
| 2024-10-14 | 2024-11-07 | -0.58 | 24 |
| 2024-08-05 | 2024-08-06 | -0.18 | 1 |
| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -8.57% | -20.65% |
| Best Week | 15.63% | 22.2% |
| Worst Week | -14.71% | -22.77% |
| Best Month | 26.62% | 54.15% |
| Worst Month | -14.71% | -34.4% |
| Best Year | 64.33% | -4.63% |
| Worst Year | -19.92% | -11.81% |
| Avg. Up Day | 2.72% | 2.95% |
| Avg. Down Day | -2.35% | -2.93% |
| Avg. Up Week | 5.5% | 7.89% |
| Avg. Down Week | -5.24% | -5.46% |
| Avg. Up Month | 7.66% | 22.83% |
| Avg. Down Month | -5.87% | -7.54% |
| Win Days % | 50.94% | 50.56% |
| Win Month % | 61.11% | 33.33% |
| Win Week % | 59.38% | 51.28% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 0.0% |