| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 31.6% | -15.9% |
| Max Drawdown | -33.78% | -63.95% |
| Sharpe | 0.39 | 0.09 |
| Sortino | 0.56 | 0.13 |
| Payoff Ratio | 1.1 | 0.96 |
| Profit Factor | 1.15 | 1.01 |
| Common Sense Ratio | 2.23 | 0.97 |
| CPC Index | 0.64 | 0.49 |
| Tail Ratio | 1.93 | 0.95 |
| Outlier Win Ratio | 28.41 | 3.07 |
| Outlier Loss Ratio | 3.3 | 3.28 |
| Volatility (ann.) | 15.06% | 34.91% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.61 | -0.17 |
| Skew | 0.12 | -0.08 |
| Kurtosis | 47.7 | 7.74 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.54% | -0.96% |
| Expected Yearly % | 14.72% | -8.29% |
| Kelly Criterion | 4.95% | -1.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -3.0% |
| Expected Shortfall (cVaR) | -1.28% | -3.0% |
| Year | 11997452:ETHUSD | 11997452:ethusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 64.33 | -5.34 | + |
| 2025 | -4.37 | -19.92 | 4.56 | - |
| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| MTD | 0.95% | -17.21% |
| 3M | -2.09% | -28.03% |
| 6M | -7.67% | 28.61% |
| YTD | -19.92% | -4.37% |
| 1Y | -21.2% | 1.62% |
| 3Y (ann.) | 20.65% | -11.16% |
| 5Y (ann.) | 20.65% | -11.16% |
| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| Max Drawdown | -33.78% | -63.95% |
| Longest DD Days | 345.0 | 235.0 |
| Avg. Drawdown | -4.06% | -15.28% |
| Avg. Drawdown Days | 27.0 | 44.0 |
| Recovery Factor | 0.94 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-11-17 | -33.78 | 345 |
| 2024-08-06 | 2024-08-08 | -7.25 | 2 |
| 2024-06-12 | 2024-07-13 | -6.53 | 31 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-08-09 | 2024-09-10 | -3.53 | 32 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-09-11 | 2024-10-11 | -2.61 | 30 |
| 2024-07-16 | 2024-08-05 | -2.37 | 20 |
| 2024-12-03 | 2024-12-04 | -2.09 | 0 |
| 2024-08-05 | 2024-08-06 | -2.06 | 0 |
| Metric | 11997452:ethusd:triple_med_gx:lsma110_145 | 11997452:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 13.95% | 27.26% |
| Worst Week | -14.71% | -20.52% |
| Best Month | 26.62% | 48.75% |
| Worst Month | -14.71% | -32.24% |
| Best Year | 64.33% | -4.37% |
| Worst Year | -19.92% | -12.05% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.27% | -1.46% |
| Avg. Up Week | 4.41% | 7.64% |
| Avg. Down Week | -4.59% | -6.24% |
| Avg. Up Month | 8.18% | 29.6% |
| Avg. Down Month | -5.78% | -7.71% |
| Win Days % | 50.27% | 50.44% |
| Win Month % | 61.11% | 27.78% |
| Win Week % | 62.16% | 50.0% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 0.0% |