| Metric | 11997453:ethusd:triple_med_gx:lsma70_145 | 11997453:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -26.89% | -45.61% |
| Max Drawdown | -33.11% | -54.74% |
| Sharpe | -0.32 | -0.36 |
| Sortino | -0.43 | -0.48 |
| Payoff Ratio | 0.87 | 0.85 |
| Profit Factor | 0.89 | 0.94 |
| Common Sense Ratio | 0.77 | 0.91 |
| CPC Index | 0.38 | 0.4 |
| Tail Ratio | 0.86 | 0.97 |
| Outlier Win Ratio | 20.4 | 3.15 |
| Outlier Loss Ratio | 3.08 | 3.9 |
| Volatility (ann.) | 22.07% | 34.95% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.96 | -0.96 |
| Skew | -1.14 | -0.55 |
| Kurtosis | 45.32 | 9.11 |
| Expected Daily % | -0.03% | -0.05% |
| Expected Monthly % | -3.08% | -5.91% |
| Expected Yearly % | -14.49% | -26.25% |
| Kelly Criterion | -8.29% | -10.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -3.04% |
| Expected Shortfall (cVaR) | -1.92% | -3.04% |
| Year | 11997453:ETHUSD | 11997453:ethusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.65 | 0.97 | + |
| 2025 | -38.16 | -17.24 | 0.45 | + |
| Metric | 11997453:ethusd:triple_med_gx:lsma70_145 | 11997453:ETHUSD |
|---|---|---|
| MTD | -16.83% | -7.9% |
| 3M | -17.24% | -39.74% |
| 6M | -16.32% | -22.19% |
| YTD | -17.24% | -38.16% |
| 1Y | -26.89% | -45.61% |
| 3Y (ann.) | -31.86% | -52.57% |
| 5Y (ann.) | -31.86% | -52.57% |
| Metric | 11997453:ethusd:triple_med_gx:lsma70_145 | 11997453:ETHUSD |
|---|---|---|
| Max Drawdown | -33.11% | -54.74% |
| Longest DD Days | 118.0 | 182.0 |
| Avg. Drawdown | -24.7% | -16.47% |
| Avg. Drawdown Days | 92.0 | 42.0 |
| Recovery Factor | -0.81 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-03-26 | -33.11 | 118 |
| 2024-07-31 | 2024-11-27 | -29.24 | 118 |
| 2024-06-06 | 2024-07-15 | -11.76 | 39 |
| Metric | 11997453:ethusd:triple_med_gx:lsma70_145 | 11997453:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 16.2% | 18.08% |
| Worst Week | -13.9% | -20.52% |
| Best Month | 20.99% | 47.37% |
| Worst Month | -19.47% | -32.24% |
| Best Year | -11.65% | -12.05% |
| Worst Year | -17.24% | -38.16% |
| Avg. Up Day | 1.4% | 1.41% |
| Avg. Down Day | -1.61% | -1.65% |
| Avg. Up Week | 4.89% | 7.44% |
| Avg. Down Week | -6.93% | -7.69% |
| Avg. Up Month | 12.91% | 25.44% |
| Avg. Down Month | -13.1% | -10.11% |
| Win Days % | 49.64% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 47.62% | 47.73% |
| Win Quarter % | 25.0% | 25.0% |
| Win Year % | 0.0% | 0.0% |