| Metric | 11997455:ethusd:triple_med_gx:lsma75_145 | 11997455:ETHUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -19.68% | -45.61% |
| Max Drawdown | -29.79% | -54.74% |
| Sharpe | -0.23 | -0.36 |
| Sortino | -0.3 | -0.48 |
| Payoff Ratio | 0.88 | 0.86 |
| Profit Factor | 0.92 | 0.94 |
| Common Sense Ratio | 0.86 | 0.91 |
| CPC Index | 0.41 | 0.4 |
| Tail Ratio | 0.94 | 0.97 |
| Outlier Win Ratio | 22.16 | 3.14 |
| Outlier Loss Ratio | 2.94 | 3.53 |
| Volatility (ann.) | 20.32% | 34.95% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.79 | -0.96 |
| Skew | -1.95 | -0.55 |
| Kurtosis | 52.57 | 9.11 |
| Expected Daily % | -0.02% | -0.05% |
| Expected Monthly % | -2.17% | -5.91% |
| Expected Yearly % | -10.38% | -26.25% |
| Kelly Criterion | -6.17% | -9.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.04% |
| Expected Shortfall (cVaR) | -1.76% | -3.04% |
| Year | 11997455:ETHUSD | 11997455:ethusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.14 | 0.68 | + |
| 2025 | -38.16 | -12.56 | 0.33 | + |
| Metric | 11997455:ethusd:triple_med_gx:lsma75_145 | 11997455:ETHUSD |
|---|---|---|
| MTD | -13.33% | -7.9% |
| 3M | -12.56% | -39.74% |
| 6M | -5.07% | -22.19% |
| YTD | -12.56% | -38.16% |
| 1Y | -19.68% | -45.61% |
| 3Y (ann.) | -23.54% | -52.57% |
| 5Y (ann.) | -23.54% | -52.57% |
| Metric | 11997455:ethusd:triple_med_gx:lsma75_145 | 11997455:ETHUSD |
|---|---|---|
| Max Drawdown | -29.79% | -54.74% |
| Longest DD Days | 134.0 | 182.0 |
| Avg. Drawdown | -14.75% | -16.47% |
| Avg. Drawdown Days | 58.0 | 42.0 |
| Recovery Factor | -0.66 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-27 | -29.79 | 134 |
| 2024-12-01 | 2025-03-26 | -28.31 | 115 |
| 2024-06-07 | 2024-07-15 | -11.77 | 38 |
| 2024-11-28 | 2024-11-30 | -2.83 | 2 |
| 2024-11-30 | 2024-11-30 | -1.08 | 0 |
| Metric | 11997455:ethusd:triple_med_gx:lsma75_145 | 11997455:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 17.87% | 18.08% |
| Worst Week | -13.9% | -20.52% |
| Best Month | 30.68% | 47.37% |
| Worst Month | -18.48% | -32.24% |
| Best Year | -8.14% | -12.05% |
| Worst Year | -12.56% | -38.16% |
| Avg. Up Day | 1.34% | 1.35% |
| Avg. Down Day | -1.52% | -1.57% |
| Avg. Up Week | 4.64% | 7.84% |
| Avg. Down Week | -6.94% | -7.22% |
| Avg. Up Month | 16.41% | 25.44% |
| Avg. Down Month | -12.01% | -10.11% |
| Win Days % | 50.19% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 52.38% | 47.73% |
| Win Quarter % | 25.0% | 25.0% |
| Win Year % | 0.0% | 0.0% |