| Metric | 11997469:ethusd:triple_med_gx:lsma100_145 | 11997469:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.53% | -45.61% |
| Max Drawdown | -32.87% | -54.74% |
| Sharpe | -0.02 | -0.36 |
| Sortino | -0.02 | -0.48 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 0.99 | 0.94 |
| Common Sense Ratio | 1.23 | 0.91 |
| CPC Index | 0.48 | 0.46 |
| Tail Ratio | 1.23 | 0.97 |
| Outlier Win Ratio | 23.6 | 3.14 |
| Outlier Loss Ratio | 2.8 | 3.5 |
| Volatility (ann.) | 19.95% | 34.95% |
| R^2 | 0.32 | 0.32 |
| Calmar | -0.28 | -0.96 |
| Skew | -1.95 | -0.55 |
| Kurtosis | 56.61 | 9.11 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -0.78% | -5.91% |
| Expected Yearly % | -3.84% | -26.25% |
| Kelly Criterion | -2.79% | -1.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.04% |
| Expected Shortfall (cVaR) | -1.72% | -3.04% |
| Year | 11997469:ETHUSD | 11997469:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 11.97 | -0.99 | + |
| 2025 | -38.16 | -17.41 | 0.46 | + |
| Metric | 11997469:ethusd:triple_med_gx:lsma100_145 | 11997469:ETHUSD |
|---|---|---|
| MTD | -15.31% | -7.9% |
| 3M | -17.41% | -39.74% |
| 6M | -3.35% | -22.19% |
| YTD | -17.41% | -38.16% |
| 1Y | -7.53% | -45.61% |
| 3Y (ann.) | -9.14% | -52.57% |
| 5Y (ann.) | -9.14% | -52.57% |
| Metric | 11997469:ethusd:triple_med_gx:lsma100_145 | 11997469:ETHUSD |
|---|---|---|
| Max Drawdown | -32.87% | -54.74% |
| Longest DD Days | 113.0 | 182.0 |
| Avg. Drawdown | -8.47% | -16.47% |
| Avg. Drawdown Days | 31.0 | 42.0 |
| Recovery Factor | -0.23 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-26 | -32.87 | 109 |
| 2024-07-16 | 2024-11-06 | -23.21 | 113 |
| 2024-06-10 | 2024-07-14 | -8.35 | 34 |
| 2024-11-10 | 2024-12-04 | -5.19 | 24 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-11-09 | 2024-11-09 | -0.51 | 0 |
| 2024-06-10 | 2024-06-10 | -0.40 | 0 |
| 2024-11-08 | 2024-11-08 | -0.29 | 0 |
| Metric | 11997469:ethusd:triple_med_gx:lsma100_145 | 11997469:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 23.44% | 18.08% |
| Worst Week | -13.9% | -20.52% |
| Best Month | 32.2% | 47.37% |
| Worst Month | -15.31% | -32.24% |
| Best Year | 11.97% | -12.05% |
| Worst Year | -17.41% | -38.16% |
| Avg. Up Day | 1.6% | 1.6% |
| Avg. Down Day | -1.6% | -1.62% |
| Avg. Up Week | 6.15% | 8.2% |
| Avg. Down Week | -7.08% | -6.41% |
| Avg. Up Month | 16.86% | 25.44% |
| Avg. Down Month | -9.56% | -10.11% |
| Win Days % | 48.62% | 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% |