| Metric | 11997686:ethusd:triple_med_gx:lsma85_145 | 11997686:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -0.21% | -45.61% |
| Max Drawdown | -23.5% | -54.74% |
| Sharpe | 0.09 | -0.36 |
| Sortino | 0.12 | -0.48 |
| Payoff Ratio | 0.89 | 0.86 |
| Profit Factor | 1.04 | 0.94 |
| Common Sense Ratio | 2.06 | 0.91 |
| CPC Index | 0.48 | 0.4 |
| Tail Ratio | 1.98 | 0.97 |
| Outlier Win Ratio | 27.24 | 3.04 |
| Outlier Loss Ratio | 2.69 | 3.42 |
| Volatility (ann.) | 18.7% | 34.95% |
| R^2 | 0.29 | 0.29 |
| Calmar | -0.01 | -0.96 |
| Skew | -2.12 | -0.55 |
| Kurtosis | 71.17 | 9.11 |
| Expected Daily % | -0.0% | -0.05% |
| Expected Monthly % | -0.02% | -5.91% |
| Expected Yearly % | -0.1% | -26.25% |
| Kelly Criterion | -1.74% | -9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.04% |
| Expected Shortfall (cVaR) | -1.61% | -3.04% |
| Year | 11997686:ETHUSD | 11997686:ethusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 13.15 | -1.09 | + |
| 2025 | -38.16 | -11.81 | 0.31 | + |
| Metric | 11997686:ethusd:triple_med_gx:lsma85_145 | 11997686:ETHUSD |
|---|---|---|
| MTD | -11.81% | -7.9% |
| 3M | -11.81% | -39.74% |
| 6M | 7.32% | -22.19% |
| YTD | -11.81% | -38.16% |
| 1Y | -0.21% | -45.61% |
| 3Y (ann.) | -0.25% | -52.57% |
| 5Y (ann.) | -0.25% | -52.57% |
| Metric | 11997686:ethusd:triple_med_gx:lsma85_145 | 11997686:ETHUSD |
|---|---|---|
| Max Drawdown | -23.5% | -54.74% |
| Longest DD Days | 94.0 | 182.0 |
| Avg. Drawdown | -8.31% | -16.47% |
| Avg. Drawdown Days | 28.0 | 42.0 |
| Recovery Factor | -0.01 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-06 | -23.50 | 94 |
| 2024-12-21 | 2025-03-26 | -21.08 | 94 |
| 2024-12-19 | 2024-12-21 | -11.13 | 1 |
| 2024-06-09 | 2024-07-15 | -8.45 | 35 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-11-08 | 2024-11-08 | -0.29 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| 2024-08-03 | 2024-08-03 | -0.18 | 0 |
| Metric | 11997686:ethusd:triple_med_gx:lsma85_145 | 11997686:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 10.89% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 20.38% | 18.08% |
| Worst Week | -12.85% | -20.52% |
| Best Month | 20.38% | 47.37% |
| Worst Month | -12.85% | -32.24% |
| Best Year | 13.15% | -12.05% |
| Worst Year | -11.81% | -38.16% |
| Avg. Up Day | 1.48% | 1.49% |
| Avg. Down Day | -1.67% | -1.73% |
| Avg. Up Week | 6.64% | 8.64% |
| Avg. Down Week | -5.95% | -8.09% |
| Avg. Up Month | 12.12% | 25.44% |
| Avg. Down Month | -8.25% | -12.41% |
| Win Days % | 52.13% | 49.37% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 46.15% | 47.73% |
| Win Quarter % | 25.0% | 25.0% |
| Win Year % | 50.0% | 0.0% |