| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 23.78% | -15.9% |
| Max Drawdown | -22.41% | -63.76% |
| Sharpe | 0.64 | 0.2 |
| Sortino | 0.92 | 0.28 |
| Payoff Ratio | 1.02 | 0.93 |
| Profit Factor | 1.26 | 1.03 |
| Common Sense Ratio | 2.56 | 1.13 |
| CPC Index | 0.69 | 0.48 |
| Tail Ratio | 2.04 | 1.1 |
| Outlier Win Ratio | 27.35 | 2.99 |
| Outlier Loss Ratio | 3.24 | 2.94 |
| Volatility (ann.) | 29.81% | 72.0% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.7 | -0.18 |
| Skew | -0.63 | -0.44 |
| Kurtosis | 28.74 | 4.63 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 1.19% | -0.96% |
| Expected Yearly % | 11.26% | -8.29% |
| Kelly Criterion | 8.54% | -2.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.51% | -6.16% |
| Expected Shortfall (cVaR) | -2.51% | -6.16% |
| Year | 11997698:ETHUSD | 11997698:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 49.56 | -4.20 | + |
| 2025 | -4.63 | -17.24 | 3.72 | - |
| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| MTD | -10.51% | -17.27% |
| 3M | -13.8% | -28.03% |
| 6M | -4.78% | 28.37% |
| YTD | -17.24% | -4.63% |
| 1Y | -13.53% | 1.69% |
| 3Y (ann.) | 15.7% | -11.16% |
| 5Y (ann.) | 15.7% | -11.16% |
| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| Max Drawdown | -22.41% | -63.76% |
| Longest DD Days | 330.0 | 234.0 |
| Avg. Drawdown | -9.07% | -22.9% |
| Avg. Drawdown Days | 81.0 | 74.0 |
| Recovery Factor | 1.06 | -0.25 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-22 | 2025-11-17 | -22.41 | 330 |
| 2024-08-05 | 2024-09-14 | -14.49 | 40 |
| 2024-06-11 | 2024-07-15 | -4.45 | 34 |
| 2024-12-20 | 2024-12-21 | -3.84 | 1 |
| 2024-10-10 | 2024-10-12 | -0.18 | 2 |
| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| Best Day | 10.51% | 16.74% |
| Worst Day | -14.49% | -20.65% |
| Best Week | 19.74% | 22.2% |
| Worst Week | -11.6% | -22.77% |
| Best Month | 24.72% | 54.15% |
| Worst Month | -10.51% | -34.4% |
| Best Year | 49.56% | -4.63% |
| Worst Year | -17.24% | -11.81% |
| Avg. Up Day | 2.63% | 2.75% |
| Avg. Down Day | -2.59% | -2.96% |
| Avg. Up Week | 6.64% | 6.68% |
| Avg. Down Week | -3.69% | -7.74% |
| Avg. Up Month | 12.68% | 15.01% |
| Avg. Down Month | -5.59% | -11.63% |
| Win Days % | 53.92% | 50.56% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 46.88% | 51.28% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |