| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 23.78% | -15.9% |
| Max Drawdown | -24.52% | -63.95% |
| Sharpe | 0.31 | 0.09 |
| Sortino | 0.42 | 0.13 |
| Payoff Ratio | 0.96 | 0.9 |
| Profit Factor | 1.13 | 1.01 |
| Common Sense Ratio | 2.14 | 0.97 |
| CPC Index | 0.57 | 0.46 |
| Tail Ratio | 1.9 | 0.95 |
| Outlier Win Ratio | 28.13 | 3.06 |
| Outlier Loss Ratio | 2.99 | 3.32 |
| Volatility (ann.) | 16.37% | 34.91% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.64 | -0.17 |
| Skew | -1.76 | -0.08 |
| Kurtosis | 70.28 | 7.74 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.19% | -0.96% |
| Expected Yearly % | 11.26% | -8.29% |
| Kelly Criterion | 2.78% | -4.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -3.0% |
| Expected Shortfall (cVaR) | -1.4% | -3.0% |
| Year | 11997698:ETHUSD | 11997698:ethusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 49.56 | -4.11 | + |
| 2025 | -4.37 | -17.24 | 3.94 | - |
| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| MTD | -10.44% | -17.21% |
| 3M | -13.8% | -28.03% |
| 6M | -4.78% | 28.61% |
| YTD | -17.24% | -4.37% |
| 1Y | -13.53% | 1.62% |
| 3Y (ann.) | 15.7% | -11.16% |
| 5Y (ann.) | 15.7% | -11.16% |
| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| Max Drawdown | -24.52% | -63.95% |
| Longest DD Days | 330.0 | 235.0 |
| Avg. Drawdown | -5.59% | -15.28% |
| Avg. Drawdown Days | 34.0 | 44.0 |
| Recovery Factor | 0.97 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-11-17 | -24.52 | 330 |
| 2024-08-04 | 2024-09-13 | -15.27 | 40 |
| 2024-12-06 | 2024-12-21 | -11.71 | 14 |
| 2024-06-10 | 2024-07-15 | -7.77 | 34 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-10-15 | 2024-11-06 | -2.38 | 22 |
| 2024-12-03 | 2024-12-04 | -2.09 | 0 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-10-10 | 2024-10-11 | -1.48 | 1 |
| 2024-10-13 | 2024-10-14 | -1.22 | 1 |
| Metric | 11997698:ethusd:triple_med_gx:lsma100_145 | 11997698:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 21.29% | 27.26% |
| Worst Week | -12.52% | -20.52% |
| Best Month | 24.72% | 48.75% |
| Worst Month | -10.44% | -32.24% |
| Best Year | 49.56% | -4.37% |
| Worst Year | -17.24% | -12.05% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.45% | -1.55% |
| Avg. Up Week | 5.45% | 7.29% |
| Avg. Down Week | -4.1% | -8.26% |
| Avg. Up Month | 13.78% | 23.22% |
| Avg. Down Month | -5.38% | -11.67% |
| Win Days % | 52.38% | 50.44% |
| Win Month % | 50.0% | 27.78% |
| Win Week % | 53.33% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 0.0% |