| Metric | 11998095:ethusd:triple_med_gx:lsma180_145 | 11998095:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 20.87% | -45.61% |
| Max Drawdown | -12.7% | -54.74% |
| Sharpe | 0.56 | -0.36 |
| Sortino | 0.93 | -0.48 |
| Payoff Ratio | 1.14 | 0.96 |
| Profit Factor | 1.37 | 0.94 |
| Common Sense Ratio | NaN | 0.91 |
| CPC Index | 0.82 | 0.45 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 50.36 | 2.91 |
| Outlier Loss Ratio | 2.95 | 3.06 |
| Volatility (ann.) | 11.48% | 34.95% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.06 | -0.96 |
| Skew | 3.21 | -0.55 |
| Kurtosis | 93.1 | 9.11 |
| Expected Daily % | 0.02% | -0.05% |
| Expected Monthly % | 1.91% | -5.91% |
| Expected Yearly % | 9.94% | -26.25% |
| Kelly Criterion | 10.98% | -3.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -3.04% |
| Expected Shortfall (cVaR) | -0.97% | -3.04% |
| Year | 11998095:ETHUSD | 11998095:ethusd:triple_med_gx:lsma180_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 15.32 | -1.27 | + |
| 2025 | -38.16 | 4.81 | -0.13 | + |
| Metric | 11998095:ethusd:triple_med_gx:lsma180_145 | 11998095:ETHUSD |
|---|---|---|
| MTD | -1.27% | -7.9% |
| 3M | 4.81% | -39.74% |
| 6M | 24.41% | -22.19% |
| YTD | 4.81% | -38.16% |
| 1Y | 20.87% | -45.61% |
| 3Y (ann.) | 26.13% | -52.57% |
| 5Y (ann.) | 26.13% | -52.57% |
| Metric | 11998095:ethusd:triple_med_gx:lsma180_145 | 11998095:ETHUSD |
|---|---|---|
| Max Drawdown | -12.7% | -54.74% |
| Longest DD Days | 112.0 | 182.0 |
| Avg. Drawdown | -4.92% | -16.47% |
| Avg. Drawdown Days | 36.0 | 42.0 |
| Recovery Factor | 1.64 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-03-26 | -12.70 | 19 |
| 2024-07-17 | 2024-11-06 | -9.90 | 112 |
| 2025-01-19 | 2025-03-05 | -6.64 | 44 |
| 2024-11-07 | 2025-01-19 | -2.01 | 73 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2025-03-05 | 2025-03-05 | -1.06 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11998095:ethusd:triple_med_gx:lsma180_145 | 11998095:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 10.89% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 13.46% | 18.08% |
| Worst Week | -4.13% | -20.52% |
| Best Month | 13.46% | 47.37% |
| Worst Month | -4.05% | -32.24% |
| Best Year | 15.32% | -12.05% |
| Worst Year | 4.81% | -38.16% |
| Avg. Up Day | 1.56% | 1.58% |
| Avg. Down Day | -1.37% | -1.65% |
| Avg. Up Week | 7.71% | 11.7% |
| Avg. Down Week | -1.8% | -9.69% |
| Avg. Up Month | 7.14% | 25.44% |
| Avg. Down Month | -2.66% | -15.08% |
| Win Days % | 52.63% | 49.37% |
| Win Month % | 66.67% | 20.0% |
| Win Week % | 44.44% | 47.73% |
| Win Quarter % | 100.0% | 25.0% |
| Win Year % | 100.0% | 0.0% |