| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -11.24% | -15.9% |
| Max Drawdown | -35.13% | -63.76% |
| Sharpe | -0.29 | 0.2 |
| Sortino | -0.42 | 0.28 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 0.89 | 1.03 |
| Common Sense Ratio | 0.31 | 1.13 |
| CPC Index | 0.41 | 0.56 |
| Tail Ratio | 0.35 | 1.1 |
| Outlier Win Ratio | 44.84 | 2.54 |
| Outlier Loss Ratio | 3.21 | 2.47 |
| Volatility (ann.) | 20.7% | 72.0% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.22 | -0.18 |
| Skew | 0.48 | -0.44 |
| Kurtosis | 35.82 | 4.63 |
| Expected Daily % | -0.02% | -0.03% |
| Expected Monthly % | -0.66% | -0.96% |
| Expected Yearly % | -5.79% | -8.29% |
| Kelly Criterion | -10.45% | 4.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -6.16% |
| Expected Shortfall (cVaR) | -1.8% | -6.16% |
| Year | 11998110:ETHUSD | 11998110:ethusd:triple_med_gx:lsma190_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 23.26 | -1.97 | + |
| 2025 | -4.63 | -27.99 | 6.04 | - |
| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| MTD | -1.24% | -17.27% |
| 3M | -13.5% | -28.03% |
| 6M | -13.8% | 28.37% |
| YTD | -27.99% | -4.63% |
| 1Y | -27.99% | 1.69% |
| 3Y (ann.) | -7.82% | -11.16% |
| 5Y (ann.) | -7.82% | -11.16% |
| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| Max Drawdown | -35.13% | -63.76% |
| Longest DD Days | 255.0 | 234.0 |
| Avg. Drawdown | -11.89% | -22.9% |
| Avg. Drawdown Days | 102.0 | 74.0 |
| Recovery Factor | -0.32 | -0.25 |
| Ulcer Index | 0.97 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-07 | 2025-11-17 | -35.13 | 255 |
| 2024-07-18 | 2024-11-06 | -6.35 | 111 |
| 2025-01-23 | 2025-03-06 | -4.05 | 42 |
| 2025-01-21 | 2025-01-22 | -2.04 | 1 |
| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| Best Day | 9.4% | 16.74% |
| Worst Day | -9.83% | -20.65% |
| Best Week | 18.84% | 22.2% |
| Worst Week | -14.58% | -22.77% |
| Best Month | 18.84% | 54.15% |
| Worst Month | -17.08% | -34.4% |
| Best Year | 23.26% | -4.63% |
| Worst Year | -27.99% | -11.81% |
| Avg. Up Day | 2.33% | 2.75% |
| Avg. Down Day | -2.19% | -2.58% |
| Avg. Up Week | 3.88% | 8.49% |
| Avg. Down Week | -4.72% | -4.82% |
| Avg. Up Month | 7.97% | 19.85% |
| Avg. Down Month | -6.13% | -11.69% |
| Win Days % | 43.06% | 50.56% |
| Win Month % | 38.46% | 33.33% |
| Win Week % | 50.0% | 51.28% |
| Win Quarter % | 33.33% | 42.86% |
| Win Year % | 50.0% | 0.0% |