| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -11.24% | -15.9% |
| Max Drawdown | -37.18% | -63.95% |
| Sharpe | -0.11 | 0.09 |
| Sortino | -0.15 | 0.13 |
| Payoff Ratio | 0.93 | 0.85 |
| Profit Factor | 0.95 | 1.01 |
| Common Sense Ratio | 0.46 | 0.97 |
| CPC Index | 0.43 | 0.44 |
| Tail Ratio | 0.49 | 0.95 |
| Outlier Win Ratio | 47.52 | 2.84 |
| Outlier Loss Ratio | 2.96 | 3.01 |
| Volatility (ann.) | 11.94% | 34.91% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.21 | -0.17 |
| Skew | -0.93 | -0.08 |
| Kurtosis | 81.62 | 7.74 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -0.66% | -0.96% |
| Expected Yearly % | -5.79% | -8.29% |
| Kelly Criterion | -6.03% | -7.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -3.0% |
| Expected Shortfall (cVaR) | -1.03% | -3.0% |
| Year | 11998110:ETHUSD | 11998110:ethusd:triple_med_gx:lsma190_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 23.26 | -1.93 | + |
| 2025 | -4.37 | -27.99 | 6.40 | - |
| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| MTD | -1.24% | -17.21% |
| 3M | -13.5% | -28.03% |
| 6M | -13.8% | 28.61% |
| YTD | -27.99% | -4.37% |
| 1Y | -27.99% | 1.62% |
| 3Y (ann.) | -7.82% | -11.16% |
| 5Y (ann.) | -7.82% | -11.16% |
| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| Max Drawdown | -37.18% | -63.95% |
| Longest DD Days | 255.0 | 235.0 |
| Avg. Drawdown | -7.6% | -15.28% |
| Avg. Drawdown Days | 52.0 | 44.0 |
| Recovery Factor | -0.3 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-11-17 | -37.18 | 255 |
| 2025-01-19 | 2025-03-06 | -8.51 | 45 |
| 2024-07-17 | 2024-09-27 | -7.44 | 72 |
| 2024-09-27 | 2024-11-06 | -3.66 | 39 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-11-07 | 2024-11-07 | -1.66 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| 2025-01-19 | 2025-01-19 | -0.18 | 0 |
| Metric | 11998110:ethusd:triple_med_gx:lsma190_145 | 11998110:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 18.84% | 27.26% |
| Worst Week | -13.22% | -20.52% |
| Best Month | 18.84% | 48.75% |
| Worst Month | -16.49% | -32.24% |
| Best Year | 23.26% | -4.37% |
| Worst Year | -27.99% | -12.05% |
| Avg. Up Day | 1.23% | 1.24% |
| Avg. Down Day | -1.33% | -1.46% |
| Avg. Up Week | 4.46% | 11.45% |
| Avg. Down Week | -3.79% | -7.63% |
| Avg. Up Month | 5.86% | 27.66% |
| Avg. Down Month | -6.08% | -12.06% |
| Win Days % | 48.97% | 50.44% |
| Win Month % | 46.15% | 27.78% |
| Win Week % | 38.1% | 50.0% |
| Win Quarter % | 33.33% | 42.86% |
| Win Year % | 50.0% | 0.0% |