| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -24.73% | -7.78% |
| Max Drawdown | -49.92% | -63.76% |
| Sharpe | -0.32 | 0.29 |
| Sortino | -0.46 | 0.4 |
| Payoff Ratio | 1.24 | 0.98 |
| Profit Factor | 0.91 | 1.05 |
| Common Sense Ratio | 0.79 | 1.15 |
| CPC Index | 0.47 | 0.52 |
| Tail Ratio | 0.87 | 1.1 |
| Outlier Win Ratio | 19.59 | 3.41 |
| Outlier Loss Ratio | 4.47 | 3.37 |
| Volatility (ann.) | 38.75% | 72.04% |
| R^2 | 0.31 | 0.31 |
| Calmar | -0.36 | -0.09 |
| Skew | 0.7 | -0.43 |
| Kurtosis | 19.85 | 4.71 |
| Expected Daily % | -0.05% | -0.02% |
| Expected Monthly % | -1.57% | -0.45% |
| Expected Yearly % | -13.24% | -3.97% |
| Kelly Criterion | -5.68% | 0.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.37% | -6.15% |
| Expected Shortfall (cVaR) | -3.37% | -6.15% |
| Year | 11767968:ETHUSD | 11767968:ethusd:triple_med_gx:lsma175_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -17.54 | 1.49 | - |
| 2025 | 4.57 | -8.71 | -1.91 | - |
| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| MTD | -6.08% | -9.29% |
| 3M | -6.14% | 1.38% |
| 6M | 41.88% | 89.18% |
| YTD | -8.71% | 4.57% |
| 1Y | -12.46% | 43.03% |
| 3Y (ann.) | -18.04% | -5.52% |
| 5Y (ann.) | -18.04% | -5.52% |
| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| Max Drawdown | -49.92% | -63.76% |
| Longest DD Days | 493.0 | 234.0 |
| Avg. Drawdown | -25.79% | -21.96% |
| Avg. Drawdown Days | 254.0 | 72.0 |
| Recovery Factor | -0.5 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-29 | 2025-11-04 | -49.92 | 493 |
| 2024-06-11 | 2024-06-26 | -1.65 | 15 |
| Metric | 11767968:ethusd:triple_med_gx:lsma175_10 | 11767968:ETHUSD |
|---|---|---|
| Best Day | 16.74% | 16.74% |
| Worst Day | -14.03% | -20.65% |
| Best Week | 16.82% | 22.2% |
| Worst Week | -18.77% | -22.77% |
| Best Month | 36.67% | 54.15% |
| Worst Month | -17.23% | -34.4% |
| Best Year | -8.71% | 4.57% |
| Worst Year | -17.54% | -11.81% |
| Avg. Up Day | 3.01% | 3.36% |
| Avg. Down Day | -2.42% | -3.44% |
| Avg. Up Week | 5.94% | 8.48% |
| Avg. Down Week | -5.33% | -8.24% |
| Avg. Up Month | 13.2% | 24.56% |
| Avg. Down Month | -7.18% | -9.09% |
| Win Days % | 41.44% | 50.86% |
| Win Month % | 35.29% | 33.33% |
| Win Week % | 46.67% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |