| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -51.95% | -7.78% |
| Max Drawdown | -68.55% | -63.76% |
| Sharpe | -1.0 | 0.29 |
| Sortino | -1.36 | 0.4 |
| Payoff Ratio | 1.0 | 1.06 |
| Profit Factor | 0.76 | 1.05 |
| Common Sense Ratio | 0.58 | 1.15 |
| CPC Index | 0.34 | 0.56 |
| Tail Ratio | 0.76 | 1.1 |
| Outlier Win Ratio | 18.8 | 3.45 |
| Outlier Loss Ratio | 3.95 | 3.58 |
| Volatility (ann.) | 42.16% | 72.04% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.59 | -0.09 |
| Skew | 0.19 | -0.43 |
| Kurtosis | 16.09 | 4.71 |
| Expected Daily % | -0.14% | -0.02% |
| Expected Monthly % | -3.99% | -0.45% |
| Expected Yearly % | -30.68% | -3.97% |
| Kelly Criterion | -12.11% | 4.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.75% | -6.15% |
| Expected Shortfall (cVaR) | -3.75% | -6.15% |
| Year | 11770211:ETHUSD | 11770211:ethusd:triple_med_gx:lsma180_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -29.29 | 2.48 | - |
| 2025 | 4.57 | -32.05 | -7.01 | - |
| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| MTD | -4.93% | -9.29% |
| 3M | -1.21% | 1.38% |
| 6M | 41.01% | 89.18% |
| YTD | -32.05% | 4.57% |
| 1Y | -34.38% | 43.03% |
| 3Y (ann.) | -40.16% | -5.52% |
| 5Y (ann.) | -40.16% | -5.52% |
| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| Max Drawdown | -68.55% | -63.76% |
| Longest DD Days | 507.0 | 234.0 |
| Avg. Drawdown | -22.93% | -21.96% |
| Avg. Drawdown Days | 171.0 | 72.0 |
| Recovery Factor | -0.76 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-15 | 2025-11-04 | -68.55 | 507 |
| 2024-06-08 | 2024-06-12 | -0.21 | 4 |
| 2024-06-13 | 2024-06-14 | -0.02 | 1 |
| Metric | 11770211:ethusd:triple_med_gx:lsma180_15 | 11770211:ETHUSD |
|---|---|---|
| Best Day | 16.74% | 16.74% |
| Worst Day | -14.03% | -20.65% |
| Best Week | 17.57% | 22.2% |
| Worst Week | -24.89% | -22.77% |
| Best Month | 42.94% | 54.15% |
| Worst Month | -23.45% | -34.4% |
| Best Year | -29.29% | 4.57% |
| Worst Year | -32.05% | -11.81% |
| Avg. Up Day | 2.66% | 3.45% |
| Avg. Down Day | -2.65% | -3.26% |
| Avg. Up Week | 6.07% | 9.5% |
| Avg. Down Week | -6.52% | -8.81% |
| Avg. Up Month | 21.07% | 36.28% |
| Avg. Down Month | -11.41% | -9.09% |
| Win Days % | 43.88% | 50.86% |
| Win Month % | 27.78% | 33.33% |
| Win Week % | 43.33% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |