| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -9.16% | -7.78% |
| Max Drawdown | -46.22% | -63.76% |
| Sharpe | 0.03 | 0.29 |
| Sortino | 0.05 | 0.4 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.01 | 1.05 |
| Common Sense Ratio | 1.08 | 1.15 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.07 | 1.1 |
| Outlier Win Ratio | 18.51 | 3.45 |
| Outlier Loss Ratio | 4.31 | 3.55 |
| Volatility (ann.) | 40.01% | 72.04% |
| R^2 | 0.33 | 0.33 |
| Calmar | -0.14 | -0.09 |
| Skew | -0.65 | -0.43 |
| Kurtosis | 16.69 | 4.71 |
| Expected Daily % | -0.02% | -0.02% |
| Expected Monthly % | -0.53% | -0.45% |
| Expected Yearly % | -4.69% | -3.97% |
| Kelly Criterion | -0.29% | 5.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.44% | -6.15% |
| Expected Shortfall (cVaR) | -3.44% | -6.15% |
| Year | 11781939:ETHUSD | 11781939:ethusd:triple_med_gx:lsma180_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -10.96 | 0.93 | + |
| 2025 | 4.57 | 2.03 | 0.44 | - |
| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -3.39% | 1.38% |
| 6M | 50.92% | 89.18% |
| YTD | 2.03% | 4.57% |
| 1Y | -4.35% | 43.03% |
| 3Y (ann.) | -6.51% | -5.52% |
| 5Y (ann.) | -6.51% | -5.52% |
| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| Max Drawdown | -46.22% | -63.76% |
| Longest DD Days | 507.0 | 234.0 |
| Avg. Drawdown | -23.21% | -21.96% |
| Avg. Drawdown Days | 254.0 | 72.0 |
| Recovery Factor | -0.2 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-15 | 2025-11-04 | -46.22 | 507 |
| 2024-06-12 | 2024-06-14 | -0.20 | 2 |
| Metric | 11781939:ethusd:triple_med_gx:lsma180_35 | 11781939:ETHUSD |
|---|---|---|
| Best Day | 10.96% | 16.74% |
| Worst Day | -14.97% | -20.65% |
| Best Week | 22.93% | 22.2% |
| Worst Week | -24.04% | -22.77% |
| Best Month | 41.75% | 54.15% |
| Worst Month | -24.26% | -34.4% |
| Best Year | 2.03% | 4.57% |
| Worst Year | -10.96% | -11.81% |
| Avg. Up Day | 2.68% | 3.41% |
| Avg. Down Day | -2.36% | -3.13% |
| Avg. Up Week | 5.85% | 8.49% |
| Avg. Down Week | -4.54% | -8.71% |
| Avg. Up Month | 18.8% | 24.56% |
| Avg. Down Month | -9.64% | -9.11% |
| Win Days % | 46.67% | 50.86% |
| Win Month % | 47.06% | 33.33% |
| Win Week % | 48.15% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |