| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -27.7% | -7.78% |
| Max Drawdown | -28.05% | -63.76% |
| Sharpe | -0.69 | 0.29 |
| Sortino | -0.96 | 0.4 |
| Payoff Ratio | 1.11 | 0.96 |
| Profit Factor | 0.82 | 1.05 |
| Common Sense Ratio | 0.74 | 1.15 |
| CPC Index | 0.35 | 0.51 |
| Tail Ratio | 0.9 | 1.1 |
| Outlier Win Ratio | 25.7 | 2.99 |
| Outlier Loss Ratio | 5.26 | 2.91 |
| Volatility (ann.) | 27.42% | 72.04% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.72 | -0.09 |
| Skew | 0.33 | -0.43 |
| Kurtosis | 18.02 | 4.71 |
| Expected Daily % | -0.06% | -0.02% |
| Expected Monthly % | -1.79% | -0.45% |
| Expected Yearly % | -14.97% | -3.97% |
| Kelly Criterion | -16.19% | -0.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -6.15% |
| Expected Shortfall (cVaR) | -2.41% | -6.15% |
| Year | 11786810:ETHUSD | 11786810:ethusd:triple_med_gx:lsma220_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -8.94 | 0.76 | + |
| 2025 | 4.57 | -20.60 | -4.51 | - |
| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -10.46% | 1.38% |
| 6M | -9.6% | 89.18% |
| YTD | -20.6% | 4.57% |
| 1Y | -15.34% | 43.03% |
| 3Y (ann.) | -20.32% | -5.52% |
| 5Y (ann.) | -20.32% | -5.52% |
| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| Max Drawdown | -28.05% | -63.76% |
| Longest DD Days | 509.0 | 234.0 |
| Avg. Drawdown | -28.05% | -21.96% |
| Avg. Drawdown Days | 509.0 | 72.0 |
| Recovery Factor | -0.99 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-13 | 2025-11-04 | -28.05 | 509 |
| Metric | 11786810:ethusd:triple_med_gx:lsma220_45 | 11786810:ETHUSD |
|---|---|---|
| Best Day | 9.94% | 16.74% |
| Worst Day | -8.93% | -20.65% |
| Best Week | 8.59% | 22.2% |
| Worst Week | -9.55% | -22.77% |
| Best Month | 10.7% | 54.15% |
| Worst Month | -14.31% | -34.4% |
| Best Year | -8.94% | 4.57% |
| Worst Year | -20.6% | -11.81% |
| Avg. Up Day | 2.03% | 2.88% |
| Avg. Down Day | -1.82% | -3.01% |
| Avg. Up Week | 3.57% | 7.71% |
| Avg. Down Week | -3.87% | -8.1% |
| Avg. Up Month | 5.7% | 32.59% |
| Avg. Down Month | -7.18% | -10.05% |
| Win Days % | 38.86% | 50.86% |
| Win Month % | 47.06% | 33.33% |
| Win Week % | 46.15% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |