| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -23.2% | -7.78% |
| Max Drawdown | -26.29% | -63.76% |
| Sharpe | -0.56 | 0.29 |
| Sortino | -0.83 | 0.4 |
| Payoff Ratio | 1.13 | 0.97 |
| Profit Factor | 0.86 | 1.05 |
| Common Sense Ratio | 0.65 | 1.15 |
| CPC Index | 0.4 | 0.51 |
| Tail Ratio | 0.75 | 1.1 |
| Outlier Win Ratio | 25.4 | 3.04 |
| Outlier Loss Ratio | 5.4 | 2.91 |
| Volatility (ann.) | 26.54% | 72.04% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.64 | -0.09 |
| Skew | 1.11 | -0.43 |
| Kurtosis | 16.76 | 4.71 |
| Expected Daily % | -0.05% | -0.02% |
| Expected Monthly % | -1.46% | -0.45% |
| Expected Yearly % | -12.36% | -3.97% |
| Kelly Criterion | -10.74% | 0.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -6.15% |
| Expected Shortfall (cVaR) | -2.33% | -6.15% |
| Year | 11786815:ETHUSD | 11786815:ethusd:triple_med_gx:lsma235_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -12.15 | 1.03 | - |
| 2025 | 4.57 | -12.58 | -2.75 | - |
| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -7.18% | 1.38% |
| 6M | -3.62% | 89.18% |
| YTD | -12.58% | 4.57% |
| 1Y | -4.84% | 43.03% |
| 3Y (ann.) | -16.88% | -5.52% |
| 5Y (ann.) | -16.88% | -5.52% |
| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| Max Drawdown | -26.29% | -63.76% |
| Longest DD Days | 405.0 | 234.0 |
| Avg. Drawdown | -11.21% | -21.96% |
| Avg. Drawdown Days | 169.0 | 72.0 |
| Recovery Factor | -0.88 | -0.12 |
| Ulcer Index | 1.07 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-25 | 2025-11-04 | -26.29 | 405 |
| 2024-06-18 | 2024-09-23 | -7.15 | 97 |
| 2024-06-13 | 2024-06-17 | -0.20 | 4 |
| Metric | 11786815:ethusd:triple_med_gx:lsma235_45 | 11786815:ETHUSD |
|---|---|---|
| Best Day | 9.94% | 16.74% |
| Worst Day | -7.26% | -20.65% |
| Best Week | 8.59% | 22.2% |
| Worst Week | -10.44% | -22.77% |
| Best Month | 10.7% | 54.15% |
| Worst Month | -12.24% | -34.4% |
| Best Year | -12.15% | 4.57% |
| Worst Year | -12.58% | -11.81% |
| Avg. Up Day | 1.91% | 2.82% |
| Avg. Down Day | -1.7% | -2.91% |
| Avg. Up Week | 3.64% | 7.71% |
| Avg. Down Week | -2.94% | -8.09% |
| Avg. Up Month | 4.75% | 28.33% |
| Avg. Down Month | -6.89% | -12.04% |
| Win Days % | 41.3% | 50.86% |
| Win Month % | 58.82% | 33.33% |
| Win Week % | 38.89% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |