| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -27.78% | -7.78% |
| Max Drawdown | -43.39% | -63.76% |
| Sharpe | -0.65 | 0.29 |
| Sortino | -0.81 | 0.4 |
| Payoff Ratio | 1.05 | 0.83 |
| Profit Factor | 0.79 | 1.05 |
| Common Sense Ratio | 0.72 | 1.15 |
| CPC Index | 0.35 | 0.44 |
| Tail Ratio | 0.92 | 1.1 |
| Outlier Win Ratio | 32.25 | 2.73 |
| Outlier Loss Ratio | 4.29 | 2.95 |
| Volatility (ann.) | 28.64% | 72.04% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.47 | -0.09 |
| Skew | -2.68 | -0.43 |
| Kurtosis | 43.85 | 4.71 |
| Expected Daily % | -0.06% | -0.02% |
| Expected Monthly % | -1.79% | -0.45% |
| Expected Yearly % | -15.02% | -3.97% |
| Kelly Criterion | -12.53% | -8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -6.15% |
| Expected Shortfall (cVaR) | -2.52% | -6.15% |
| Year | 11800963:ETHUSD | 11800963:ethusd:triple_med_gx:lsma180_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -8.11 | 0.69 | + |
| 2025 | 4.57 | -21.41 | -4.68 | - |
| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 6.37% | 1.38% |
| 6M | -1.58% | 89.18% |
| YTD | -21.41% | 4.57% |
| 1Y | -27.88% | 43.03% |
| 3Y (ann.) | -20.39% | -5.52% |
| 5Y (ann.) | -20.39% | -5.52% |
| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| Max Drawdown | -43.39% | -63.76% |
| Longest DD Days | 415.0 | 234.0 |
| Avg. Drawdown | -8.52% | -21.96% |
| Avg. Drawdown Days | 83.0 | 72.0 |
| Recovery Factor | -0.64 | -0.12 |
| Ulcer Index | 1.01 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-15 | 2025-11-04 | -43.39 | 415 |
| 2024-07-01 | 2024-09-10 | -3.69 | 71 |
| 2024-06-21 | 2024-06-28 | -2.49 | 7 |
| 2024-09-11 | 2024-09-12 | -1.01 | 1 |
| 2024-09-13 | 2024-09-14 | -0.36 | 1 |
| 2024-06-29 | 2024-06-30 | -0.18 | 1 |
| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| Best Day | 10.96% | 16.74% |
| Worst Day | -15.12% | -20.65% |
| Best Week | 8.65% | 22.2% |
| Worst Week | -15.24% | -22.77% |
| Best Month | 7.66% | 54.15% |
| Worst Month | -13.93% | -34.4% |
| Best Year | -8.11% | 4.57% |
| Worst Year | -21.41% | -11.81% |
| Avg. Up Day | 2.24% | 2.54% |
| Avg. Down Day | -2.13% | -3.08% |
| Avg. Up Week | 3.38% | 4.68% |
| Avg. Down Week | -3.26% | -7.86% |
| Avg. Up Month | 1.88% | 24.56% |
| Avg. Down Month | -4.96% | -11.39% |
| Win Days % | 42.28% | 50.86% |
| Win Month % | 41.18% | 33.33% |
| Win Week % | 35.0% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |