| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -27.78% | -6.83% |
| Max Drawdown | -43.94% | -63.95% |
| Sharpe | -0.39 | 0.14 |
| Sortino | -0.53 | 0.19 |
| Payoff Ratio | 1.08 | 0.93 |
| Profit Factor | 0.86 | 1.02 |
| Common Sense Ratio | 1.04 | 0.99 |
| CPC Index | 0.39 | 0.48 |
| Tail Ratio | 1.21 | 0.97 |
| Outlier Win Ratio | 36.47 | 2.81 |
| Outlier Loss Ratio | 4.0 | 3.26 |
| Volatility (ann.) | 12.51% | 34.77% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.46 | -0.08 |
| Skew | 0.38 | -0.06 |
| Kurtosis | 55.42 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -1.79% | -0.39% |
| Expected Yearly % | -15.02% | -3.48% |
| Kelly Criterion | -10.94% | -2.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.98% |
| Expected Shortfall (cVaR) | -1.09% | -2.98% |
| Year | 11800963:ETHUSD | 11800963:ethusd:triple_med_gx:lsma180_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -8.11 | 0.67 | + |
| 2025 | 5.94 | -21.41 | -3.61 | - |
| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 6.37% | -5.16% |
| 6M | -1.58% | 95.03% |
| YTD | -21.41% | 5.94% |
| 1Y | -28.06% | 43.62% |
| 3Y (ann.) | -20.39% | -4.84% |
| 5Y (ann.) | -20.39% | -4.84% |
| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| Max Drawdown | -43.94% | -63.95% |
| Longest DD Days | 416.0 | 235.0 |
| Avg. Drawdown | -6.2% | -14.57% |
| Avg. Drawdown Days | 55.0 | 43.0 |
| Recovery Factor | -0.63 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2025-11-04 | -43.94 | 416 |
| 2024-07-01 | 2024-09-09 | -4.09 | 70 |
| 2024-06-20 | 2024-06-27 | -3.96 | 7 |
| 2024-09-11 | 2024-09-13 | -2.61 | 2 |
| 2024-09-10 | 2024-09-10 | -0.44 | 0 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| 2024-06-18 | 2024-06-18 | -0.18 | 0 |
| 2024-06-29 | 2024-06-29 | -0.18 | 0 |
| 2024-06-19 | 2024-06-20 | -0.02 | 0 |
| Metric | 11800963:ethusd:triple_med_gx:lsma180_65 | 11800963:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.3% |
| Worst Day | -6.2% | -14.0% |
| Best Week | 9.52% | 27.26% |
| Worst Week | -15.24% | -20.52% |
| Best Month | 8.71% | 48.75% |
| Worst Month | -13.93% | -32.24% |
| Best Year | -8.11% | 5.94% |
| Worst Year | -21.41% | -12.05% |
| Avg. Up Day | 1.15% | 1.18% |
| Avg. Down Day | -1.07% | -1.26% |
| Avg. Up Week | 4.11% | 5.62% |
| Avg. Down Week | -3.71% | -8.84% |
| Avg. Up Month | 1.93% | 31.09% |
| Avg. Down Month | -4.89% | -11.24% |
| Win Days % | 42.46% | 50.53% |
| Win Month % | 35.29% | 27.78% |
| Win Week % | 39.47% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |