| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -13.91% | -7.78% |
| Max Drawdown | -34.77% | -63.76% |
| Sharpe | -0.27 | 0.29 |
| Sortino | -0.36 | 0.4 |
| Payoff Ratio | 1.0 | 0.93 |
| Profit Factor | 0.91 | 1.05 |
| Common Sense Ratio | 0.79 | 1.15 |
| CPC Index | 0.42 | 0.49 |
| Tail Ratio | 0.88 | 1.1 |
| Outlier Win Ratio | 34.14 | 2.78 |
| Outlier Loss Ratio | 4.1 | 2.91 |
| Volatility (ann.) | 25.93% | 72.04% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.29 | -0.09 |
| Skew | -1.49 | -0.43 |
| Kurtosis | 39.36 | 4.71 |
| Expected Daily % | -0.03% | -0.02% |
| Expected Monthly % | -0.83% | -0.45% |
| Expected Yearly % | -7.22% | -3.97% |
| Kelly Criterion | -7.27% | -2.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -6.15% |
| Expected Shortfall (cVaR) | -2.25% | -6.15% |
| Year | 11800998:ETHUSD | 11800998:ethusd:triple_med_gx:lsma265_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -8.72 | 0.74 | + |
| 2025 | 4.57 | -5.69 | -1.24 | - |
| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 16.95% | 1.38% |
| 6M | 11.44% | 89.18% |
| YTD | -5.69% | 4.57% |
| 1Y | -8.33% | 43.03% |
| 3Y (ann.) | -9.96% | -5.52% |
| 5Y (ann.) | -9.96% | -5.52% |
| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| Max Drawdown | -34.77% | -63.76% |
| Longest DD Days | 501.0 | 234.0 |
| Avg. Drawdown | -34.77% | -21.96% |
| Avg. Drawdown Days | 501.0 | 72.0 |
| Recovery Factor | -0.4 | -0.12 |
| Ulcer Index | 1.0 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-21 | 2025-11-04 | -34.77 | 501 |
| Metric | 11800998:ethusd:triple_med_gx:lsma265_65 | 11800998:ETHUSD |
|---|---|---|
| Best Day | 10.96% | 16.74% |
| Worst Day | -14.19% | -20.65% |
| Best Week | 9.34% | 22.2% |
| Worst Week | -10.46% | -22.77% |
| Best Month | 9.73% | 54.15% |
| Worst Month | -9.09% | -34.4% |
| Best Year | -5.69% | 4.57% |
| Worst Year | -8.72% | -11.81% |
| Avg. Up Day | 2.17% | 2.73% |
| Avg. Down Day | -2.17% | -2.94% |
| Avg. Up Week | 3.33% | 6.86% |
| Avg. Down Week | -3.28% | -7.76% |
| Avg. Up Month | 3.55% | 8.02% |
| Avg. Down Month | -4.36% | -14.1% |
| Win Days % | 46.36% | 50.86% |
| Win Month % | 41.18% | 33.33% |
| Win Week % | 46.15% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |