| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -4.26% | -7.78% |
| Max Drawdown | -11.42% | -63.76% |
| Sharpe | -0.21 | 0.29 |
| Sortino | -0.32 | 0.4 |
| Payoff Ratio | 1.84 | 1.59 |
| Profit Factor | 0.89 | 1.05 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.51 | 0.84 |
| Tail Ratio | 0.0 | 1.1 |
| Outlier Win Ratio | 99.9 | 2.22 |
| Outlier Loss Ratio | 5.72 | 2.27 |
| Volatility (ann.) | 11.54% | 72.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.26 | -0.09 |
| Skew | 3.35 | -0.43 |
| Kurtosis | 81.64 | 4.71 |
| Expected Daily % | -0.01% | -0.02% |
| Expected Monthly % | -0.24% | -0.45% |
| Expected Yearly % | -2.15% | -3.97% |
| Kelly Criterion | -6.34% | 19.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -6.15% |
| Expected Shortfall (cVaR) | -1.0% | -6.15% |
| Year | 11802256:ETHUSD | 11802256:ethusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 2.03 | -0.17 | + |
| 2025 | 4.57 | -6.16 | -1.35 | - |
| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| MTD | -5.1% | -9.29% |
| 3M | -7.64% | 1.38% |
| 6M | 2.64% | 89.18% |
| YTD | -6.16% | 4.57% |
| 1Y | -8.45% | 43.03% |
| 3Y (ann.) | -3.0% | -5.52% |
| 5Y (ann.) | -3.0% | -5.52% |
| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| Max Drawdown | -11.42% | -63.76% |
| Longest DD Days | 290.0 | 234.0 |
| Avg. Drawdown | -4.3% | -21.96% |
| Avg. Drawdown Days | 66.0 | 72.0 |
| Recovery Factor | -0.37 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-25 | 2025-08-11 | -11.42 | 290 |
| 2025-08-12 | 2025-11-04 | -10.48 | 84 |
| 2024-09-23 | 2024-10-07 | -1.50 | 14 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-10-08 | 2024-10-12 | -0.73 | 4 |
| 2024-07-05 | 2024-07-06 | -0.18 | 1 |
| Metric | 11802256:ethusd:triple_med_gx:lsma75_65 | 11802256:ETHUSD |
|---|---|---|
| Best Day | 8.02% | 16.74% |
| Worst Day | -5.1% | -20.65% |
| Best Week | 7.83% | 22.2% |
| Worst Week | -5.1% | -22.77% |
| Best Month | 6.88% | 54.15% |
| Worst Month | -5.1% | -34.4% |
| Best Year | 2.03% | 4.57% |
| Worst Year | -6.16% | -11.81% |
| Avg. Up Day | 2.09% | 3.0% |
| Avg. Down Day | -1.13% | -1.89% |
| Avg. Up Week | 2.3% | 8.12% |
| Avg. Down Week | -1.85% | -7.99% |
| Avg. Up Month | 3.12% | 23.4% |
| Avg. Down Month | -3.33% | -12.88% |
| Win Days % | 31.11% | 50.86% |
| Win Month % | 41.67% | 33.33% |
| Win Week % | 40.0% | 52.63% |
| Win Quarter % | 50.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |