| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | -11.07% | -7.78% |
| Max Drawdown | -34.69% | -63.76% |
| Sharpe | -0.04 | 0.29 |
| Sortino | -0.06 | 0.4 |
| Payoff Ratio | 1.01 | 0.82 |
| Profit Factor | 0.99 | 1.05 |
| Common Sense Ratio | 0.98 | 1.15 |
| CPC Index | 0.46 | 0.43 |
| Tail Ratio | 0.99 | 1.1 |
| Outlier Win Ratio | 23.14 | 3.4 |
| Outlier Loss Ratio | 3.41 | 3.09 |
| Volatility (ann.) | 36.58% | 72.04% |
| R^2 | 0.27 | 0.27 |
| Calmar | -0.23 | -0.09 |
| Skew | -0.22 | -0.43 |
| Kurtosis | 18.41 | 4.71 |
| Expected Daily % | -0.02% | -0.02% |
| Expected Monthly % | -0.65% | -0.45% |
| Expected Yearly % | -5.69% | -3.97% |
| Kelly Criterion | -7.34% | -9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.15% | -6.15% |
| Expected Shortfall (cVaR) | -3.15% | -6.15% |
| Year | 11807880:ETHUSD | 11807880:ethusd:triple_med_gx:lsma165_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -3.20 | 0.27 | + |
| 2025 | 4.57 | -8.13 | -1.78 | - |
| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -3.6% | 1.38% |
| 6M | 22.24% | 89.18% |
| YTD | -8.13% | 4.57% |
| 1Y | -4.73% | 43.03% |
| 3Y (ann.) | -7.89% | -5.52% |
| 5Y (ann.) | -7.89% | -5.52% |
| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| Max Drawdown | -34.69% | -63.76% |
| Longest DD Days | 498.0 | 234.0 |
| Avg. Drawdown | -34.69% | -21.96% |
| Avg. Drawdown Days | 498.0 | 72.0 |
| Recovery Factor | -0.32 | -0.12 |
| Ulcer Index | 1.33 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-24 | 2025-11-04 | -34.69 | 498 |
| Metric | 11807880:ethusd:triple_med_gx:lsma165_70 | 11807880:ETHUSD |
|---|---|---|
| Best Day | 11.16% | 16.74% |
| Worst Day | -14.97% | -20.65% |
| Best Week | 22.51% | 22.2% |
| Worst Week | -15.15% | -22.77% |
| Best Month | 21.56% | 54.15% |
| Worst Month | -12.64% | -34.4% |
| Best Year | -3.2% | 4.57% |
| Worst Year | -8.13% | -11.81% |
| Avg. Up Day | 2.79% | 2.88% |
| Avg. Down Day | -2.75% | -3.53% |
| Avg. Up Week | 6.88% | 6.45% |
| Avg. Down Week | -6.04% | -9.54% |
| Avg. Up Month | 9.09% | 24.56% |
| Avg. Down Month | -6.26% | -11.23% |
| Win Days % | 45.99% | 50.86% |
| Win Month % | 46.67% | 33.33% |
| Win Week % | 43.75% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |