| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -9.01% | -7.78% |
| Max Drawdown | -30.47% | -63.76% |
| Sharpe | 0.01 | 0.29 |
| Sortino | 0.02 | 0.4 |
| Payoff Ratio | 0.98 | 0.88 |
| Profit Factor | 1.0 | 1.05 |
| Common Sense Ratio | 1.01 | 1.15 |
| CPC Index | 0.47 | 0.47 |
| Tail Ratio | 1.0 | 1.1 |
| Outlier Win Ratio | 21.81 | 3.41 |
| Outlier Loss Ratio | 3.24 | 3.03 |
| Volatility (ann.) | 37.4% | 72.04% |
| R^2 | 0.27 | 0.27 |
| Calmar | -0.21 | -0.09 |
| Skew | -0.59 | -0.43 |
| Kurtosis | 19.15 | 4.71 |
| Expected Daily % | -0.02% | -0.02% |
| Expected Monthly % | -0.52% | -0.45% |
| Expected Yearly % | -4.61% | -3.97% |
| Kelly Criterion | -6.6% | -5.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.22% | -6.15% |
| Expected Shortfall (cVaR) | -3.22% | -6.15% |
| Year | 11816146:ETHUSD | 11816146:ethusd:triple_med_gx:lsma175_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -14.56 | 1.23 | - |
| 2025 | 4.57 | 6.49 | 1.42 | + |
| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -1.44% | 1.38% |
| 6M | 17.14% | 89.18% |
| YTD | 6.49% | 4.57% |
| 1Y | 4.79% | 43.03% |
| 3Y (ann.) | -6.4% | -5.52% |
| 5Y (ann.) | -6.4% | -5.52% |
| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| Max Drawdown | -30.47% | -63.76% |
| Longest DD Days | 498.0 | 234.0 |
| Avg. Drawdown | -30.47% | -21.96% |
| Avg. Drawdown Days | 498.0 | 72.0 |
| Recovery Factor | -0.3 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-24 | 2025-11-04 | -30.47 | 498 |
| Metric | 11816146:ethusd:triple_med_gx:lsma175_80 | 11816146:ETHUSD |
|---|---|---|
| Best Day | 10.85% | 16.74% |
| Worst Day | -14.97% | -20.65% |
| Best Week | 20.14% | 22.2% |
| Worst Week | -14.25% | -22.77% |
| Best Month | 22.93% | 54.15% |
| Worst Month | -10.47% | -34.4% |
| Best Year | 6.49% | 4.57% |
| Worst Year | -14.56% | -11.81% |
| Avg. Up Day | 2.81% | 2.82% |
| Avg. Down Day | -2.86% | -3.21% |
| Avg. Up Week | 5.72% | 7.76% |
| Avg. Down Week | -4.53% | -8.09% |
| Avg. Up Month | 10.34% | 31.25% |
| Avg. Down Month | -5.9% | -11.59% |
| Win Days % | 47.18% | 50.86% |
| Win Month % | 43.75% | 33.33% |
| Win Week % | 41.18% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |