| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -3.98% | -7.78% |
| Max Drawdown | -28.29% | -63.76% |
| Sharpe | 0.1 | 0.29 |
| Sortino | 0.14 | 0.4 |
| Payoff Ratio | 1.04 | 0.88 |
| Profit Factor | 1.03 | 1.05 |
| Common Sense Ratio | 0.98 | 1.15 |
| CPC Index | 0.48 | 0.47 |
| Tail Ratio | 0.95 | 1.1 |
| Outlier Win Ratio | 22.22 | 3.41 |
| Outlier Loss Ratio | 3.55 | 3.03 |
| Volatility (ann.) | 35.84% | 72.04% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.1 | -0.09 |
| Skew | -0.05 | -0.43 |
| Kurtosis | 16.82 | 4.71 |
| Expected Daily % | -0.01% | -0.02% |
| Expected Monthly % | -0.23% | -0.45% |
| Expected Yearly % | -2.01% | -3.97% |
| Kelly Criterion | -8.0% | -5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.08% | -6.15% |
| Expected Shortfall (cVaR) | -3.08% | -6.15% |
| Year | 11820480:ETHUSD | 11820480:ethusd:triple_med_gx:lsma175_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -18.01 | 1.52 | - |
| 2025 | 4.57 | 17.11 | 3.74 | + |
| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -1.57% | 1.38% |
| 6M | 19.86% | 89.18% |
| YTD | 17.11% | 4.57% |
| 1Y | 15.24% | 43.03% |
| 3Y (ann.) | -2.8% | -5.52% |
| 5Y (ann.) | -2.8% | -5.52% |
| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| Max Drawdown | -28.29% | -63.76% |
| Longest DD Days | 498.0 | 234.0 |
| Avg. Drawdown | -28.29% | -21.96% |
| Avg. Drawdown Days | 498.0 | 72.0 |
| Recovery Factor | -0.14 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-24 | 2025-11-04 | -28.29 | 498 |
| Metric | 11820480:ethusd:triple_med_gx:lsma175_85 | 11820480:ETHUSD |
|---|---|---|
| Best Day | 10.85% | 16.74% |
| Worst Day | -14.03% | -20.65% |
| Best Week | 18.41% | 22.2% |
| Worst Week | -9.15% | -22.77% |
| Best Month | 21.16% | 54.15% |
| Worst Month | -9.16% | -34.4% |
| Best Year | 17.11% | 4.57% |
| Worst Year | -18.01% | -11.81% |
| Avg. Up Day | 2.76% | 2.88% |
| Avg. Down Day | -2.67% | -3.29% |
| Avg. Up Week | 6.62% | 8.22% |
| Avg. Down Week | -4.25% | -8.28% |
| Avg. Up Month | 10.15% | 31.25% |
| Avg. Down Month | -3.96% | -10.91% |
| Win Days % | 45.07% | 50.86% |
| Win Month % | 37.5% | 33.33% |
| Win Week % | 38.24% | 52.63% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |