| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 2.06% | -6.83% |
| Max Drawdown | -9.12% | -63.95% |
| Sharpe | 0.08 | 0.14 |
| Sortino | 0.15 | 0.19 |
| Payoff Ratio | 1.87 | 1.09 |
| Profit Factor | 1.1 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.64 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 122.84 | 1.97 |
| Outlier Loss Ratio | 3.1 | 2.31 |
| Volatility (ann.) | 7.32% | 34.77% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.16 | -0.08 |
| Skew | 9.5 | -0.06 |
| Kurtosis | 365.81 | 8.0 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 0.11% | -0.39% |
| Expected Yearly % | 1.02% | -3.48% |
| Kelly Criterion | -5.83% | 5.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.98% |
| Expected Shortfall (cVaR) | -0.63% | -2.98% |
| Year | 11825234:ETHUSD | 11825234:ethusd:triple_med_gx:lsma95_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 4.10 | -0.34 | + |
| 2025 | 5.94 | -1.96 | -0.33 | - |
| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -7.11% | -5.16% |
| 6M | -2.76% | 95.03% |
| YTD | -1.96% | 5.94% |
| 1Y | 7.07% | 43.62% |
| 3Y (ann.) | 1.44% | -4.84% |
| 5Y (ann.) | 1.44% | -4.84% |
| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| Max Drawdown | -9.12% | -63.95% |
| Longest DD Days | 211.0 | 235.0 |
| Avg. Drawdown | -3.28% | -14.57% |
| Avg. Drawdown Days | 66.0 | 43.0 |
| Recovery Factor | 0.23 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-06 | 2025-11-04 | -9.12 | 211 |
| 2024-07-04 | 2024-12-20 | -7.45 | 169 |
| 2024-12-29 | 2025-01-14 | -1.47 | 15 |
| 2025-01-15 | 2025-01-15 | -1.11 | 0 |
| 2025-02-28 | 2025-02-28 | -0.38 | 0 |
| 2024-12-29 | 2024-12-29 | -0.18 | 0 |
| Metric | 11825234:ethusd:triple_med_gx:lsma95_90 | 11825234:ETHUSD |
|---|---|---|
| Best Day | 10.66% | 12.3% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 10.47% | 27.26% |
| Worst Week | -6.54% | -20.52% |
| Best Month | 9.21% | 48.75% |
| Worst Month | -6.54% | -32.24% |
| Best Year | 4.1% | 5.94% |
| Worst Year | -1.96% | -12.05% |
| Avg. Up Day | 2.21% | 2.31% |
| Avg. Down Day | -1.18% | -2.12% |
| Avg. Up Week | 4.52% | 10.42% |
| Avg. Down Week | -2.76% | -11.08% |
| Avg. Up Month | 3.66% | 26.13% |
| Avg. Down Month | -3.63% | -7.71% |
| Win Days % | 31.03% | 50.53% |
| Win Month % | 50.0% | 27.78% |
| Win Week % | 35.29% | 50.0% |
| Win Quarter % | 40.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |