| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -9.38% | -7.78% |
| Max Drawdown | -24.05% | -63.76% |
| Sharpe | -0.3 | 0.29 |
| Sortino | -0.4 | 0.4 |
| Payoff Ratio | 0.92 | 1.0 |
| Profit Factor | 0.88 | 1.05 |
| Common Sense Ratio | 0.23 | 1.15 |
| CPC Index | 0.36 | 0.53 |
| Tail Ratio | 0.27 | 1.1 |
| Outlier Win Ratio | 58.3 | 2.58 |
| Outlier Loss Ratio | 3.8 | 2.6 |
| Volatility (ann.) | 17.59% | 72.04% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.28 | -0.09 |
| Skew | -1.04 | -0.43 |
| Kurtosis | 30.63 | 4.71 |
| Expected Daily % | -0.02% | -0.02% |
| Expected Monthly % | -0.55% | -0.45% |
| Expected Yearly % | -4.81% | -3.97% |
| Kelly Criterion | -15.59% | 1.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -6.15% |
| Expected Shortfall (cVaR) | -1.53% | -6.15% |
| Year | 11831296:ETHUSD | 11831296:ethusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -4.81 | 0.41 | + |
| 2025 | 4.57 | -4.80 | -1.05 | - |
| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 14.25% | 1.38% |
| 6M | 1.28% | 89.18% |
| YTD | -4.8% | 4.57% |
| 1Y | -5.52% | 43.03% |
| 3Y (ann.) | -6.67% | -5.52% |
| 5Y (ann.) | -6.67% | -5.52% |
| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| Max Drawdown | -24.05% | -63.76% |
| Longest DD Days | 336.0 | 234.0 |
| Avg. Drawdown | -17.91% | -21.96% |
| Avg. Drawdown Days | 254.0 | 72.0 |
| Recovery Factor | -0.39 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-11-04 | -24.05 | 336 |
| 2024-06-08 | 2024-11-28 | -11.76 | 173 |
| Metric | 11831296:ethusd:triple_med_gx:lsma85_100 | 11831296:ETHUSD |
|---|---|---|
| Best Day | 7.45% | 16.74% |
| Worst Day | -8.05% | -20.65% |
| Best Week | 7.8% | 22.2% |
| Worst Week | -10.66% | -22.77% |
| Best Month | 13.83% | 54.15% |
| Worst Month | -8.13% | -34.4% |
| Best Year | -4.8% | 4.57% |
| Worst Year | -4.81% | -11.81% |
| Avg. Up Day | 2.07% | 2.59% |
| Avg. Down Day | -2.25% | -2.6% |
| Avg. Up Week | 2.04% | 7.03% |
| Avg. Down Week | -4.45% | -7.2% |
| Avg. Up Month | 4.89% | 22.83% |
| Avg. Down Month | -5.65% | -5.65% |
| Win Days % | 44.62% | 50.86% |
| Win Month % | 56.25% | 33.33% |
| Win Week % | 57.14% | 52.63% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |