| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -12.42% | -7.78% |
| Max Drawdown | -36.25% | -63.76% |
| Sharpe | -0.17 | 0.29 |
| Sortino | -0.22 | 0.4 |
| Payoff Ratio | 1.01 | 1.1 |
| Profit Factor | 0.92 | 1.05 |
| Common Sense Ratio | 0.32 | 1.15 |
| CPC Index | 0.42 | 0.58 |
| Tail Ratio | 0.35 | 1.1 |
| Outlier Win Ratio | 41.25 | 2.74 |
| Outlier Loss Ratio | 2.68 | 2.71 |
| Volatility (ann.) | 28.71% | 72.04% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.24 | -0.09 |
| Skew | -3.18 | -0.43 |
| Kurtosis | 51.0 | 4.71 |
| Expected Daily % | -0.03% | -0.02% |
| Expected Monthly % | -0.73% | -0.45% |
| Expected Yearly % | -6.41% | -3.97% |
| Kelly Criterion | -8.7% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.49% | -6.15% |
| Expected Shortfall (cVaR) | -2.49% | -6.15% |
| Year | 11833467:ETHUSD | 11833467:ethusd:triple_med_gx:lsma125_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -23.88 | 2.02 | - |
| 2025 | 4.57 | 15.06 | 3.30 | + |
| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -0.35% | 1.38% |
| 6M | 25.85% | 89.18% |
| YTD | 15.06% | 4.57% |
| 1Y | 14.4% | 43.03% |
| 3Y (ann.) | -8.87% | -5.52% |
| 5Y (ann.) | -8.87% | -5.52% |
| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| Max Drawdown | -36.25% | -63.76% |
| Longest DD Days | 474.0 | 234.0 |
| Avg. Drawdown | -21.47% | -21.96% |
| Avg. Drawdown Days | 249.0 | 72.0 |
| Recovery Factor | -0.34 | -0.12 |
| Ulcer Index | 1.02 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-11-04 | -36.25 | 474 |
| 2024-06-21 | 2024-07-15 | -6.69 | 24 |
| Metric | 11833467:ethusd:triple_med_gx:lsma125_100 | 11833467:ETHUSD |
|---|---|---|
| Best Day | 9.94% | 16.74% |
| Worst Day | -14.82% | -20.65% |
| Best Week | 16.43% | 22.2% |
| Worst Week | -14.97% | -22.77% |
| Best Month | 16.62% | 54.15% |
| Worst Month | -14.97% | -34.4% |
| Best Year | 15.06% | 4.57% |
| Worst Year | -23.88% | -11.81% |
| Avg. Up Day | 2.94% | 3.88% |
| Avg. Down Day | -2.91% | -3.52% |
| Avg. Up Week | 5.61% | 9.94% |
| Avg. Down Week | -5.49% | -7.47% |
| Avg. Up Month | 8.97% | 36.28% |
| Avg. Down Month | -5.89% | -8.51% |
| Win Days % | 45.31% | 50.86% |
| Win Month % | 43.75% | 33.33% |
| Win Week % | 44.0% | 52.63% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |