| Metric | 11833474:ethusd:triple_med_gx:lsma135_100 | 11833474:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -17.76% | -7.78% |
| Max Drawdown | -35.3% | -63.76% |
| Sharpe | -0.33 | 0.29 |
| Sortino | -0.41 | 0.4 |
| Payoff Ratio | 0.93 | 1.0 |
| Profit Factor | 0.87 | 1.05 |
| Common Sense Ratio | 0.44 | 1.15 |
| CPC Index | 0.37 | 0.53 |
| Tail Ratio | 0.51 | 1.1 |
| Outlier Win Ratio | 38.94 | 2.74 |
| Outlier Loss Ratio | 2.94 | 2.68 |
| Volatility (ann.) | 28.42% | 72.04% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.36 | -0.09 |
| Skew | -3.62 | -0.43 |
| Kurtosis | 48.95 | 4.71 |
| Expected Daily % | -0.04% | -0.02% |
| Expected Monthly % | -1.08% | -0.45% |
| Expected Yearly % | -9.31% | -3.97% |
| Kelly Criterion | -13.22% | 1.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -6.15% |
| Expected Shortfall (cVaR) | -2.47% | -6.15% |
| Year | 11833474:ETHUSD | 11833474:ethusd:triple_med_gx:lsma135_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -19.67 | 1.67 | - |
| 2025 | 4.57 | 2.38 | 0.52 | - |
| Metric | 11833474:ethusd:triple_med_gx:lsma135_100 | 11833474:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -3.75% | 1.38% |
| 6M | 16.8% | 89.18% |
| YTD | 2.38% | 4.57% |
| 1Y | 4.06% | 43.03% |
| 3Y (ann.) | -12.8% | -5.52% |
| 5Y (ann.) | -12.8% | -5.52% |
| Metric | 11833474:ethusd:triple_med_gx:lsma135_100 | 11833474:ETHUSD |
|---|---|---|
| Max Drawdown | -35.3% | -63.76% |
| Longest DD Days | 474.0 | 234.0 |
| Avg. Drawdown | -14.31% | -21.96% |
| Avg. Drawdown Days | 171.0 | 72.0 |
| Recovery Factor | -0.5 | -0.12 |
| Ulcer Index | 1.06 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2025-11-04 | -35.30 | 474 |
| 2024-06-21 | 2024-07-16 | -6.09 | 25 |
| 2024-06-04 | 2024-06-19 | -1.54 | 15 |
| Metric | 11833474:ethusd:triple_med_gx:lsma135_100 | 11833474:ETHUSD |
|---|---|---|
| Best Day | 8.56% | 16.74% |
| Worst Day | -14.66% | -20.65% |
| Best Week | 11.63% | 22.2% |
| Worst Week | -15.74% | -22.77% |
| Best Month | 11.81% | 54.15% |
| Worst Month | -15.74% | -34.4% |
| Best Year | 2.38% | 4.57% |
| Worst Year | -19.67% | -11.81% |
| Avg. Up Day | 2.48% | 3.21% |
| Avg. Down Day | -2.68% | -3.21% |
| Avg. Up Week | 5.74% | 12.55% |
| Avg. Down Week | -6.18% | -8.25% |
| Avg. Up Month | 7.37% | 36.28% |
| Avg. Down Month | -6.6% | -9.41% |
| Win Days % | 45.57% | 50.86% |
| Win Month % | 40.0% | 33.33% |
| Win Week % | 45.83% | 52.63% |
| Win Quarter % | 33.33% | 42.86% |
| Win Year % | 50.0% | 50.0% |