| Metric | 11833474:ethusd:triple_med_gx:lsma135_100 | 11833474:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -17.76% | -6.83% |
| Max Drawdown | -35.41% | -63.95% |
| Sharpe | -0.17 | 0.14 |
| Sortino | -0.23 | 0.19 |
| Payoff Ratio | 0.98 | 0.93 |
| Profit Factor | 0.92 | 1.02 |
| Common Sense Ratio | 0.66 | 0.99 |
| CPC Index | 0.42 | 0.48 |
| Tail Ratio | 0.72 | 0.97 |
| Outlier Win Ratio | 43.58 | 2.86 |
| Outlier Loss Ratio | 3.2 | 3.14 |
| Volatility (ann.) | 14.2% | 34.77% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.36 | -0.08 |
| Skew | -1.76 | -0.06 |
| Kurtosis | 112.11 | 8.0 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.08% | -0.39% |
| Expected Yearly % | -9.31% | -3.48% |
| Kelly Criterion | -7.46% | -2.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.98% |
| Expected Shortfall (cVaR) | -1.23% | -2.98% |
| Year | 11833474:ETHUSD | 11833474:ethusd:triple_med_gx:lsma135_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -19.67 | 1.63 | - |
| 2025 | 5.94 | 2.38 | 0.40 | - |
| Metric | 11833474:ethusd:triple_med_gx:lsma135_100 | 11833474:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -3.75% | -5.16% |
| 6M | 16.8% | 95.03% |
| YTD | 2.38% | 5.94% |
| 1Y | 3.42% | 43.62% |
| 3Y (ann.) | -12.8% | -4.84% |
| 5Y (ann.) | -12.8% | -4.84% |
| Metric | 11833474:ethusd:triple_med_gx:lsma135_100 | 11833474:ETHUSD |
|---|---|---|
| Max Drawdown | -35.41% | -63.95% |
| Longest DD Days | 475.0 | 235.0 |
| Avg. Drawdown | -6.89% | -14.57% |
| Avg. Drawdown Days | 74.0 | 43.0 |
| Recovery Factor | -0.5 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-11-04 | -35.41 | 475 |
| 2024-06-20 | 2024-07-15 | -8.50 | 25 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-06-02 | 2024-06-18 | -1.90 | 16 |
| 2024-06-19 | 2024-06-19 | -0.40 | 0 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| 2024-06-19 | 2024-06-20 | -0.02 | 0 |
| Metric | 11833474:ethusd:triple_med_gx:lsma135_100 | 11833474:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 8.75% | 27.26% |
| Worst Week | -15.74% | -20.52% |
| Best Month | 11.81% | 48.75% |
| Worst Month | -15.74% | -32.24% |
| Best Year | 2.38% | 5.94% |
| Worst Year | -19.67% | -12.05% |
| Avg. Up Day | 1.25% | 1.26% |
| Avg. Down Day | -1.27% | -1.35% |
| Avg. Up Week | 4.23% | 9.01% |
| Avg. Down Week | -4.84% | -7.41% |
| Avg. Up Month | 7.37% | 36.17% |
| Avg. Down Month | -6.04% | -8.9% |
| Win Days % | 46.79% | 50.53% |
| Win Month % | 43.75% | 27.78% |
| Win Week % | 46.43% | 50.0% |
| Win Quarter % | 33.33% | 42.86% |
| Win Year % | 50.0% | 50.0% |