| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -32.3% | -7.78% |
| Max Drawdown | -38.31% | -63.76% |
| Sharpe | -0.89 | 0.29 |
| Sortino | -1.05 | 0.4 |
| Payoff Ratio | 0.87 | 0.79 |
| Profit Factor | 0.61 | 1.05 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.2 | 0.42 |
| Tail Ratio | 0.0 | 1.1 |
| Outlier Win Ratio | 57.06 | 2.45 |
| Outlier Loss Ratio | 2.85 | 2.7 |
| Volatility (ann.) | 26.6% | 72.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.62 | -0.09 |
| Skew | -4.36 | -0.43 |
| Kurtosis | 65.79 | 4.71 |
| Expected Daily % | -0.07% | -0.02% |
| Expected Monthly % | -2.14% | -0.45% |
| Expected Yearly % | -17.72% | -3.97% |
| Kelly Criterion | -35.45% | -10.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.35% | -6.15% |
| Expected Shortfall (cVaR) | -2.35% | -6.15% |
| Year | 11838293:ETHUSD | 11838293:ethusd:triple_med_gx:lsma125_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -28.01 | 2.37 | - |
| 2025 | 4.57 | -5.96 | -1.30 | - |
| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 0.6% | 1.38% |
| 6M | 8.98% | 89.18% |
| YTD | -5.96% | 4.57% |
| 1Y | -6.5% | 43.03% |
| 3Y (ann.) | -23.91% | -5.52% |
| 5Y (ann.) | -23.91% | -5.52% |
| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| Max Drawdown | -38.31% | -63.76% |
| Longest DD Days | 501.0 | 234.0 |
| Avg. Drawdown | -19.25% | -21.96% |
| Avg. Drawdown Days | 251.0 | 72.0 |
| Recovery Factor | -0.84 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-21 | 2025-11-04 | -38.31 | 501 |
| 2024-06-19 | 2024-06-20 | -0.18 | 1 |
| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| Best Day | 9.94% | 16.74% |
| Worst Day | -14.65% | -20.65% |
| Best Week | 9.5% | 22.2% |
| Worst Week | -14.65% | -22.77% |
| Best Month | 9.5% | 54.15% |
| Worst Month | -14.65% | -34.4% |
| Best Year | -5.96% | 4.57% |
| Worst Year | -28.01% | -11.81% |
| Avg. Up Day | 2.71% | 2.89% |
| Avg. Down Day | -3.11% | -3.63% |
| Avg. Up Week | 4.09% | 6.66% |
| Avg. Down Week | -5.19% | -6.98% |
| Avg. Up Month | 3.84% | 27.33% |
| Avg. Down Month | -6.65% | -7.7% |
| Win Days % | 36.84% | 50.86% |
| Win Month % | 43.75% | 33.33% |
| Win Week % | 30.43% | 52.63% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |