| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -32.3% | -6.83% |
| Max Drawdown | -38.84% | -63.95% |
| Sharpe | -0.47 | 0.14 |
| Sortino | -0.6 | 0.19 |
| Payoff Ratio | 0.92 | 0.86 |
| Profit Factor | 0.74 | 1.02 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.28 | 0.45 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 63.56 | 2.6 |
| Outlier Loss Ratio | 2.87 | 2.93 |
| Volatility (ann.) | 12.75% | 34.77% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.62 | -0.08 |
| Skew | -3.19 | -0.06 |
| Kurtosis | 170.91 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -2.14% | -0.39% |
| Expected Yearly % | -17.72% | -3.48% |
| Kelly Criterion | -22.31% | -6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.98% |
| Expected Shortfall (cVaR) | -1.11% | -2.98% |
| Year | 11838293:ETHUSD | 11838293:ethusd:triple_med_gx:lsma125_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -28.01 | 2.32 | - |
| 2025 | 5.94 | -5.96 | -1.00 | - |
| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | 0.6% | -5.16% |
| 6M | 8.98% | 95.03% |
| YTD | -5.96% | 5.94% |
| 1Y | -6.5% | 43.62% |
| 3Y (ann.) | -23.91% | -4.84% |
| 5Y (ann.) | -23.91% | -4.84% |
| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| Max Drawdown | -38.84% | -63.95% |
| Longest DD Days | 501.0 | 235.0 |
| Avg. Drawdown | -13.15% | -14.57% |
| Avg. Drawdown Days | 167.0 | 43.0 |
| Recovery Factor | -0.83 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-11-04 | -38.84 | 501 |
| 2024-06-19 | 2024-06-19 | -0.58 | 0 |
| 2024-06-19 | 2024-06-20 | -0.02 | 0 |
| Metric | 11838293:ethusd:triple_med_gx:lsma125_105 | 11838293:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.3% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 9.94% | 27.26% |
| Worst Week | -14.65% | -20.52% |
| Best Month | 9.5% | 48.75% |
| Worst Month | -14.65% | -32.24% |
| Best Year | -5.96% | 5.94% |
| Worst Year | -28.01% | -12.05% |
| Avg. Up Day | 1.29% | 1.31% |
| Avg. Down Day | -1.41% | -1.51% |
| Avg. Up Week | 2.9% | 6.52% |
| Avg. Down Week | -7.82% | -9.13% |
| Avg. Up Month | 4.88% | 36.17% |
| Avg. Down Month | -6.37% | -6.85% |
| Win Days % | 41.53% | 50.53% |
| Win Month % | 37.5% | 27.78% |
| Win Week % | 47.83% | 50.0% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |