| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -36.33% | -7.78% |
| Max Drawdown | -37.33% | -63.76% |
| Sharpe | -1.06 | 0.29 |
| Sortino | -1.23 | 0.4 |
| Payoff Ratio | 0.74 | 0.67 |
| Profit Factor | 0.59 | 1.05 |
| Common Sense Ratio | 0.11 | 1.15 |
| CPC Index | 0.17 | 0.36 |
| Tail Ratio | 0.18 | 1.1 |
| Outlier Win Ratio | 54.5 | 2.55 |
| Outlier Loss Ratio | 3.08 | 2.67 |
| Volatility (ann.) | 26.3% | 72.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.73 | -0.09 |
| Skew | -4.97 | -0.43 |
| Kurtosis | 63.24 | 4.71 |
| Expected Daily % | -0.09% | -0.02% |
| Expected Monthly % | -2.48% | -0.45% |
| Expected Yearly % | -20.2% | -3.97% |
| Kelly Criterion | -41.58% | -22.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.34% | -6.15% |
| Expected Shortfall (cVaR) | -2.34% | -6.15% |
| Year | 11838309:ETHUSD | 11838309:ethusd:triple_med_gx:lsma135_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -23.41 | 1.98 | - |
| 2025 | 4.57 | -16.86 | -3.69 | - |
| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -3.46% | 1.38% |
| 6M | 0.5% | 89.18% |
| YTD | -16.86% | 4.57% |
| 1Y | -15.21% | 43.03% |
| 3Y (ann.) | -27.11% | -5.52% |
| 5Y (ann.) | -27.11% | -5.52% |
| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| Max Drawdown | -37.33% | -63.76% |
| Longest DD Days | 518.0 | 234.0 |
| Avg. Drawdown | -37.33% | -21.96% |
| Avg. Drawdown Days | 518.0 | 72.0 |
| Recovery Factor | -0.97 | -0.12 |
| Ulcer Index | 1.13 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2025-11-04 | -37.33 | 518 |
| Metric | 11838309:ethusd:triple_med_gx:lsma135_105 | 11838309:ETHUSD |
|---|---|---|
| Best Day | 8.56% | 16.74% |
| Worst Day | -14.49% | -20.65% |
| Best Week | 4.99% | 22.2% |
| Worst Week | -15.42% | -22.77% |
| Best Month | 4.99% | 54.15% |
| Worst Month | -15.42% | -34.4% |
| Best Year | -16.86% | 4.57% |
| Worst Year | -23.41% | -11.81% |
| Avg. Up Day | 2.08% | 2.2% |
| Avg. Down Day | -2.81% | -3.29% |
| Avg. Up Week | 3.14% | 9.71% |
| Avg. Down Week | -5.21% | -7.2% |
| Avg. Up Month | 3.02% | 27.33% |
| Avg. Down Month | -6.1% | -8.41% |
| Win Days % | 39.73% | 50.86% |
| Win Month % | 37.5% | 33.33% |
| Win Week % | 30.43% | 52.63% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |