| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -28.25% | -7.78% |
| Max Drawdown | -37.19% | -63.76% |
| Sharpe | -0.86 | 0.29 |
| Sortino | -1.03 | 0.4 |
| Payoff Ratio | 0.81 | 0.74 |
| Profit Factor | 0.65 | 1.05 |
| Common Sense Ratio | 0.13 | 1.15 |
| CPC Index | 0.22 | 0.39 |
| Tail Ratio | 0.2 | 1.1 |
| Outlier Win Ratio | 58.21 | 2.55 |
| Outlier Loss Ratio | 3.25 | 2.58 |
| Volatility (ann.) | 23.53% | 72.04% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.56 | -0.09 |
| Skew | -4.87 | -0.43 |
| Kurtosis | 72.57 | 4.71 |
| Expected Daily % | -0.06% | -0.02% |
| Expected Monthly % | -1.83% | -0.45% |
| Expected Yearly % | -15.3% | -3.97% |
| Kelly Criterion | -30.66% | -15.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.08% | -6.15% |
| Expected Shortfall (cVaR) | -2.08% | -6.15% |
| Year | 11843256:ETHUSD | 11843256:ethusd:triple_med_gx:lsma135_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -23.59 | 2.00 | - |
| 2025 | 4.57 | -6.10 | -1.34 | - |
| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -1.64% | 1.38% |
| 6M | 8.67% | 89.18% |
| YTD | -6.1% | 4.57% |
| 1Y | -4.41% | 43.03% |
| 3Y (ann.) | -20.75% | -5.52% |
| 5Y (ann.) | -20.75% | -5.52% |
| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| Max Drawdown | -37.19% | -63.76% |
| Longest DD Days | 518.0 | 234.0 |
| Avg. Drawdown | -37.19% | -21.96% |
| Avg. Drawdown Days | 518.0 | 72.0 |
| Recovery Factor | -0.76 | -0.12 |
| Ulcer Index | 1.22 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2025-11-04 | -37.19 | 518 |
| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| Best Day | 8.56% | 16.74% |
| Worst Day | -14.16% | -20.65% |
| Best Week | 11.63% | 22.2% |
| Worst Week | -15.09% | -22.77% |
| Best Month | 11.43% | 54.15% |
| Worst Month | -15.09% | -34.4% |
| Best Year | -6.1% | 4.57% |
| Worst Year | -23.59% | -11.81% |
| Avg. Up Day | 2.0% | 2.04% |
| Avg. Down Day | -2.46% | -2.76% |
| Avg. Up Week | 6.89% | 9.04% |
| Avg. Down Week | -3.87% | -6.31% |
| Avg. Up Month | 4.65% | 27.33% |
| Avg. Down Month | -6.24% | -9.6% |
| Win Days % | 41.43% | 50.86% |
| Win Month % | 40.0% | 33.33% |
| Win Week % | 28.0% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |