| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -28.25% | -6.83% |
| Max Drawdown | -37.38% | -63.95% |
| Sharpe | -0.43 | 0.14 |
| Sortino | -0.54 | 0.19 |
| Payoff Ratio | 0.85 | 0.85 |
| Profit Factor | 0.78 | 1.02 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.3 | 0.44 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 61.25 | 2.6 |
| Outlier Loss Ratio | 3.1 | 2.93 |
| Volatility (ann.) | 11.85% | 34.77% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.56 | -0.08 |
| Skew | -5.08 | -0.06 |
| Kurtosis | 176.21 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -1.83% | -0.39% |
| Expected Yearly % | -15.3% | -3.48% |
| Kelly Criterion | -18.92% | -7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.98% |
| Expected Shortfall (cVaR) | -1.03% | -2.98% |
| Year | 11843256:ETHUSD | 11843256:ethusd:triple_med_gx:lsma135_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -23.59 | 1.96 | - |
| 2025 | 5.94 | -6.10 | -1.03 | - |
| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -1.64% | -5.16% |
| 6M | 8.67% | 95.03% |
| YTD | -6.1% | 5.94% |
| 1Y | -5.0% | 43.62% |
| 3Y (ann.) | -20.75% | -4.84% |
| 5Y (ann.) | -20.75% | -4.84% |
| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| Max Drawdown | -37.38% | -63.95% |
| Longest DD Days | 520.0 | 235.0 |
| Avg. Drawdown | -18.71% | -14.57% |
| Avg. Drawdown Days | 260.0 | 43.0 |
| Recovery Factor | -0.76 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2025-11-04 | -37.38 | 520 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 11843256:ethusd:triple_med_gx:lsma135_110 | 11843256:ETHUSD |
|---|---|---|
| Best Day | 9.33% | 12.3% |
| Worst Day | -14.0% | -14.0% |
| Best Week | 5.71% | 27.26% |
| Worst Week | -15.19% | -20.52% |
| Best Month | 11.43% | 48.75% |
| Worst Month | -15.09% | -32.24% |
| Best Year | -6.1% | 5.94% |
| Worst Year | -23.59% | -12.05% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -1.26% | -1.28% |
| Avg. Up Week | 3.35% | 8.68% |
| Avg. Down Week | -4.97% | -6.38% |
| Avg. Up Month | 5.55% | 36.17% |
| Avg. Down Month | -6.24% | -9.37% |
| Win Days % | 45.45% | 50.53% |
| Win Month % | 40.0% | 27.78% |
| Win Week % | 39.29% | 50.0% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |