| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -36.95% | -7.78% |
| Max Drawdown | -40.02% | -63.76% |
| Sharpe | -1.56 | 0.29 |
| Sortino | -1.62 | 0.4 |
| Payoff Ratio | 0.62 | 0.68 |
| Profit Factor | 0.29 | 1.05 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.05 | 0.36 |
| Tail Ratio | 0.0 | 1.1 |
| Outlier Win Ratio | 159.43 | 2.19 |
| Outlier Loss Ratio | 2.92 | 2.47 |
| Volatility (ann.) | 19.39% | 72.04% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.69 | -0.09 |
| Skew | -10.78 | -0.43 |
| Kurtosis | 144.86 | 4.71 |
| Expected Daily % | -0.09% | -0.02% |
| Expected Monthly % | -2.53% | -0.45% |
| Expected Yearly % | -20.59% | -3.97% |
| Kelly Criterion | -88.04% | -21.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -6.15% |
| Expected Shortfall (cVaR) | -1.75% | -6.15% |
| Year | 11843320:ETHUSD | 11843320:ethusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -23.96 | 2.03 | - |
| 2025 | 4.57 | -17.08 | -3.74 | - |
| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -0.35% | 1.38% |
| 6M | 1.77% | 89.18% |
| YTD | -17.08% | 4.57% |
| 1Y | -17.08% | 43.03% |
| 3Y (ann.) | -27.61% | -5.52% |
| 5Y (ann.) | -27.61% | -5.52% |
| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| Max Drawdown | -40.02% | -63.76% |
| Longest DD Days | 501.0 | 234.0 |
| Avg. Drawdown | -40.02% | -21.96% |
| Avg. Drawdown Days | 501.0 | 72.0 |
| Recovery Factor | -0.92 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-21 | 2025-11-04 | -40.02 | 501 |
| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| Best Day | 3.31% | 16.74% |
| Worst Day | -14.31% | -20.65% |
| Best Week | 4.2% | 22.2% |
| Worst Week | -14.31% | -22.77% |
| Best Month | 4.2% | 54.15% |
| Worst Month | -14.31% | -34.4% |
| Best Year | -17.08% | 4.57% |
| Worst Year | -23.96% | -11.81% |
| Avg. Up Day | 1.63% | 2.06% |
| Avg. Down Day | -2.63% | -3.05% |
| Avg. Up Week | 1.34% | 0.9% |
| Avg. Down Week | -2.85% | -6.17% |
| Avg. Up Month | 2.77% | 23.4% |
| Avg. Down Month | -5.19% | -8.63% |
| Win Days % | 28.21% | 50.86% |
| Win Month % | 21.43% | 33.33% |
| Win Week % | 15.0% | 52.63% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |