| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -36.95% | -6.83% |
| Max Drawdown | -40.19% | -63.95% |
| Sharpe | -0.83 | 0.14 |
| Sortino | -0.89 | 0.19 |
| Payoff Ratio | 0.67 | 0.65 |
| Profit Factor | 0.5 | 1.02 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.13 | 0.33 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 131.63 | 2.32 |
| Outlier Loss Ratio | 2.63 | 2.64 |
| Volatility (ann.) | 9.23% | 34.77% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.69 | -0.08 |
| Skew | -15.03 | -0.06 |
| Kurtosis | 388.81 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -2.53% | -0.39% |
| Expected Yearly % | -20.59% | -3.48% |
| Kelly Criterion | -52.93% | -25.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.98% |
| Expected Shortfall (cVaR) | -0.82% | -2.98% |
| Year | 11843320:ETHUSD | 11843320:ethusd:triple_med_gx:lsma120_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -23.96 | 1.99 | - |
| 2025 | 5.94 | -17.08 | -2.88 | - |
| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| MTD | 0.0% | -8.28% |
| 3M | -0.35% | -5.16% |
| 6M | 1.77% | 95.03% |
| YTD | -17.08% | 5.94% |
| 1Y | -17.08% | 43.62% |
| 3Y (ann.) | -27.61% | -4.84% |
| 5Y (ann.) | -27.61% | -4.84% |
| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| Max Drawdown | -40.19% | -63.95% |
| Longest DD Days | 502.0 | 235.0 |
| Avg. Drawdown | -40.19% | -14.57% |
| Avg. Drawdown Days | 502.0 | 43.0 |
| Recovery Factor | -0.92 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-11-04 | -40.19 | 502 |
| Metric | 11843320:ethusd:triple_med_gx:lsma120_110 | 11843320:ETHUSD |
|---|---|---|
| Best Day | 3.37% | 12.3% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 4.2% | 27.26% |
| Worst Week | -14.31% | -20.52% |
| Best Month | 4.2% | 48.75% |
| Worst Month | -14.31% | -32.24% |
| Best Year | -17.08% | 5.94% |
| Worst Year | -23.96% | -12.05% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -1.43% | -1.52% |
| Avg. Up Week | 1.9% | 6.5% |
| Avg. Down Week | -5.33% | -7.16% |
| Avg. Up Month | 3.3% | 33.75% |
| Avg. Down Month | -4.9% | -8.3% |
| Win Days % | 38.79% | 50.53% |
| Win Month % | 15.38% | 27.78% |
| Win Week % | 33.33% | 50.0% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |