| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -5.98% | -7.78% |
| Max Drawdown | -18.79% | -63.76% |
| Sharpe | -0.29 | 0.29 |
| Sortino | -0.42 | 0.4 |
| Payoff Ratio | 1.3 | 1.29 |
| Profit Factor | 0.88 | 1.05 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.4 | 0.68 |
| Tail Ratio | 0.0 | 1.1 |
| Outlier Win Ratio | 76.99 | 2.37 |
| Outlier Loss Ratio | 5.8 | 2.39 |
| Volatility (ann.) | 12.43% | 72.04% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.23 | -0.09 |
| Skew | 0.99 | -0.43 |
| Kurtosis | 33.7 | 4.71 |
| Expected Daily % | -0.01% | -0.02% |
| Expected Monthly % | -0.34% | -0.45% |
| Expected Yearly % | -3.04% | -3.97% |
| Kelly Criterion | -15.06% | 12.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -6.15% |
| Expected Shortfall (cVaR) | -1.08% | -6.15% |
| Year | 11849485:ETHUSD | 11849485:ethusd:triple_med_gx:lsma100_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -8.53 | 0.72 | + |
| 2025 | 4.57 | 2.79 | 0.61 | - |
| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | 14.34% | 1.38% |
| 6M | 2.59% | 89.18% |
| YTD | 2.79% | 4.57% |
| 1Y | 8.97% | 43.03% |
| 3Y (ann.) | -4.23% | -5.52% |
| 5Y (ann.) | -4.23% | -5.52% |
| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| Max Drawdown | -18.79% | -63.76% |
| Longest DD Days | 513.0 | 234.0 |
| Avg. Drawdown | -18.79% | -21.96% |
| Avg. Drawdown Days | 513.0 | 72.0 |
| Recovery Factor | -0.32 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-11-04 | -18.79 | 513 |
| Metric | 11849485:ethusd:triple_med_gx:lsma100_115 | 11849485:ETHUSD |
|---|---|---|
| Best Day | 5.52% | 16.74% |
| Worst Day | -4.96% | -20.65% |
| Best Week | 6.3% | 22.2% |
| Worst Week | -8.25% | -22.77% |
| Best Month | 9.11% | 54.15% |
| Worst Month | -13.3% | -34.4% |
| Best Year | 2.79% | 4.57% |
| Worst Year | -8.53% | -11.81% |
| Avg. Up Day | 1.87% | 2.6% |
| Avg. Down Day | -1.44% | -2.03% |
| Avg. Up Week | 2.43% | 7.19% |
| Avg. Down Week | -2.52% | -4.82% |
| Avg. Up Month | 6.41% | 19.85% |
| Avg. Down Month | -2.22% | -11.49% |
| Win Days % | 34.92% | 50.86% |
| Win Month % | 46.67% | 33.33% |
| Win Week % | 40.74% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |