| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -9.39% | -7.78% |
| Max Drawdown | -9.39% | -63.76% |
| Sharpe | -1.53 | 0.29 |
| Sortino | -1.83 | 0.4 |
| Payoff Ratio | 1.7 | 1.09 |
| Profit Factor | 0.28 | 1.05 |
| Common Sense Ratio | NaN | 1.15 |
| CPC Index | 0.06 | 0.58 |
| Tail Ratio | NaN | 1.1 |
| Outlier Win Ratio | 676.26 | 1.91 |
| Outlier Loss Ratio | 5.14 | 2.07 |
| Volatility (ann.) | 4.45% | 72.04% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.71 | -0.09 |
| Skew | -1.52 | -0.43 |
| Kurtosis | 83.25 | 4.71 |
| Expected Daily % | -0.02% | -0.02% |
| Expected Monthly % | -0.55% | -0.45% |
| Expected Yearly % | -4.81% | -3.97% |
| Kelly Criterion | -37.63% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -6.15% |
| Expected Shortfall (cVaR) | -0.4% | -6.15% |
| Year | 11849609:ETHUSD | 11849609:ethusd:triple_med_gx:lsma125_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -5.06 | 0.43 | + |
| 2025 | 4.57 | -4.55 | -1.00 | - |
| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| MTD | 0.0% | -9.29% |
| 3M | -2.45% | 1.38% |
| 6M | -7.18% | 89.18% |
| YTD | -4.55% | 4.57% |
| 1Y | -6.39% | 43.03% |
| 3Y (ann.) | -6.67% | -5.52% |
| 5Y (ann.) | -6.67% | -5.52% |
| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| Max Drawdown | -9.39% | -63.76% |
| Longest DD Days | 453.0 | 234.0 |
| Avg. Drawdown | -9.39% | -21.96% |
| Avg. Drawdown Days | 453.0 | 72.0 |
| Recovery Factor | -1.0 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-08 | 2025-11-04 | -9.39 | 453 |
| Metric | 11849609:ethusd:triple_med_gx:lsma125_120 | 11849609:ETHUSD |
|---|---|---|
| Best Day | 2.83% | 16.74% |
| Worst Day | -2.31% | -20.65% |
| Best Week | 2.83% | 22.2% |
| Worst Week | -2.31% | -22.77% |
| Best Month | 2.83% | 54.15% |
| Worst Month | -4.23% | -34.4% |
| Best Year | -4.55% | 4.57% |
| Worst Year | -5.06% | -11.81% |
| Avg. Up Day | 1.85% | 3.81% |
| Avg. Down Day | -1.09% | -3.48% |
| Avg. Up Week | 1.85% | 1.53% |
| Avg. Down Week | -1.32% | -10.41% |
| Avg. Up Month | 0.12% | 0.48% |
| Avg. Down Month | -1.16% | -13.74% |
| Win Days % | 13.33% | 50.86% |
| Win Month % | 22.22% | 33.33% |
| Win Week % | 15.38% | 52.63% |
| Win Quarter % | 16.67% | 42.86% |
| Win Year % | 0.0% | 50.0% |