| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -20.3% | -7.78% |
| Max Drawdown | -29.18% | -63.76% |
| Sharpe | -0.69 | 0.29 |
| Sortino | -0.9 | 0.4 |
| Payoff Ratio | 1.07 | 0.77 |
| Profit Factor | 0.78 | 1.05 |
| Common Sense Ratio | 0.69 | 1.15 |
| CPC Index | 0.35 | 0.41 |
| Tail Ratio | 0.88 | 1.1 |
| Outlier Win Ratio | 43.03 | 2.6 |
| Outlier Loss Ratio | 4.39 | 2.72 |
| Volatility (ann.) | 19.94% | 72.04% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.5 | -0.09 |
| Skew | -1.35 | -0.43 |
| Kurtosis | 23.77 | 4.71 |
| Expected Daily % | -0.04% | -0.02% |
| Expected Monthly % | -1.25% | -0.45% |
| Expected Yearly % | -10.72% | -3.97% |
| Kelly Criterion | -12.18% | -12.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -6.15% |
| Expected Shortfall (cVaR) | -1.76% | -6.15% |
| Year | 11850560:ETHUSD | 11850560:ethusd:triple_med_gx:lsma80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -14.23 | 1.20 | - |
| 2025 | 4.57 | -7.08 | -1.55 | - |
| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| MTD | -3.77% | -9.29% |
| 3M | 0.76% | 1.38% |
| 6M | 9.33% | 89.18% |
| YTD | -7.08% | 4.57% |
| 1Y | -6.11% | 43.03% |
| 3Y (ann.) | -14.7% | -5.52% |
| 5Y (ann.) | -14.7% | -5.52% |
| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| Max Drawdown | -29.18% | -63.76% |
| Longest DD Days | 516.0 | 234.0 |
| Avg. Drawdown | -29.18% | -21.96% |
| Avg. Drawdown Days | 516.0 | 72.0 |
| Recovery Factor | -0.7 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-11-04 | -29.18 | 516 |
| Metric | 11850560:ethusd:triple_med_gx:lsma80_120 | 11850560:ETHUSD |
|---|---|---|
| Best Day | 7.45% | 16.74% |
| Worst Day | -8.17% | -20.65% |
| Best Week | 5.65% | 22.2% |
| Worst Week | -12.35% | -22.77% |
| Best Month | 8.71% | 54.15% |
| Worst Month | -14.05% | -34.4% |
| Best Year | -7.08% | 4.57% |
| Worst Year | -14.23% | -11.81% |
| Avg. Up Day | 1.89% | 2.03% |
| Avg. Down Day | -1.76% | -2.63% |
| Avg. Up Week | 3.74% | 7.4% |
| Avg. Down Week | -4.85% | -7.59% |
| Avg. Up Month | 5.78% | 30.56% |
| Avg. Down Month | -6.05% | -10.29% |
| Win Days % | 42.0% | 50.86% |
| Win Month % | 44.44% | 33.33% |
| Win Week % | 45.16% | 52.63% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |