| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -33.53% | -7.78% |
| Max Drawdown | -33.53% | -63.76% |
| Sharpe | -1.36 | 0.29 |
| Sortino | -1.68 | 0.4 |
| Payoff Ratio | 1.0 | 0.76 |
| Profit Factor | 0.6 | 1.05 |
| Common Sense Ratio | 0.12 | 1.15 |
| CPC Index | 0.21 | 0.41 |
| Tail Ratio | 0.19 | 1.1 |
| Outlier Win Ratio | 53.7 | 2.52 |
| Outlier Loss Ratio | 4.04 | 2.76 |
| Volatility (ann.) | 19.52% | 72.04% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.74 | -0.09 |
| Skew | -1.59 | -0.43 |
| Kurtosis | 25.49 | 4.71 |
| Expected Daily % | -0.08% | -0.02% |
| Expected Monthly % | -2.24% | -0.45% |
| Expected Yearly % | -18.47% | -3.97% |
| Kelly Criterion | -28.68% | -13.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -6.15% |
| Expected Shortfall (cVaR) | -1.75% | -6.15% |
| Year | 11850565:ETHUSD | 11850565:ethusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | -22.12 | 1.87 | - |
| 2025 | 4.57 | -14.65 | -3.21 | - |
| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| MTD | -3.77% | -9.29% |
| 3M | -5.97% | 1.38% |
| 6M | -4.57% | 89.18% |
| YTD | -14.65% | 4.57% |
| 1Y | -15.63% | 43.03% |
| 3Y (ann.) | -24.89% | -5.52% |
| 5Y (ann.) | -24.89% | -5.52% |
| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| Max Drawdown | -33.53% | -63.76% |
| Longest DD Days | 513.0 | 234.0 |
| Avg. Drawdown | -33.53% | -21.96% |
| Avg. Drawdown Days | 513.0 | 72.0 |
| Recovery Factor | -1.0 | -0.12 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-11-04 | -33.53 | 513 |
| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| Best Day | 7.45% | 16.74% |
| Worst Day | -7.71% | -20.65% |
| Best Week | 9.67% | 22.2% |
| Worst Week | -9.83% | -22.77% |
| Best Month | 10.66% | 54.15% |
| Worst Month | -14.32% | -34.4% |
| Best Year | -14.65% | 4.57% |
| Worst Year | -22.12% | -11.81% |
| Avg. Up Day | 2.03% | 2.04% |
| Avg. Down Day | -2.04% | -2.67% |
| Avg. Up Week | 4.34% | 6.17% |
| Avg. Down Week | -5.66% | -7.59% |
| Avg. Up Month | 7.28% | 32.71% |
| Avg. Down Month | -5.04% | -11.62% |
| Win Days % | 35.71% | 50.86% |
| Win Month % | 29.41% | 33.33% |
| Win Week % | 40.0% | 52.63% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |