| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -33.53% | -6.83% |
| Max Drawdown | -33.53% | -63.95% |
| Sharpe | -0.74 | 0.14 |
| Sortino | -0.89 | 0.19 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 0.72 | 1.02 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.27 | 0.47 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 63.56 | 2.62 |
| Outlier Loss Ratio | 4.01 | 3.02 |
| Volatility (ann.) | 9.12% | 34.77% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.74 | -0.08 |
| Skew | -3.82 | -0.06 |
| Kurtosis | 53.33 | 8.0 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -2.24% | -0.39% |
| Expected Yearly % | -18.47% | -3.48% |
| Kelly Criterion | -23.37% | -4.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.98% |
| Expected Shortfall (cVaR) | -0.8% | -2.98% |
| Year | 11850565:ETHUSD | 11850565:ethusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -22.12 | 1.84 | - |
| 2025 | 5.94 | -14.65 | -2.47 | - |
| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| MTD | -3.69% | -8.28% |
| 3M | -5.97% | -5.16% |
| 6M | -4.57% | 95.03% |
| YTD | -14.65% | 5.94% |
| 1Y | -15.63% | 43.62% |
| 3Y (ann.) | -24.89% | -4.84% |
| 5Y (ann.) | -24.89% | -4.84% |
| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| Max Drawdown | -33.53% | -63.95% |
| Longest DD Days | 513.0 | 235.0 |
| Avg. Drawdown | -33.53% | -14.57% |
| Avg. Drawdown Days | 513.0 | 43.0 |
| Recovery Factor | -1.0 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-11-04 | -33.53 | 513 |
| Metric | 11850565:ethusd:triple_med_gx:lsma90_120 | 11850565:ETHUSD |
|---|---|---|
| Best Day | 3.16% | 12.3% |
| Worst Day | -6.72% | -14.0% |
| Best Week | 9.67% | 27.26% |
| Worst Week | -9.99% | -20.52% |
| Best Month | 10.66% | 48.75% |
| Worst Month | -14.32% | -32.24% |
| Best Year | -14.65% | 5.94% |
| Worst Year | -22.12% | -12.05% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -1.03% | -1.1% |
| Avg. Up Week | 5.29% | 7.9% |
| Avg. Down Week | -5.76% | -8.53% |
| Avg. Up Month | 7.49% | 33.21% |
| Avg. Down Month | -5.64% | -10.89% |
| Win Days % | 40.08% | 50.53% |
| Win Month % | 29.41% | 27.78% |
| Win Week % | 36.67% | 50.0% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |