| Metric | 11854166:ethusd:triple_med_gx:lsma115_120 | 11854166:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -13.03% | 16.06% |
| Max Drawdown | -19.5% | -63.95% |
| Sharpe | -0.34 | 0.26 |
| Sortino | -0.37 | 0.37 |
| Payoff Ratio | 0.77 | 0.64 |
| Profit Factor | 0.59 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.18 | 0.34 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 248.37 | 2.0 |
| Outlier Loss Ratio | 2.67 | 2.29 |
| Volatility (ann.) | 7.28% | 35.34% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.54 | 0.2 |
| Skew | -27.34 | -0.05 |
| Kurtosis | 1052.56 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.87% | 0.94% |
| Expected Yearly % | -6.74% | 7.73% |
| Kelly Criterion | -39.24% | -25.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -3.02% |
| Expected Shortfall (cVaR) | -0.63% | -3.02% |
| Year | 11854166:ETHUSD | 11854166:ethusd:triple_med_gx:lsma115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -19.39 | 1.61 | - |
| 2025 | 31.97 | 7.89 | 0.25 | - |
| Metric | 11854166:ethusd:triple_med_gx:lsma115_120 | 11854166:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 4.68% | 73.76% |
| 6M | 7.34% | 98.28% |
| YTD | 7.89% | 31.97% |
| 1Y | 4.1% | 74.9% |
| 3Y (ann.) | -10.55% | 12.63% |
| 5Y (ann.) | -10.55% | 12.63% |
| Metric | 11854166:ethusd:triple_med_gx:lsma115_120 | 11854166:ETHUSD |
|---|---|---|
| Max Drawdown | -19.5% | -63.95% |
| Longest DD Days | 407.0 | 235.0 |
| Avg. Drawdown | -19.5% | -13.15% |
| Avg. Drawdown Days | 407.0 | 37.0 |
| Recovery Factor | -0.67 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2025-09-01 | -19.50 | 407 |
| Metric | 11854166:ethusd:triple_med_gx:lsma115_120 | 11854166:ETHUSD |
|---|---|---|
| Best Day | 3.75% | 12.3% |
| Worst Day | -14.16% | -14.0% |
| Best Week | 5.99% | 27.26% |
| Worst Week | -14.65% | -20.52% |
| Best Month | 4.59% | 48.75% |
| Worst Month | -15.75% | -32.24% |
| Best Year | 7.89% | 31.97% |
| Worst Year | -19.39% | -12.05% |
| Avg. Up Day | 0.94% | 1.03% |
| Avg. Down Day | -1.23% | -1.61% |
| Avg. Up Week | 2.13% | 7.52% |
| Avg. Down Week | -6.05% | -9.1% |
| Avg. Up Month | 4.59% | 18.76% |
| Avg. Down Month | -4.51% | -10.39% |
| Win Days % | 39.58% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 40.0% | 53.73% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |