| Metric | 11855575:ethusd:triple_med_gx:lsma105_125 | 11855575:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -11.64% | 16.06% |
| Max Drawdown | -27.23% | -63.95% |
| Sharpe | -0.28 | 0.26 |
| Sortino | -0.37 | 0.37 |
| Payoff Ratio | 1.15 | 0.93 |
| Profit Factor | 0.87 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.39 | 0.49 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 76.35 | 2.49 |
| Outlier Loss Ratio | 4.34 | 2.79 |
| Volatility (ann.) | 7.82% | 35.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.35 | 0.2 |
| Skew | -1.42 | -0.05 |
| Kurtosis | 65.17 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.77% | 0.94% |
| Expected Yearly % | -6.0% | 7.73% |
| Kelly Criterion | -14.21% | -2.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -3.02% |
| Expected Shortfall (cVaR) | -0.68% | -3.02% |
| Year | 11855575:ETHUSD | 11855575:ethusd:triple_med_gx:lsma105_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -11.93 | 0.99 | + |
| 2025 | 31.97 | 0.34 | 0.01 | - |
| Metric | 11855575:ethusd:triple_med_gx:lsma105_125 | 11855575:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 20.62% | 73.76% |
| 6M | 12.55% | 98.28% |
| YTD | 0.34% | 31.97% |
| 1Y | 5.26% | 74.9% |
| 3Y (ann.) | -9.41% | 12.63% |
| 5Y (ann.) | -9.41% | 12.63% |
| Metric | 11855575:ethusd:triple_med_gx:lsma105_125 | 11855575:ETHUSD |
|---|---|---|
| Max Drawdown | -27.23% | -63.95% |
| Longest DD Days | 447.0 | 235.0 |
| Avg. Drawdown | -27.23% | -13.15% |
| Avg. Drawdown Days | 447.0 | 37.0 |
| Recovery Factor | -0.43 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-11 | 2025-09-01 | -27.23 | 447 |
| Metric | 11855575:ethusd:triple_med_gx:lsma105_125 | 11855575:ETHUSD |
|---|---|---|
| Best Day | 4.74% | 12.3% |
| Worst Day | -5.33% | -14.0% |
| Best Week | 11.64% | 27.26% |
| Worst Week | -8.34% | -20.52% |
| Best Month | 13.93% | 48.75% |
| Worst Month | -8.92% | -32.24% |
| Best Year | 0.34% | 31.97% |
| Worst Year | -11.93% | -12.05% |
| Avg. Up Day | 1.07% | 1.11% |
| Avg. Down Day | -0.93% | -1.19% |
| Avg. Up Week | 3.67% | 10.46% |
| Avg. Down Week | -3.59% | -8.12% |
| Avg. Up Month | 6.41% | 29.6% |
| Avg. Down Month | -5.0% | -11.75% |
| Win Days % | 38.92% | 50.85% |
| Win Month % | 40.0% | 37.5% |
| Win Week % | 37.04% | 53.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |