| Metric | 11855712:ethusd:triple_med_gx:lsma130_125 | 11855712:ETHUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -23.49% | 16.06% |
| Max Drawdown | -23.49% | -63.95% |
| Sharpe | -1.46 | 0.26 |
| Sortino | -1.54 | 0.37 |
| Payoff Ratio | 0.77 | 0.78 |
| Profit Factor | 0.17 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.02 | 0.42 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 811.99 | 2.0 |
| Outlier Loss Ratio | 3.5 | 2.32 |
| Volatility (ann.) | 3.62% | 35.34% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.82 | 0.2 |
| Skew | -10.33 | -0.05 |
| Kurtosis | 174.94 | 8.2 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.66% | 0.94% |
| Expected Yearly % | -12.53% | 7.73% |
| Kelly Criterion | -99.36% | -11.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -3.02% |
| Expected Shortfall (cVaR) | -0.33% | -3.02% |
| Year | 11855712:ETHUSD | 11855712:ethusd:triple_med_gx:lsma130_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -9.53 | 0.79 | + |
| 2025 | 31.97 | -15.42 | -0.48 | - |
| Metric | 11855712:ethusd:triple_med_gx:lsma130_125 | 11855712:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | -13.27% | 73.76% |
| 6M | -15.11% | 98.28% |
| YTD | -15.42% | 31.97% |
| 1Y | -20.42% | 74.9% |
| 3Y (ann.) | -19.25% | 12.63% |
| 5Y (ann.) | -19.25% | 12.63% |
| Metric | 11855712:ethusd:triple_med_gx:lsma130_125 | 11855712:ETHUSD |
|---|---|---|
| Max Drawdown | -23.49% | -63.95% |
| Longest DD Days | 434.0 | 235.0 |
| Avg. Drawdown | -23.49% | -13.15% |
| Avg. Drawdown Days | 434.0 | 37.0 |
| Recovery Factor | -1.0 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2025-09-01 | -23.49 | 434 |
| Metric | 11855712:ethusd:triple_med_gx:lsma130_125 | 11855712:ETHUSD |
|---|---|---|
| Best Day | 1.84% | 12.3% |
| Worst Day | -3.75% | -14.0% |
| Best Week | 0.47% | 27.26% |
| Worst Week | -4.86% | -20.52% |
| Best Month | 0.45% | 48.75% |
| Worst Month | -8.31% | -32.24% |
| Best Year | -9.53% | 31.97% |
| Worst Year | -15.42% | -12.05% |
| Avg. Up Day | 0.91% | 1.06% |
| Avg. Down Day | -1.18% | -1.35% |
| Avg. Up Week | 0.33% | 5.38% |
| Avg. Down Week | -1.7% | -6.79% |
| Avg. Up Month | 0.18% | 3.52% |
| Avg. Down Month | -2.27% | -7.03% |
| Win Days % | 13.33% | 50.85% |
| Win Month % | 18.18% | 37.5% |
| Win Week % | 13.33% | 53.73% |
| Win Quarter % | 16.67% | 50.0% |
| Win Year % | 0.0% | 50.0% |